| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1877905.4704 | -125507.0062 | -1752398.4642 | -69292.5198 | 3183321.7557 | -3252614.2755 |
| Total P&L (%) | -1877.9055 | -125.507 | -1752.3985 | -69.2925 | 3183.3218 | -3252.6143 |
| Avg Daily Profit (%) | -1.0046 | -0.0671 | -0.9374 | -0.0631 | 0.187 | 0 |
| Buy And Hold Return (%) | 453.8049 | 453.8049 | 453.8049 | 453.8049 | 453.8049 | 453.8049 |
| Max Trade Drawdown | -2010725 | -200723 | -1841736 | -2838244 | -254277 | -3727347 |
| Profit Factor | 0.2141 | 0.6584 | 0.1333 | 0.9897 | 3.7816 | 0.4156 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 130 | 60 | 70 | 86 | 45 | 41 |
| Losing Trades | 43 | 26 | 17 | 87 | 41 | 46 |
| Profitability (%) | 75.1445 | 69.7674 | 80.4598 | 49.711 | 52.3256 | 47.1264 |
| Ratio Avg Win / Avg Loss | 0.0708 | 0.2853 | 0.0324 | 1.0012 | 3.4454 | 0.4662 |
| Largest Winning Trade | 15953 | 15953 | 11739 | 1455152 | 1455152 | 1431998 |
| Largest Losing Trade | -1123332 | -59932 | -1123332 | -2279399 | -136336 | -2279399 |
| Avg Bars in Trades | 30 | 37 | 24 | 30 | 37 | 24 |
| Avg Bars in Winners | 7 | 7 | 8 | 42 | 55 | 28 |
| Avg Bars in Losers | 99 | 105 | 91 | 19 | 17 | 20 |
| Bars Traded | 5327 | 3214 | 2113 | 5327 | 3214 | 2113 |
| Profit Streak | 58.2714 | 78.6047 | 58.2714 | 58.2714 | 78.6047 | 58.2714 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574910 | -576750 | -575040 | -576616 | 587376 | -580369 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758897046094,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 174,
"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": [
[
-1877905.4703887529,
-125507.0061619747,
-1752398.4642267777,
-69292.5198074115,
3183321.7556569576,
-3252614.27546437
],
[
-1877.90547,
-125.507006,
-1752.398464,
-69.29252,
3183.321756,
-3252.614275
],
[
-1.004587,
-0.06714,
-0.937447,
-0.06314,
0.18695,
0
],
[
453.80488,
453.80488,
453.80488,
453.80488,
453.80488,
453.80488
],
[
-2010725,
-200723,
-1841736,
-2838244,
-254277,
-3727347
],
[
0.214091,
0.658422,
0.133349,
0.989673,
3.781588,
0.415555
],
[
173,
86,
87,
173,
86,
87
],
[
130,
60,
70,
86,
45,
41
],
[
43,
26,
17,
87,
41,
46
],
[
75.144509,
69.767442,
80.45977,
49.710983,
52.325581,
47.126437
],
[
0.070815,
0.285316,
0.032385,
1.001181,
3.445447,
0.466232
],
[
15953,
15953,
11739,
1455152,
1455152,
1431998
],
[
-1123332,
-59932,
-1123332,
-2279399,
-136336,
-2279399
],
[
30,
37,
24,
30,
37,
24
],
[
7,
7,
8,
42,
55,
28
],
[
99,
105,
91,
19,
17,
20
],
[
5327,
3214,
2113,
5327,
3214,
2113
],
[
58.271367,
78.6047,
58.271367,
58.271367,
78.6047,
58.271367
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574910,
-576750,
-575040,
-576616,
587376,
-580369
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758897046094,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 174,
"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) |
|---|