| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -516213.645 | 97558.8166 | -613772.4616 | -78833.7449 | -1631957.1879 | 1553123.443 |
| Total P&L (%) | -516.2136 | 97.5588 | -613.7725 | -78.8337 | -1631.9572 | 1553.1234 |
| Avg Daily Profit (%) | -0.2765 | 0.0522 | -0.3287 | -0.0831 | 0 | 0.1503 |
| Buy And Hold Return (%) | 492.0573 | 492.0573 | 492.0573 | 492.0573 | 492.0573 | 492.0573 |
| Max Trade Drawdown | -750728 | -176285 | -664720 | -1556506 | -1908245 | -610736 |
| Profit Factor | 0.5245 | 1.3444 | 0.2351 | 0.9771 | 0.2389 | 2.1991 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 39 | 18 | 21 | 39 | 15 | 24 |
| Losing Trades | 25 | 14 | 11 | 25 | 17 | 8 |
| Profitability (%) | 60.9375 | 56.25 | 65.625 | 60.9375 | 46.875 | 75 |
| Ratio Avg Win / Avg Loss | 0.3362 | 1.0456 | 0.1231 | 0.6263 | 0.2707 | 0.733 |
| Largest Winning Trade | 120659 | 120659 | 26351 | 2121142 | 138046 | 2121142 |
| Largest Losing Trade | -381713 | -57450 | -381713 | -643516 | -643516 | -608035 |
| Avg Bars in Trades | 113 | 140 | 86 | 113 | 140 | 86 |
| Avg Bars in Winners | 59 | 64 | 54 | 77 | 86 | 72 |
| Avg Bars in Losers | 197 | 237 | 146 | 168 | 187 | 128 |
| Bars Traded | 7245 | 4481 | 2764 | 7245 | 4481 | 2764 |
| Profit Streak | 32.2001 | 32.2001 | 105.9501 | 32.2001 | 32.2001 | 105.9501 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -721406 | -287247 | -577430 | -721406 | -581485 | 381990 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758883692917,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 221,
"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": [
[
-516213.6450400107,
97558.8165694705,
-613772.4616094811,
-78833.7449225114,
-1631957.1878731907,
1553123.44295068
],
[
-516.213645,
97.558817,
-613.772462,
-78.833745,
-1631.957188,
1553.123443
],
[
-0.276457,
0.052247,
-0.328704,
-0.083123,
0,
0.150347
],
[
492.057297,
492.057297,
492.057297,
492.057297,
492.057297,
492.057297
],
[
-750728,
-176285,
-664720,
-1556506,
-1908245,
-610736
],
[
0.524525,
1.344373,
0.235066,
0.977079,
0.238863,
2.199082
],
[
64,
32,
32,
64,
32,
32
],
[
39,
18,
21,
39,
15,
24
],
[
25,
14,
11,
25,
17,
8
],
[
60.9375,
56.25,
65.625,
60.9375,
46.875,
75
],
[
0.336234,
1.045624,
0.12313,
0.626333,
0.270712,
0.733027
],
[
120659,
120659,
26351,
2121142,
138046,
2121142
],
[
-381713,
-57450,
-381713,
-643516,
-643516,
-608035
],
[
113,
140,
86,
113,
140,
86
],
[
59,
64,
54,
77,
86,
72
],
[
197,
237,
146,
168,
187,
128
],
[
7245,
4481,
2764,
7245,
4481,
2764
],
[
32.200149,
32.200149,
105.950149,
32.200149,
32.200149,
105.950149
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-721406,
-287247,
-577430,
-721406,
-581485,
381990
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758883692917,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 221,
"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) |
|---|