| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2083410.3977 | -154347.6591 | -1929062.7386 | -60110.4121 | 3753454.4959 | -3813564.908 |
| Total P&L (%) | -2083.4104 | -154.3477 | -1929.0627 | -60.1104 | 3753.4545 | -3813.5649 |
| Avg Daily Profit (%) | -1.109 | -0.0822 | -1.0268 | -0.0489 | 0.1946 | 0 |
| Buy And Hold Return (%) | 550.5291 | 550.5291 | 550.5291 | 550.5291 | 550.5291 | 550.5291 |
| Max Trade Drawdown | -2238579 | -224595 | -2033754 | -3196187 | -194574 | -4360480 |
| Profit Factor | 0.2015 | 0.6262 | 0.1217 | 0.9917 | 4.9666 | 0.3973 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 146 | 69 | 77 | 94 | 50 | 44 |
| Losing Trades | 44 | 26 | 18 | 96 | 45 | 51 |
| Profitability (%) | 76.8421 | 72.6316 | 81.0526 | 49.4737 | 52.6316 | 46.3158 |
| Ratio Avg Win / Avg Loss | 0.0607 | 0.2359 | 0.0284 | 1.0128 | 4.47 | 0.4606 |
| Largest Winning Trade | 15953 | 15953 | 11739 | 1573429 | 1473402 | 1573429 |
| Largest Losing Trade | -1271646 | -62526 | -1271646 | -2701746 | -119559 | -2701746 |
| Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
| Avg Bars in Winners | 7 | 6 | 8 | 39 | 50 | 27 |
| Avg Bars in Losers | 98 | 109 | 83 | 18 | 17 | 18 |
| Bars Traded | 5478 | 3320 | 2158 | 5478 | 3320 | 2158 |
| Profit Streak | 29.9976 | 30.6643 | 29.9976 | 29.9976 | 30.6643 | 29.9976 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574489 | -576405 | -575528 | -576507 | 617145 | -581230 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601568000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759708595767,
"expiration_time": 1764549504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 146,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-2083410.3976658669,
-154347.6590869427,
-1929062.7385789235,
-60110.4121225532,
3753454.495926128,
-3813564.9080486787
],
[
-2083.410398,
-154.347659,
-1929.062739,
-60.110412,
3753.454496,
-3813.564908
],
[
-1.108982,
-0.082158,
-1.026824,
-0.048909,
0.194558,
0
],
[
550.529144,
550.529144,
550.529144,
550.529144,
550.529144,
550.529144
],
[
-2238579,
-224595,
-2033754,
-3196187,
-194574,
-4360480
],
[
0.201517,
0.626152,
0.121695,
0.991736,
4.96662,
0.397337
],
[
190,
95,
95,
190,
95,
95
],
[
146,
69,
77,
94,
50,
44
],
[
44,
26,
18,
96,
45,
51
],
[
76.842105,
72.631579,
81.052632,
49.473684,
52.631579,
46.315789
],
[
0.060731,
0.235941,
0.028448,
1.012837,
4.469958,
0.46055
],
[
15953,
15953,
11739,
1573429,
1473402,
1573429
],
[
-1271646,
-62526,
-1271646,
-2701746,
-119559,
-2701746
],
[
28,
34,
22,
28,
34,
22
],
[
7,
6,
8,
39,
50,
27
],
[
98,
109,
83,
18,
17,
18
],
[
5478,
3320,
2158,
5478,
3320,
2158
],
[
29.997636,
30.664303,
29.997636,
29.997636,
30.664303,
29.997636
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574489,
-576405,
-575528,
-576507,
617145,
-581230
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601568000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759708595767,
"expiration_time": 1764549504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 146,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|