| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1229131.9084 | 18739.2569 | -1247871.1653 | 3030282.0482 | -20863008.7912 | 23893290.8394 |
| Total P&L (%) | -1229.1319 | 18.7393 | -1247.8712 | 3030.282 | -20863.0088 | 23893.2908 |
| Avg Daily Profit (%) | -0.6582 | 0.01 | -0.6682 | 0.1846 | 0 | 0.2939 |
| Buy And Hold Return (%) | 541.8244 | 541.8244 | 541.8244 | 541.8244 | 541.8244 | 541.8244 |
| Max Trade Drawdown | -1431862 | -140503 | -1362297 | -19325393 | -21748303 | -4518901 |
| Profit Factor | 0.2714 | 1.0947 | 0.162 | 1.0843 | 0.1962 | 3.387 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 52 | 25 | 27 | 48 | 22 | 26 |
| Losing Trades | 14 | 8 | 6 | 18 | 11 | 7 |
| Profitability (%) | 78.7879 | 75.7576 | 81.8182 | 72.7273 | 66.6667 | 78.7879 |
| Ratio Avg Win / Avg Loss | 0.0731 | 0.3503 | 0.036 | 0.4066 | 0.0981 | 0.9119 |
| Largest Winning Trade | 50089 | 50089 | 24998 | 25471627 | 1126306 | 25471627 |
| Largest Losing Trade | -871309 | -54262 | -871309 | -11122289 | -11122289 | -4518901 |
| Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
| Avg Bars in Winners | 15 | 12 | 18 | 21 | 8 | 33 |
| Avg Bars in Losers | 195 | 217 | 167 | 139 | 169 | 92 |
| Bars Traded | 3550 | 2041 | 1509 | 3550 | 2041 | 1509 |
| Profit Streak | 49.928 | 49.928 | 237.928 | 49.928 | 49.928 | 237.928 |
| Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -704129 | -459380 | -575217 | -246683 | -578077 | 639571 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605052800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011381194,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 178,
"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": [
[
-1229131.9083754262,
18739.2569469821,
-1247871.165322408,
3030282.0481593274,
-20863008.791209616,
23893290.839368932
],
[
-1229.131908,
18.739257,
-1247.871165,
3030.282048,
-20863.008791,
23893.290839
],
[
-0.65817,
0.010034,
-0.668204,
0.184572,
0,
0.293891
],
[
541.824353,
541.824353,
541.824353,
541.824353,
541.824353,
541.824353
],
[
-1431862,
-140503,
-1362297,
-19325393,
-21748303,
-4518901
],
[
0.271417,
1.094673,
0.161986,
1.084254,
0.19623,
3.387036
],
[
66,
33,
33,
66,
33,
33
],
[
52,
25,
27,
48,
22,
26
],
[
14,
8,
6,
18,
11,
7
],
[
78.787879,
75.757576,
81.818182,
72.727273,
66.666667,
78.787879
],
[
0.073074,
0.350295,
0.035997,
0.406595,
0.098115,
0.911894
],
[
50089,
50089,
24998,
25471627,
1126306,
25471627
],
[
-871309,
-54262,
-871309,
-11122289,
-11122289,
-4518901
],
[
53,
61,
45,
53,
61,
45
],
[
15,
12,
18,
21,
8,
33
],
[
195,
217,
167,
139,
169,
92
],
[
3550,
2041,
1509,
3550,
2041,
1509
],
[
49.928023,
49.928023,
237.928023,
49.928023,
49.928023,
237.928023
],
[
3,
1,
10,
3,
1,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-704129,
-459380,
-575217,
-246683,
-578077,
639571
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605052800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011381194,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 178,
"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) |
|---|