| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1801662.4844 | 1677436.6002 | 124225.8842 | 10885425.3063 | 3495294.7277 | 7390130.5787 |
| Total P&L (%) | 1801.6625 | 1677.4366 | 124.2259 | 10885.4253 | 3495.2947 | 7390.1306 |
| Avg Daily Profit (%) | 0.9649 | 0.8984 | 0.0665 | 0.252 | 0.192 | 0.2314 |
| Buy And Hold Return (%) | 606.608 | 606.608 | 606.608 | 606.608 | 606.608 | 606.608 |
| Max Trade Drawdown | -108505 | -77396 | -63326 | -7848944 | -6679163 | -2162483 |
| Profit Factor | 4.8248 | 7.141 | 1.6277 | 1.4385 | 1.2174 | 1.8454 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 34.2466 | 27.027 | 41.6667 | 34.2466 | 27.027 | 41.6667 |
| Ratio Avg Win / Avg Loss | 9.2636 | 19.2808 | 2.2788 | 2.762 | 3.2869 | 2.5836 |
| Largest Winning Trade | 1012998 | 1012998 | 61014 | 4847118 | 4847118 | 3968142 |
| Largest Losing Trade | -38262 | -28589 | -38262 | -1984460 | -1663390 | -1984460 |
| Avg Bars in Trades | 148 | 119 | 178 | 148 | 119 | 178 |
| Avg Bars in Winners | 305 | 294 | 312 | 305 | 294 | 312 |
| Avg Bars in Losers | 67 | 55 | 82 | 67 | 55 | 82 |
| Bars Traded | 10862 | 4435 | 6427 | 10862 | 4435 | 6427 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -64566 | -2415 | -270035 | -71880 | -13041 | 308353 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600704000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851267659,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 26,
"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": [
[
1801662.4844130727,
1677436.6002350568,
124225.8841780158,
10885425.306343906,
3495294.727664332,
7390130.578679578
],
[
1801.662484,
1677.4366,
124.225884,
10885.425306,
3495.294728,
7390.130579
],
[
0.964916,
0.898385,
0.066532,
0.25199,
0.192037,
0.231429
],
[
606.607975,
606.607975,
606.607975,
606.607975,
606.607975,
606.607975
],
[
-108505,
-77396,
-63326,
-7848944,
-6679163,
-2162483
],
[
4.824813,
7.141019,
1.627743,
1.438524,
1.217352,
1.8454
],
[
73,
37,
36,
73,
37,
36
],
[
25,
10,
15,
25,
10,
15
],
[
48,
27,
21,
48,
27,
21
],
[
34.246575,
27.027027,
41.666667,
34.246575,
27.027027,
41.666667
],
[
9.263642,
19.280751,
2.27884,
2.761967,
3.28685,
2.58356
],
[
1012998,
1012998,
61014,
4847118,
4847118,
3968142
],
[
-38262,
-28589,
-38262,
-1984460,
-1663390,
-1984460
],
[
148,
119,
178,
148,
119,
178
],
[
305,
294,
312,
305,
294,
312
],
[
67,
55,
82,
67,
55,
82
],
[
10862,
4435,
6427,
10862,
4435,
6427
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-64566,
-2415,
-270035,
-71880,
-13041,
308353
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600704000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851267659,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 26,
"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) |
|---|