| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1959663.2934 | -198564.4516 | -1761098.8418 | -96607.9237 | 1828160.1541 | -1924768.0777 |
| Total P&L (%) | -1959.6633 | -198.5645 | -1761.0988 | -96.6079 | 1828.1602 | -1924.7681 |
| Avg Daily Profit (%) | -1.0455 | -0.1059 | -0.9396 | -0.1804 | 0.158 | 0 |
| Buy And Hold Return (%) | 481.6792 | 481.6792 | 481.6792 | 481.6792 | 481.6792 | 481.6792 |
| Max Trade Drawdown | -2099562 | -278561 | -1831876 | -2814173 | -123058 | -2814173 |
| Profit Factor | 0.1619 | 0.4953 | 0.0945 | 0.9738 | 13.8404 | 0.4564 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 58 | 24 | 34 | 44 | 25 | 19 |
| Losing Trades | 28 | 19 | 9 | 42 | 18 | 24 |
| Profitability (%) | 67.4419 | 55.814 | 79.0698 | 51.1628 | 58.1395 | 44.186 |
| Ratio Avg Win / Avg Loss | 0.0782 | 0.3921 | 0.025 | 0.9295 | 9.9651 | 0.5766 |
| Largest Winning Trade | 26571 | 26571 | 14963 | 1449908 | 1164624 | 1449908 |
| Largest Losing Trade | -1016441 | -57018 | -1016441 | -2814173 | -122523 | -2814173 |
| Avg Bars in Trades | 63 | 76 | 51 | 63 | 76 | 51 |
| Avg Bars in Winners | 25 | 27 | 23 | 93 | 111 | 69 |
| Avg Bars in Losers | 143 | 137 | 155 | 32 | 27 | 36 |
| Bars Traded | 5483 | 3279 | 2204 | 5483 | 3279 | 2204 |
| Profit Streak | 27.8595 | 27.8595 | 279.5262 | 27.8595 | 27.8595 | 343.5262 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576544 | -579432 | -575544 | -578932 | 556184 | -581564 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5623,
"evaluation_days": 1874.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759322265077,
"expiration_time": 1764163872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 110,
"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": [
[
-1959663.2934390833,
-198564.4516388777,
-1761098.8418002056,
-96607.9236702979,
1828160.154065749,
-1924768.0777360473
],
[
-1959.663293,
-198.564452,
-1761.098842,
-96.607924,
1828.160154,
-1924.768078
],
[
-1.045527,
-0.105939,
-0.939588,
-0.180367,
0.158003,
0
],
[
481.679227,
481.679227,
481.679227,
481.679227,
481.679227,
481.679227
],
[
-2099562,
-278561,
-1831876,
-2814173,
-123058,
-2814173
],
[
0.161914,
0.495338,
0.094458,
0.973772,
13.840375,
0.456441
],
[
86,
43,
43,
86,
43,
43
],
[
58,
24,
34,
44,
25,
19
],
[
28,
19,
9,
42,
18,
24
],
[
67.44186,
55.813953,
79.069767,
51.162791,
58.139535,
44.186047
],
[
0.078165,
0.392143,
0.025003,
0.92951,
9.96507,
0.576558
],
[
26571,
26571,
14963,
1449908,
1164624,
1449908
],
[
-1016441,
-57018,
-1016441,
-2814173,
-122523,
-2814173
],
[
63,
76,
51,
63,
76,
51
],
[
25,
27,
23,
93,
111,
69
],
[
143,
137,
155,
32,
27,
36
],
[
5483,
3279,
2204,
5483,
3279,
2204
],
[
27.859549,
27.859549,
279.526216,
27.859549,
27.859549,
343.526216
],
[
3,
1,
6,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576544,
-579432,
-575544,
-578932,
556184,
-581564
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5623,
"evaluation_days": 1874.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600531200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759322265077,
"expiration_time": 1764163872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 110,
"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) |
|---|