| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1885426.1831 | 1949095.4153 | -63669.2322 | 49762.5569 | 6186082.7889 | -6136320.232 |
| Total P&L (%) | 1885.4262 | 1949.0954 | -63.6692 | 49.7626 | 6186.0828 | -6136.3202 |
| Avg Daily Profit (%) | 1.0097 | 1.0438 | -0.0341 | 0.0216 | 0.222 | 0 |
| Buy And Hold Return (%) | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 |
| Max Trade Drawdown | -284558 | -224022 | -145520 | -8954191 | -5626069 | -7502217 |
| Profit Factor | 3.0015 | 4.4153 | 0.8285 | 1.0026 | 1.6913 | 0.3771 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 40.8696 | 35.0877 | 46.5517 | 40.8696 | 35.0877 | 46.5517 |
| Ratio Avg Win / Avg Loss | 4.3426 | 8.1683 | 0.9513 | 1.4506 | 3.1289 | 0.433 |
| Largest Winning Trade | 1544508 | 1544508 | 37624 | 7306622 | 7306622 | 956425 |
| Largest Losing Trade | -55887 | -44762 | -55887 | -3697497 | -2232788 | -3697497 |
| Avg Bars in Trades | 62 | 84 | 40 | 62 | 84 | 40 |
| Avg Bars in Winners | 85 | 121 | 59 | 85 | 121 | 59 |
| Avg Bars in Losers | 46 | 65 | 23 | 46 | 65 | 23 |
| Bars Traded | 7180 | 4830 | 2350 | 7180 | 4830 | 2350 |
| 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 | 476040 | -167894 | -762174 | -550602 | -174702 | -762174 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600797600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851168134,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 158,
"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": [
[
1885426.1830861042,
1949095.4152660375,
-63669.2321799328,
49762.5568659761,
6186082.788860744,
-6136320.231994763
],
[
1885.426183,
1949.095415,
-63.669232,
49.762557,
6186.082789,
-6136.320232
],
[
1.009734,
1.043832,
-0.034098,
0.021632,
0.222012,
0
],
[
529.445559,
529.445559,
529.445559,
529.445559,
529.445559,
529.445559
],
[
-284558,
-224022,
-145520,
-8954191,
-5626069,
-7502217
],
[
3.001523,
4.415296,
0.828523,
1.002647,
1.691293,
0.377142
],
[
115,
57,
58,
115,
57,
58
],
[
47,
20,
27,
47,
20,
27
],
[
68,
37,
31,
68,
37,
31
],
[
40.869565,
35.087719,
46.551724,
40.869565,
35.087719,
46.551724
],
[
4.342629,
8.168297,
0.951268,
1.450638,
3.128892,
0.433014
],
[
1544508,
1544508,
37624,
7306622,
7306622,
956425
],
[
-55887,
-44762,
-55887,
-3697497,
-2232788,
-3697497
],
[
62,
84,
40,
62,
84,
40
],
[
85,
121,
59,
85,
121,
59
],
[
46,
65,
23,
46,
65,
23
],
[
7180,
4830,
2350,
7180,
4830,
2350
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476040,
-167894,
-762174,
-550602,
-174702,
-762174
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600797600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851168134,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 158,
"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) |
|---|