| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1574751.519 | -78940.2951 | -1495811.2239 | -294821.0473 | -6510327.1219 | 6215506.0746 |
| Total P&L (%) | -1574.7515 | -78.9403 | -1495.8112 | -294.821 | -6510.3271 | 6215.5061 |
| Avg Daily Profit (%) | -0.8416 | -0.0422 | -0.7994 | 0 | 0 | 0.2218 |
| Buy And Hold Return (%) | 457.8521 | 457.8521 | 457.8521 | 457.8521 | 457.8521 | 457.8521 |
| Max Trade Drawdown | -1827050 | -227806 | -1619126 | -6824169 | -7254816 | -3261586 |
| Profit Factor | 0.2271 | 0.7473 | 0.1329 | 0.9766 | 0.1548 | 2.2707 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 70 | 33 | 37 | 50 | 21 | 29 |
| Losing Trades | 27 | 15 | 12 | 47 | 27 | 20 |
| Profitability (%) | 72.1649 | 68.75 | 75.5102 | 51.5464 | 43.75 | 59.1837 |
| Ratio Avg Win / Avg Loss | 0.0876 | 0.3397 | 0.0431 | 0.918 | 0.199 | 1.566 |
| Largest Winning Trade | 27885 | 27885 | 21846 | 8692055 | 456465 | 8692055 |
| Largest Losing Trade | -1072211 | -58570 | -1072211 | -3261586 | -2568650 | -3261586 |
| Avg Bars in Trades | 74 | 88 | 60 | 74 | 88 | 60 |
| Avg Bars in Winners | 20 | 18 | 22 | 48 | 47 | 48 |
| Avg Bars in Losers | 214 | 242 | 179 | 102 | 120 | 78 |
| Bars Traded | 7232 | 4247 | 2985 | 7232 | 4247 | 2985 |
| Profit Streak | 27.6627 | 152.4127 | 27.6627 | 0 | 0 | 0 |
| Trades During Streak | 10 | 12 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575670 | -576646 | -575836 | -580319 | -583119 | 498002 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602309600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074856480,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"offset": 202
}
}
} {
"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": [
[
-1574751.5190441322,
-78940.2950955224,
-1495811.2239486102,
-294821.0473498794,
-6510327.121931851,
6215506.07458197
],
[
-1574.751519,
-78.940295,
-1495.811224,
-294.821047,
-6510.327122,
6215.506075
],
[
-0.841551,
-0.042186,
-0.799365,
0,
0,
0.221787
],
[
457.85212,
457.85212,
457.85212,
457.85212,
457.85212,
457.85212
],
[
-1827050,
-227806,
-1619126,
-6824169,
-7254816,
-3261586
],
[
0.227055,
0.747268,
0.132859,
0.97659,
0.154792,
2.270744
],
[
97,
48,
49,
97,
48,
49
],
[
70,
33,
37,
50,
21,
29
],
[
27,
15,
12,
47,
27,
20
],
[
72.164948,
68.75,
75.510204,
51.546392,
43.75,
59.183673
],
[
0.087578,
0.339667,
0.043089,
0.917995,
0.199018,
1.56603
],
[
27885,
27885,
21846,
8692055,
456465,
8692055
],
[
-1072211,
-58570,
-1072211,
-3261586,
-2568650,
-3261586
],
[
74,
88,
60,
74,
88,
60
],
[
20,
18,
22,
48,
47,
48
],
[
214,
242,
179,
102,
120,
78
],
[
7232,
4247,
2985,
7232,
4247,
2985
],
[
27.662691,
152.412691,
27.662691,
0,
0,
0
],
[
10,
12,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575670,
-576646,
-575836,
-580319,
-583119,
498002
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602309600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074856480,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 26,
"offset": 202
}
}
}
| # | 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) |
|---|