| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1544681.4107 | -66793.1532 | -1477888.2575 | -112920.5384 | -8209815.5053 | 8096894.9669 |
| Total P&L (%) | -1544.6814 | -66.7932 | -1477.8883 | -112.9205 | -8209.8155 | 8096.895 |
| Avg Daily Profit (%) | -0.8219 | -0.0355 | -0.7863 | 0 | 0 | 0.2347 |
| Buy And Hold Return (%) | 536.1002 | 536.1002 | 536.1002 | 536.1002 | 536.1002 | 536.1002 |
| Max Trade Drawdown | -1712508 | -190882 | -1560858 | -7846253 | -8307013 | -1882487 |
| Profit Factor | 0.1798 | 0.7245 | 0.0993 | 0.9908 | 0.0906 | 3.5208 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 55 | 28 | 27 | 31 | 15 | 16 |
| Losing Trades | 11 | 5 | 6 | 35 | 18 | 17 |
| Profitability (%) | 83.3333 | 84.8485 | 81.8182 | 46.9697 | 45.4545 | 48.4848 |
| Ratio Avg Win / Avg Loss | 0.036 | 0.1294 | 0.0221 | 1.1186 | 0.1087 | 3.7408 |
| Largest Winning Trade | 31491 | 31491 | 18818 | 9627192 | 198578 | 9627192 |
| Largest Losing Trade | -945452 | -68255 | -945452 | -5346647 | -5346647 | -1611211 |
| Avg Bars in Trades | 53 | 62 | 44 | 53 | 62 | 44 |
| Avg Bars in Winners | 16 | 16 | 15 | 34 | 29 | 39 |
| Avg Bars in Losers | 239 | 319 | 173 | 70 | 90 | 48 |
| Bars Traded | 3522 | 2065 | 1457 | 3522 | 2065 | 1457 |
| Profit Streak | 151.3188 | 151.3188 | 253.3188 | 0 | 0 | 0 |
| Trades During Streak | 23 | 11 | 12 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -703286 | -574853 | -575189 | -709067 | -582570 | 519502 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606305600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759779547074,
"expiration_time": 1764623664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 207,
"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": [
[
-1544681.4106955181,
-66793.1532206624,
-1477888.2574748555,
-112920.5383902727,
-8209815.505326219,
8096894.96693594
],
[
-1544.681411,
-66.793153,
-1477.888257,
-112.920538,
-8209.815505,
8096.894967
],
[
-0.821858,
-0.035538,
-0.78632,
0,
0,
0.234717
],
[
536.100237,
536.100237,
536.100237,
536.100237,
536.100237,
536.100237
],
[
-1712508,
-190882,
-1560858,
-7846253,
-8307013,
-1882487
],
[
0.179776,
0.724519,
0.099279,
0.990774,
0.09062,
3.520761
],
[
66,
33,
33,
66,
33,
33
],
[
55,
28,
27,
31,
15,
16
],
[
11,
5,
6,
35,
18,
17
],
[
83.333333,
84.848485,
81.818182,
46.969697,
45.454545,
48.484848
],
[
0.035955,
0.129378,
0.022062,
1.118616,
0.108745,
3.740808
],
[
31491,
31491,
18818,
9627192,
198578,
9627192
],
[
-945452,
-68255,
-945452,
-5346647,
-5346647,
-1611211
],
[
53,
62,
44,
53,
62,
44
],
[
16,
16,
15,
34,
29,
39
],
[
239,
319,
173,
70,
90,
48
],
[
3522,
2065,
1457,
3522,
2065,
1457
],
[
151.318832,
151.318832,
253.318832,
0,
0,
0
],
[
23,
11,
12,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-703286,
-574853,
-575189,
-709067,
-582570,
519502
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606305600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759779547074,
"expiration_time": 1764623664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 207,
"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) |
|---|