| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 52810.6478 | 360368.4773 | -307557.8296 | -99691.9434 | 1814158.2162 | -1913850.1596 |
| Total P&L (%) | 52.8106 | 360.3685 | -307.5578 | -99.6919 | 1814.1582 | -1913.8502 |
| Avg Daily Profit (%) | 0.0282 | 0.1922 | -0.1641 | -0.308 | 0.1576 | 0 |
| Buy And Hold Return (%) | 438.0807 | 438.0807 | 438.0807 | 438.0807 | 438.0807 | 438.0807 |
| Max Trade Drawdown | -515841 | -304052 | -382762 | -2778075 | -1134708 | -2729087 |
| Profit Factor | 1.0242 | 1.3707 | 0.7464 | 0.9865 | 1.6865 | 0.5979 |
| Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
| Winning Trades | 211 | 103 | 108 | 211 | 103 | 108 |
| Losing Trades | 221 | 113 | 108 | 221 | 113 | 108 |
| Profitability (%) | 48.8426 | 47.6852 | 50 | 48.8426 | 47.6852 | 50 |
| Ratio Avg Win / Avg Loss | 1.0727 | 1.5038 | 0.7464 | 1.0333 | 1.8502 | 0.5979 |
| Largest Winning Trade | 146614 | 146614 | 41967 | 686483 | 686483 | 506412 |
| Largest Losing Trade | -74922 | -34611 | -74922 | -1200602 | -479611 | -1200602 |
| Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
| Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
| Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
| Bars Traded | 11184 | 5714 | 5470 | 11184 | 5714 | 5470 |
| Profit Streak | 7.9703 | 0 | 11.6369 | 7.9703 | 0 | 11.6369 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -512202 | -156643 | -579295 | -576350 | 314144 | -579295 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11248,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375032434,
"expiration_time": 1764222336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11486,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
52810.6477736463,
360368.4773237566,
-307557.8295501104,
-99691.9433823554,
1814158.2161818622,
-1913850.1595642196
],
[
52.810648,
360.368477,
-307.55783,
-99.691943,
1814.158216,
-1913.85016
],
[
0.028171,
0.19223,
-0.16406,
-0.307987,
0.157584,
0
],
[
438.080731,
438.080731,
438.080731,
438.080731,
438.080731,
438.080731
],
[
-515841,
-304052,
-382762,
-2778075,
-1134708,
-2729087
],
[
1.02417,
1.370717,
0.746422,
0.986532,
1.686467,
0.597882
],
[
432,
216,
216,
432,
216,
216
],
[
211,
103,
108,
211,
103,
108
],
[
221,
113,
108,
221,
113,
108
],
[
48.842593,
47.685185,
50,
48.842593,
47.685185,
50
],
[
1.072709,
1.503797,
0.746422,
1.033287,
1.850202,
0.597882
],
[
146614,
146614,
41967,
686483,
686483,
506412
],
[
-74922,
-34611,
-74922,
-1200602,
-479611,
-1200602
],
[
25,
26,
25,
25,
26,
25
],
[
28,
28,
27,
28,
28,
27
],
[
23,
24,
23,
23,
24,
23
],
[
11184,
5714,
5470,
11184,
5714,
5470
],
[
7.970283,
0,
11.636949,
7.970283,
0,
11.636949
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-512202,
-156643,
-579295,
-576350,
314144,
-579295
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11248,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375032434,
"expiration_time": 1764222336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.11486,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|