| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1985916.861 | 1889983.3856 | 95933.4754 | 4781144.5134 | 1272976.5581 | 3508167.9553 |
| Total P&L (%) | 1985.9169 | 1889.9834 | 95.9335 | 4781.1445 | 1272.9766 | 3508.168 |
| Avg Daily Profit (%) | 1.0634 | 1.012 | 0.0514 | 0.2084 | 0.1404 | 0.1922 |
| Buy And Hold Return (%) | 548.2895 | 548.2895 | 548.2895 | 548.2895 | 548.2895 | 548.2895 |
| Max Trade Drawdown | -97249 | -130730 | -48499 | -5034846 | -6584088 | -1627394 |
| Profit Factor | 4.4265 | 6.3305 | 1.4263 | 1.2319 | 1.0951 | 1.4851 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
| Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
| Profitability (%) | 37.037 | 26.8293 | 47.5 | 37.037 | 26.8293 | 47.5 |
| Ratio Avg Win / Avg Loss | 7.5251 | 17.2651 | 1.5765 | 2.0942 | 2.9866 | 1.6414 |
| Largest Winning Trade | 1316463 | 1316463 | 54379 | 5397307 | 5397307 | 2164554 |
| Largest Losing Trade | -38070 | -38070 | -24172 | -2731694 | -2731694 | -1263413 |
| Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
| Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
| Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
| Bars Traded | 3627 | 1638 | 1989 | 3627 | 1638 | 1989 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3107 | -2552 | -289067 | -12430 | -146508 | 322261 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908827936,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 50,
"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": [
[
1985916.8610221373,
1889983.3856345038,
95933.4753876337,
4781144.513441206,
1272976.5580926617,
3508167.955348546
],
[
1985.916861,
1889.983386,
95.933475,
4781.144513,
1272.976558,
3508.167955
],
[
1.063409,
1.012039,
0.05137,
0.208408,
0.14037,
0.192194
],
[
548.289464,
548.289464,
548.289464,
548.289464,
548.289464,
548.289464
],
[
-97249,
-130730,
-48499,
-5034846,
-6584088,
-1627394
],
[
4.426519,
6.330529,
1.426344,
1.231872,
1.095089,
1.485051
],
[
81,
41,
40,
81,
41,
40
],
[
30,
11,
19,
30,
11,
19
],
[
51,
30,
21,
51,
30,
21
],
[
37.037037,
26.829268,
47.5,
37.037037,
26.829268,
47.5
],
[
7.525082,
17.26508,
1.576485,
2.094183,
2.986607,
1.641373
],
[
1316463,
1316463,
54379,
5397307,
5397307,
2164554
],
[
-38070,
-38070,
-24172,
-2731694,
-2731694,
-1263413
],
[
44,
39,
49,
44,
39,
49
],
[
82,
85,
80,
82,
85,
80
],
[
22,
23,
21,
22,
23,
21
],
[
3627,
1638,
1989,
3627,
1638,
1989
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3107,
-2552,
-289067,
-12430,
-146508,
322261
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758908827936,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 50,
"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) |
|---|