| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1071918.7537 | 34415.5838 | -1106334.3374 | -107333.6025 | 10549785.4218 | -10657119.0243 |
| Total P&L (%) | -1071.9188 | 34.4156 | -1106.3343 | -107.3336 | 10549.7854 | -10657.119 |
| Avg Daily Profit (%) | -0.5708 | 0.0183 | -0.5891 | 0 | 0.2489 | 0 |
| Buy And Hold Return (%) | 491.2441 | 491.2441 | 491.2441 | 491.2441 | 491.2441 | 491.2441 |
| Max Trade Drawdown | -1096149 | -181052 | -652631 | -13609481 | -631468 | -17763475 |
| Profit Factor | 0.3972 | 1.1065 | 0.2397 | 0.9946 | 9.3793 | 0.4316 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 35 | 13 | 22 | 35 | 19 | 16 |
| Losing Trades | 29 | 19 | 10 | 29 | 13 | 16 |
| Profitability (%) | 54.6875 | 40.625 | 68.75 | 54.6875 | 59.375 | 50 |
| Ratio Avg Win / Avg Loss | 0.3291 | 1.6172 | 0.1089 | 0.8241 | 6.4174 | 0.4316 |
| Largest Winning Trade | 105711 | 105711 | 47560 | 5383397 | 3920268 | 5383397 |
| Largest Losing Trade | -520504 | -51170 | -520504 | -12526961 | -631468 | -12526961 |
| Avg Bars in Trades | 81 | 67 | 94 | 81 | 67 | 94 |
| Avg Bars in Winners | 69 | 34 | 89 | 71 | 68 | 75 |
| Avg Bars in Losers | 96 | 90 | 107 | 92 | 66 | 114 |
| Bars Traded | 5205 | 2172 | 3033 | 5205 | 2172 | 3033 |
| Profit Streak | 42.9394 | 47.2727 | 42.9394 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -722171 | -439085 | -577392 | -723670 | 654001 | -580810 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5634,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759645960079,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 2.84213
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 175,
"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": [
[
-1071918.7536692685,
34415.5837509344,
-1106334.3374202028,
-107333.6024591018,
10549785.421828292,
-10657119.024287397
],
[
-1071.918754,
34.415584,
-1106.334337,
-107.333602,
10549.785422,
-10657.119024
],
[
-0.570777,
0.018326,
-0.589102,
0,
0.248878,
0
],
[
491.244076,
491.244076,
491.244076,
491.244076,
491.244076,
491.244076
],
[
-1096149,
-181052,
-652631,
-13609481,
-631468,
-17763475
],
[
0.397179,
1.106518,
0.239673,
0.994636,
9.379326,
0.431594
],
[
64,
32,
32,
64,
32,
32
],
[
35,
13,
22,
35,
19,
16
],
[
29,
19,
10,
29,
13,
16
],
[
54.6875,
40.625,
68.75,
54.6875,
59.375,
50
],
[
0.329091,
1.617219,
0.108942,
0.824127,
6.417433,
0.431594
],
[
105711,
105711,
47560,
5383397,
3920268,
5383397
],
[
-520504,
-51170,
-520504,
-12526961,
-631468,
-12526961
],
[
81,
67,
94,
81,
67,
94
],
[
69,
34,
89,
71,
68,
75
],
[
96,
90,
107,
92,
66,
114
],
[
5205,
2172,
3033,
5205,
2172,
3033
],
[
42.939353,
47.272686,
42.939353,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-722171,
-439085,
-577392,
-723670,
654001,
-580810
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5634,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759645960079,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 225,
"offset": 0,
"std": 2.84213
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 175,
"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) |
|---|