| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1642140.6981 | -33920.8984 | -1608219.7997 | 169364.6162 | 11135229.1074 | -10965864.4912 |
| Total P&L (%) | -1642.1407 | -33.9209 | -1608.2198 | 169.3646 | 11135.2291 | -10965.8645 |
| Avg Daily Profit (%) | -0.8795 | -0.0182 | -0.8613 | 0.0531 | 0.2532 | 0 |
| Buy And Hold Return (%) | 506.1205 | 506.1205 | 506.1205 | 506.1205 | 506.1205 | 506.1205 |
| Max Trade Drawdown | -1866208 | -171164 | -1730085 | -10743190 | -2389194 | -15385816 |
| Profit Factor | 0.2929 | 0.9047 | 0.1823 | 1.0066 | 3.6707 | 0.491 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 69 | 29 | 40 | 49 | 28 | 21 |
| Losing Trades | 26 | 18 | 8 | 46 | 19 | 27 |
| Profitability (%) | 72.6316 | 61.7021 | 83.3333 | 51.5789 | 59.5745 | 43.75 |
| Ratio Avg Win / Avg Loss | 0.1104 | 0.5615 | 0.0365 | 0.945 | 2.4908 | 0.6313 |
| Largest Winning Trade | 31835 | 31835 | 23915 | 4246646 | 4246646 | 3618920 |
| Largest Losing Trade | -1022120 | -61784 | -1022120 | -10413828 | -929510 | -10413828 |
| Avg Bars in Trades | 114 | 135 | 93 | 114 | 135 | 93 |
| Avg Bars in Winners | 48 | 51 | 45 | 140 | 163 | 108 |
| Avg Bars in Losers | 289 | 270 | 334 | 86 | 93 | 82 |
| Bars Traded | 10872 | 6362 | 4510 | 10872 | 6362 | 4510 |
| Profit Streak | 57.7164 | 77.0497 | 57.7164 | 57.7164 | 77.0497 | 57.7164 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575743 | -577809 | -575078 | -500728 | 648198 | -581721 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758820295136,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 218,
"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": [
[
-1642140.6981298644,
-33920.8984482951,
-1608219.7996815701,
169364.6161995335,
11135229.107407022,
-10965864.491207497
],
[
-1642.140698,
-33.920898,
-1608.2198,
169.364616,
11135.229107,
-10965.864491
],
[
-0.879481,
-0.018167,
-0.861314,
0.053083,
0.253197,
0
],
[
506.120478,
506.120478,
506.120478,
506.120478,
506.120478,
506.120478
],
[
-1866208,
-171164,
-1730085,
-10743190,
-2389194,
-15385816
],
[
0.292941,
0.904666,
0.182268,
1.006586,
3.670675,
0.491032
],
[
95,
47,
48,
95,
47,
48
],
[
69,
29,
40,
49,
28,
21
],
[
26,
18,
8,
46,
19,
27
],
[
72.631579,
61.702128,
83.333333,
51.578947,
59.574468,
43.75
],
[
0.110384,
0.561517,
0.036454,
0.944959,
2.490815,
0.631327
],
[
31835,
31835,
23915,
4246646,
4246646,
3618920
],
[
-1022120,
-61784,
-1022120,
-10413828,
-929510,
-10413828
],
[
114,
135,
93,
114,
135,
93
],
[
48,
51,
45,
140,
163,
108
],
[
289,
270,
334,
86,
93,
82
],
[
10872,
6362,
4510,
10872,
6362,
4510
],
[
57.716379,
77.049712,
57.716379,
57.716379,
77.049712,
57.716379
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575743,
-577809,
-575078,
-500728,
648198,
-581721
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758820295136,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 218,
"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) |
|---|