| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1045631.4923 | 28191.816 | -1073823.3083 | 4049614.7134 | -17032471.3952 | 21082086.1086 |
| Total P&L (%) | -1045.6315 | 28.1918 | -1073.8233 | 4049.6147 | -17032.4714 | 21082.0861 |
| Avg Daily Profit (%) | -0.5587 | 0.0151 | -0.5738 | 0.1993 | 0 | 0.2866 |
| Buy And Hold Return (%) | 595.1094 | 595.1094 | 595.1094 | 595.1094 | 595.1094 | 595.1094 |
| Max Trade Drawdown | -1178572 | -127922 | -1172671 | -18680869 | -19220895 | -1983041 |
| Profit Factor | 0.2489 | 1.1672 | 0.1223 | 1.1615 | 0.238 | 8.7511 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 41 | 21 | 20 | 39 | 19 | 20 |
| Losing Trades | 16 | 7 | 9 | 18 | 9 | 9 |
| Profitability (%) | 71.9298 | 75 | 68.9655 | 68.4211 | 67.8571 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.0971 | 0.3891 | 0.0551 | 0.5361 | 0.1127 | 3.938 |
| Largest Winning Trade | 44913 | 44913 | 33493 | 19603638 | 1712512 | 19603638 |
| Largest Losing Trade | -615061 | -71759 | -615061 | -15599218 | -15599218 | -1413174 |
| Avg Bars in Trades | 61 | 81 | 42 | 61 | 81 | 42 |
| Avg Bars in Winners | 13 | 17 | 9 | 22 | 14 | 29 |
| Avg Bars in Losers | 185 | 274 | 115 | 147 | 224 | 71 |
| Bars Traded | 3523 | 2295 | 1228 | 3523 | 2295 | 1228 |
| Profit Streak | 77.2249 | 77.2249 | 139.2249 | 77.2249 | 77.2249 | 139.2249 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -755873 | -393177 | -576959 | -212174 | -598148 | 760476 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080229166,
"expiration_time": 1763911728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 190,
"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": [
[
-1045631.4922532989,
28191.8160098248,
-1073823.3082631237,
4049614.7133925986,
-17032471.395197473,
21082086.108590066
],
[
-1045.631492,
28.191816,
-1073.823308,
4049.614713,
-17032.471395,
21082.086109
],
[
-0.558713,
0.015064,
-0.573777,
0.199269,
0,
0.286584
],
[
595.109371,
595.109371,
595.109371,
595.109371,
595.109371,
595.109371
],
[
-1178572,
-127922,
-1172671,
-18680869,
-19220895,
-1983041
],
[
0.248867,
1.167236,
0.122333,
1.161516,
0.238008,
8.751054
],
[
57,
28,
29,
57,
28,
29
],
[
41,
21,
20,
39,
19,
20
],
[
16,
7,
9,
18,
9,
9
],
[
71.929825,
75,
68.965517,
68.421053,
67.857143,
68.965517
],
[
0.097119,
0.389079,
0.05505,
0.536085,
0.112741,
3.937974
],
[
44913,
44913,
33493,
19603638,
1712512,
19603638
],
[
-615061,
-71759,
-615061,
-15599218,
-15599218,
-1413174
],
[
61,
81,
42,
61,
81,
42
],
[
13,
17,
9,
22,
14,
29
],
[
185,
274,
115,
147,
224,
71
],
[
3523,
2295,
1228,
3523,
2295,
1228
],
[
77.224874,
77.224875,
139.224874,
77.224875,
77.224875,
139.224875
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-755873,
-393177,
-576959,
-212174,
-598148,
760476
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759080229166,
"expiration_time": 1763911728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 190,
"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) |
|---|