| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2081127.8447 | -165327.8307 | -1915800.0139 | -115272.4352 | 3846642.3302 | -3961914.7654 |
| Total P&L (%) | -2081.1278 | -165.3278 | -1915.8 | -115.2724 | 3846.6423 | -3961.9148 |
| Avg Daily Profit (%) | -1.1144 | -0.0885 | -1.0259 | 0 | 0.197 | 0 |
| Buy And Hold Return (%) | 467.3715 | 467.3715 | 467.3715 | 467.3715 | 467.3715 | 467.3715 |
| Max Trade Drawdown | -2209017 | -247733 | -1975977 | -3891799 | -578072 | -4651743 |
| Profit Factor | 0.1546 | 0.4944 | 0.1026 | 0.983 | 6.9625 | 0.3555 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 42 | 19 | 23 | 20 | 14 | 6 |
| Losing Trades | 18 | 11 | 7 | 40 | 16 | 24 |
| Profitability (%) | 70 | 63.3333 | 76.6667 | 33.3333 | 46.6667 | 20 |
| Ratio Avg Win / Avg Loss | 0.0663 | 0.2862 | 0.0312 | 1.9661 | 7.9572 | 1.4219 |
| Largest Winning Trade | 47975 | 47975 | 28035 | 1387478 | 1387478 | 1320266 |
| Largest Losing Trade | -1365898 | -59120 | -1365898 | -3114442 | -578072 | -3114442 |
| Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
| Avg Bars in Winners | 32 | 23 | 39 | 98 | 98 | 98 |
| Avg Bars in Losers | 117 | 113 | 122 | 37 | 20 | 48 |
| Bars Traded | 3464 | 1703 | 1761 | 3464 | 1703 | 1761 |
| Profit Streak | 187.4993 | 187.4993 | 279.4993 | 0 | 0 | 0 |
| Trades During Streak | 15 | 7 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -750033 | -577632 | -575910 | -758259 | 547078 | -631010 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607731200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801540424,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 13
}
}
} {
"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": [
[
-2081127.8446654845,
-165327.8307393886,
-1915800.0139260965,
-115272.4352320437,
3846642.3301771306,
-3961914.765409177
],
[
-2081.127845,
-165.327831,
-1915.800014,
-115.272435,
3846.64233,
-3961.914765
],
[
-1.114392,
-0.088529,
-1.025863,
0,
0.197005,
0
],
[
467.371514,
467.371514,
467.371514,
467.371514,
467.371514,
467.371514
],
[
-2209017,
-247733,
-1975977,
-3891799,
-578072,
-4651743
],
[
0.154636,
0.494357,
0.102605,
0.983029,
6.962527,
0.355484
],
[
60,
30,
30,
60,
30,
30
],
[
42,
19,
23,
20,
14,
6
],
[
18,
11,
7,
40,
16,
24
],
[
70,
63.333333,
76.666667,
33.333333,
46.666667,
20
],
[
0.066272,
0.286207,
0.031228,
1.966058,
7.957174,
1.421935
],
[
47975,
47975,
28035,
1387478,
1387478,
1320266
],
[
-1365898,
-59120,
-1365898,
-3114442,
-578072,
-3114442
],
[
57,
56,
58,
57,
56,
58
],
[
32,
23,
39,
98,
98,
98
],
[
117,
113,
122,
37,
20,
48
],
[
3464,
1703,
1761,
3464,
1703,
1761
],
[
187.49931,
187.49931,
279.49931,
0,
0,
0
],
[
15,
7,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-750033,
-577632,
-575910,
-758259,
547078,
-631010
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607731200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801540424,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 227,
"offset": 13
}
}
}
| # | 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) |
|---|