| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2004409.4637 | -113000.6584 | -1891408.8053 | 189067.547 | 2999150.6439 | -2810083.0969 |
| Total P&L (%) | -2004.4095 | -113.0007 | -1891.4088 | 189.0675 | 2999.1506 | -2810.0831 |
| Avg Daily Profit (%) | -1.0723 | -0.0605 | -1.0118 | 0.0568 | 0.1839 | 0 |
| Buy And Hold Return (%) | 559.5159 | 559.5159 | 559.5159 | 559.5159 | 559.5159 | 559.5159 |
| Max Trade Drawdown | -2060034 | -151876 | -1937444 | -3230896 | -640180 | -4964397 |
| Profit Factor | 0.1963 | 0.6424 | 0.1316 | 1.0247 | 3.3132 | 0.5576 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 32 | 13 | 19 | 28 | 17 | 11 |
| Losing Trades | 28 | 17 | 11 | 32 | 13 | 19 |
| Profitability (%) | 53.3333 | 43.3333 | 63.3333 | 46.6667 | 56.6667 | 36.6667 |
| Ratio Avg Win / Avg Loss | 0.1718 | 0.84 | 0.0762 | 1.1711 | 2.5336 | 0.9631 |
| Largest Winning Trade | 67036 | 67036 | 38403 | 1370876 | 1370876 | 1092398 |
| Largest Losing Trade | -1125255 | -59204 | -1125255 | -2236968 | -524592 | -2236968 |
| Avg Bars in Trades | 89 | 84 | 95 | 89 | 84 | 95 |
| Avg Bars in Winners | 67 | 57 | 75 | 107 | 103 | 113 |
| Avg Bars in Losers | 114 | 104 | 129 | 74 | 59 | 84 |
| Bars Traded | 5384 | 2529 | 2855 | 5384 | 2529 | 2855 |
| Profit Streak | 53.7642 | 85.7642 | 53.7642 | 53.7642 | 85.7642 | 53.7642 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -752860 | -582859 | -578534 | -649996 | 522570 | -585448 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758882025650,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 191,
"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": [
[
-2004409.463726735,
-113000.6583781842,
-1891408.80534855,
189067.5470404196,
2999150.6439186307,
-2810083.0968782115
],
[
-2004.409464,
-113.000658,
-1891.408805,
189.067547,
2999.150644,
-2810.083097
],
[
-1.072261,
-0.06045,
-1.011811,
0.056801,
0.183856,
0
],
[
559.515909,
559.515909,
559.515909,
559.515909,
559.515909,
559.515909
],
[
-2060034,
-151876,
-1937444,
-3230896,
-640180,
-4964397
],
[
0.196308,
0.64237,
0.131597,
1.02472,
3.313156,
0.557601
],
[
60,
30,
30,
60,
30,
30
],
[
32,
13,
19,
28,
17,
11
],
[
28,
17,
11,
32,
13,
19
],
[
53.333333,
43.333333,
63.333333,
46.666667,
56.666667,
36.666667
],
[
0.171769,
0.840022,
0.076187,
1.171108,
2.53359,
0.96313
],
[
67036,
67036,
38403,
1370876,
1370876,
1092398
],
[
-1125255,
-59204,
-1125255,
-2236968,
-524592,
-2236968
],
[
89,
84,
95,
89,
84,
95
],
[
67,
57,
75,
107,
103,
113
],
[
114,
104,
129,
74,
59,
84
],
[
5384,
2529,
2855,
5384,
2529,
2855
],
[
53.764186,
85.764186,
53.764186,
53.764186,
85.764186,
53.764186
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-752860,
-582859,
-578534,
-649996,
522570,
-585448
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758882025650,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 191,
"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) |
|---|