| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2037266.3352 | 74330.5932 | -2111596.9284 | -761204.399 | -4327521.3339 | 3566316.9349 |
| Total P&L (%) | -2037.2663 | 74.3306 | -2111.5969 | -761.2044 | -4327.5213 | 3566.3169 |
| Avg Daily Profit (%) | -1.0854 | 0.0396 | -1.125 | 0 | 0 | 0.1921 |
| Buy And Hold Return (%) | 518.1699 | 518.1699 | 518.1699 | 518.1699 | 518.1699 | 518.1699 |
| Max Trade Drawdown | -2236304 | -122520 | -2241009 | -7527290 | -6586713 | -5282022 |
| Profit Factor | 0.2739 | 1.2754 | 0.1673 | 0.9681 | 0.6175 | 1.2851 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 49 | 24 | 25 | 41 | 18 | 23 |
| Losing Trades | 33 | 17 | 16 | 41 | 23 | 18 |
| Profitability (%) | 59.7561 | 58.5366 | 60.9756 | 50 | 43.9024 | 56.0976 |
| Ratio Avg Win / Avg Loss | 0.1845 | 0.9034 | 0.1071 | 0.9681 | 0.789 | 1.0057 |
| Largest Winning Trade | 56440 | 56440 | 41135 | 4484064 | 1311639 | 4484064 |
| Largest Losing Trade | -1704873 | -33202 | -1704873 | -4196550 | -1298390 | -4196550 |
| Avg Bars in Trades | 87 | 55 | 120 | 87 | 55 | 120 |
| Avg Bars in Winners | 70 | 39 | 99 | 79 | 44 | 105 |
| Avg Bars in Losers | 113 | 77 | 151 | 96 | 63 | 138 |
| Bars Traded | 7187 | 2264 | 4923 | 7187 | 2264 | 4923 |
| Profit Streak | 60.6449 | 225.3949 | 60.6449 | 0 | 0 | 0 |
| Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -587036 | -305017 | -578759 | -589555 | -583113 | 313572 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759570116394,
"expiration_time": 1764422784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 192,
"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": [
[
-2037266.3352251563,
74330.5931894597,
-2111596.928414616,
-761204.3989830362,
-4327521.333869009,
3566316.9348859745
],
[
-2037.266335,
74.330593,
-2111.596928,
-761.204399,
-4327.521334,
3566.316935
],
[
-1.085384,
0.039601,
-1.124985,
0,
0,
0.192074
],
[
518.16992,
518.16992,
518.16992,
518.16992,
518.16992,
518.16992
],
[
-2236304,
-122520,
-2241009,
-7527290,
-6586713,
-5282022
],
[
0.273885,
1.275404,
0.167289,
0.968051,
0.617515,
1.28505
],
[
82,
41,
41,
82,
41,
41
],
[
49,
24,
25,
41,
18,
23
],
[
33,
17,
16,
41,
23,
18
],
[
59.756098,
58.536585,
60.97561,
50,
43.902439,
56.097561
],
[
0.184453,
0.903411,
0.107065,
0.968051,
0.789047,
1.005692
],
[
56440,
56440,
41135,
4484064,
1311639,
4484064
],
[
-1704873,
-33202,
-1704873,
-4196550,
-1298390,
-4196550
],
[
87,
55,
120,
87,
55,
120
],
[
70,
39,
99,
79,
44,
105
],
[
113,
77,
151,
96,
63,
138
],
[
7187,
2264,
4923,
7187,
2264,
4923
],
[
60.644866,
225.394866,
60.644866,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-587036,
-305017,
-578759,
-589555,
-583113,
313572
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7508,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602590400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759570116394,
"expiration_time": 1764422784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 192,
"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) |
|---|