| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -668357.0591 | 30130.2572 | -698487.3163 | 63860.1799 | -3640801.1339 | 3704661.3138 |
| Total P&L (%) | -668.3571 | 30.1303 | -698.4873 | 63.8602 | -3640.8011 | 3704.6613 |
| Avg Daily Profit (%) | -0.3579 | 0.0161 | -0.374 | 0.0264 | 0 | 0.195 |
| Buy And Hold Return (%) | 510.6651 | 510.6651 | 510.6651 | 510.6651 | 510.6651 | 510.6651 |
| Max Trade Drawdown | -551482 | -99701 | -451781 | -3050368 | -3630862 | -389359 |
| Profit Factor | 0.3918 | 1.1232 | 0.1824 | 1.0118 | 0.1607 | 4.4629 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 50 | 26 | 24 | 36 | 17 | 19 |
| Losing Trades | 13 | 5 | 8 | 27 | 14 | 13 |
| Profitability (%) | 79.3651 | 83.871 | 75 | 57.1429 | 54.8387 | 59.375 |
| Ratio Avg Win / Avg Loss | 0.1019 | 0.216 | 0.0608 | 0.7589 | 0.1323 | 3.0535 |
| Largest Winning Trade | 24998 | 24794 | 24998 | 4199886 | 149579 | 4199886 |
| Largest Losing Trade | -410734 | -82909 | -410734 | -2634344 | -2634344 | -327999 |
| Avg Bars in Trades | 52 | 84 | 21 | 52 | 84 | 21 |
| Avg Bars in Winners | 10 | 14 | 5 | 17 | 21 | 13 |
| Avg Bars in Losers | 213 | 445 | 69 | 98 | 160 | 32 |
| Bars Traded | 3286 | 2613 | 673 | 3286 | 2613 | 673 |
| Profit Streak | 70.2181 | 70.2181 | 280.7181 | 70.2181 | 70.2181 | 280.7181 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -726593 | -419002 | -575877 | -681219 | -579632 | 657778 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606305600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863646507,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 207,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-668357.0591291536,
30130.2572116816,
-698487.3163408351,
63860.179863078,
-3640801.13389775,
3704661.3137608287
],
[
-668.357059,
30.130257,
-698.487316,
63.86018,
-3640.801134,
3704.661314
],
[
-0.357889,
0.016134,
-0.374023,
0.026448,
0,
0.195039
],
[
510.665074,
510.665074,
510.665074,
510.665074,
510.665074,
510.665074
],
[
-551482,
-99701,
-451781,
-3050368,
-3630862,
-389359
],
[
0.391843,
1.123164,
0.182437,
1.011809,
0.160676,
4.462869
],
[
63,
31,
32,
63,
31,
32
],
[
50,
26,
24,
36,
17,
19
],
[
13,
5,
8,
27,
14,
13
],
[
79.365079,
83.870968,
75,
57.142857,
54.83871,
59.375
],
[
0.101879,
0.215993,
0.060812,
0.758857,
0.132321,
3.053542
],
[
24998,
24794,
24998,
4199886,
149579,
4199886
],
[
-410734,
-82909,
-410734,
-2634344,
-2634344,
-327999
],
[
52,
84,
21,
52,
84,
21
],
[
10,
14,
5,
17,
21,
13
],
[
213,
445,
69,
98,
160,
32
],
[
3286,
2613,
673,
3286,
2613,
673
],
[
70.218131,
70.218131,
280.718131,
70.218131,
70.218131,
280.718131
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-726593,
-419002,
-575877,
-681219,
-579632,
657778
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606305600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758863646507,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 207,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|