| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1900992.9301 | -170103.4725 | -1730889.4575 | -99339.9453 | 1823761.8724 | -1923101.8178 |
| Total P&L (%) | -1900.9929 | -170.1035 | -1730.8895 | -99.3399 | 1823.7619 | -1923.1018 |
| Avg Daily Profit (%) | -1.0155 | -0.0909 | -0.9246 | -0.2678 | 0.1581 | 0 |
| Buy And Hold Return (%) | 527.0313 | 527.0313 | 527.0313 | 527.0313 | 527.0313 | 527.0313 |
| Max Trade Drawdown | -2024104 | -254720 | -1803313 | -2817931 | -520236 | -2297694 |
| Profit Factor | 0.1737 | 0.5316 | 0.1066 | 0.9769 | 3.9873 | 0.4781 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 66 | 32 | 34 | 50 | 29 | 21 |
| Losing Trades | 29 | 15 | 14 | 45 | 18 | 27 |
| Profitability (%) | 69.4737 | 68.0851 | 70.8333 | 52.6316 | 61.7021 | 43.75 |
| Ratio Avg Win / Avg Loss | 0.0763 | 0.2492 | 0.0439 | 0.8792 | 2.4749 | 0.6147 |
| Largest Winning Trade | 27480 | 27480 | 15465 | 1494358 | 1270107 | 1494358 |
| Largest Losing Trade | -1061987 | -59756 | -1061987 | -2089898 | -520236 | -2089898 |
| Avg Bars in Trades | 37 | 45 | 29 | 37 | 45 | 29 |
| Avg Bars in Winners | 12 | 14 | 10 | 53 | 61 | 43 |
| Avg Bars in Losers | 94 | 112 | 74 | 19 | 20 | 18 |
| Bars Traded | 3550 | 2146 | 1404 | 3550 | 2146 | 1404 |
| Profit Streak | 41.087 | 159.587 | 41.087 | 41.087 | 159.587 | 41.087 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576217 | -576940 | -576723 | -578678 | 541422 | -581854 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111516297,
"expiration_time": 1763956224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 129,
"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": [
[
-1900992.9300768552,
-170103.472534738,
-1730889.4575421177,
-99339.9453160374,
1823761.8724356075,
-1923101.8177516442
],
[
-1900.99293,
-170.103473,
-1730.889458,
-99.339945,
1823.761872,
-1923.101818
],
[
-1.015488,
-0.090867,
-0.92462,
-0.267835,
0.158077,
0
],
[
527.031294,
527.031294,
527.031294,
527.031294,
527.031294,
527.031294
],
[
-2024104,
-254720,
-1803313,
-2817931,
-520236,
-2297694
],
[
0.173704,
0.531645,
0.106604,
0.976871,
3.987274,
0.478066
],
[
95,
47,
48,
95,
47,
48
],
[
66,
32,
34,
50,
29,
21
],
[
29,
15,
14,
45,
18,
27
],
[
69.473684,
68.085106,
70.833333,
52.631579,
61.702128,
43.75
],
[
0.076324,
0.249208,
0.043896,
0.879184,
2.47486,
0.614656
],
[
27480,
27480,
15465,
1494358,
1270107,
1494358
],
[
-1061987,
-59756,
-1061987,
-2089898,
-520236,
-2089898
],
[
37,
45,
29,
37,
45,
29
],
[
12,
14,
10,
53,
61,
43
],
[
94,
112,
74,
19,
20,
18
],
[
3550,
2146,
1404,
3550,
2146,
1404
],
[
41.086994,
159.586994,
41.086994,
41.086994,
159.586994,
41.086994
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576217,
-576940,
-576723,
-578678,
541422,
-581854
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3744,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602936000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759111516297,
"expiration_time": 1763956224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 129,
"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) |
|---|