| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1360552.2999 | 1623553.3082 | -263001.0083 | -118207.2484 | 175787.7296 | -293994.978 |
| Total P&L (%) | 1360.5523 | 1623.5533 | -263.001 | -118.2072 | 175.7877 | -293.995 |
| Avg Daily Profit (%) | 0.7285 | 0.8694 | -0.1408 | 0 | 0.0543 | 0 |
| Buy And Hold Return (%) | 502.2336 | 502.2336 | 502.2336 | 502.2336 | 502.2336 | 502.2336 |
| Max Trade Drawdown | -307063 | -185156 | -280218 | -1436973 | -1088759 | -838338 |
| Profit Factor | 2.389 | 4.7866 | 0.5225 | 0.9478 | 1.1486 | 0.7287 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 33 | 12 | 21 | 49 | 27 | 22 |
| Losing Trades | 52 | 30 | 22 | 36 | 15 | 21 |
| Profitability (%) | 38.8235 | 28.5714 | 48.8372 | 57.6471 | 64.2857 | 51.1628 |
| Ratio Avg Win / Avg Loss | 3.7645 | 11.9664 | 0.5473 | 0.6964 | 0.6381 | 0.6955 |
| Largest Winning Trade | 1277933 | 1277933 | 53307 | 856721 | 856721 | 259824 |
| Largest Losing Trade | -162166 | -38053 | -162166 | -838338 | -398682 | -838338 |
| Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
| Avg Bars in Winners | 58 | 69 | 52 | 33 | 34 | 32 |
| Avg Bars in Losers | 31 | 29 | 34 | 53 | 52 | 54 |
| Bars Traded | 3574 | 1724 | 1850 | 3574 | 1724 | 1850 |
| Profit Streak | 0 | 0 | 0 | 31.7584 | 277.2584 | 31.7584 |
| Trades During Streak | 0 | 0 | 0 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346216 | 141462 | -581179 | -578561 | -341492 | -580035 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758996726957,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 122,
"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": [
[
1360552.2998921396,
1623553.3081926876,
-263001.0083005477,
-118207.2483500409,
175787.7296202932,
-293994.9779703341
],
[
1360.5523,
1623.553308,
-263.001008,
-118.207248,
175.78773,
-293.994978
],
[
0.728542,
0.869373,
-0.140831,
0,
0.054337,
0
],
[
502.233565,
502.233565,
502.233565,
502.233565,
502.233565,
502.233565
],
[
-307063,
-185156,
-280218,
-1436973,
-1088759,
-838338
],
[
2.38903,
4.786556,
0.52245,
0.947837,
1.14864,
0.72866
],
[
85,
42,
43,
85,
42,
43
],
[
33,
12,
21,
49,
27,
22
],
[
52,
30,
22,
36,
15,
21
],
[
38.823529,
28.571429,
48.837209,
57.647059,
64.285714,
51.162791
],
[
3.764532,
11.966389,
0.547329,
0.69637,
0.638133,
0.695539
],
[
1277933,
1277933,
53307,
856721,
856721,
259824
],
[
-162166,
-38053,
-162166,
-838338,
-398682,
-838338
],
[
42,
41,
43,
42,
41,
43
],
[
58,
69,
52,
33,
34,
32
],
[
31,
29,
34,
53,
52,
54
],
[
3574,
1724,
1850,
3574,
1724,
1850
],
[
0,
0,
0,
31.758414,
277.258414,
31.758414
],
[
0,
0,
0,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346216,
141462,
-581179,
-578561,
-341492,
-580035
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758996726957,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 122,
"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) |
|---|