| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1272037.565 | 66286.9337 | -1338324.4987 | 3076380.1724 | -35421206.3373 | 38497586.5096 |
| Total P&L (%) | -1272.0376 | 66.2869 | -1338.3245 | 3076.3802 | -35421.2063 | 38497.5865 |
| Avg Daily Profit (%) | -0.6775 | 0.0353 | -0.7128 | 0.1844 | 0 | 0.3177 |
| Buy And Hold Return (%) | 520.5112 | 520.5112 | 520.5112 | 520.5112 | 520.5112 | 520.5112 |
| Max Trade Drawdown | -1433721 | -138925 | -1428412 | -46032979 | -45171372 | -5351394 |
| Profit Factor | 0.272 | 1.3343 | 0.1361 | 1.0491 | 0.3382 | 5.2311 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 61 | 31 | 30 | 53 | 26 | 27 |
| Losing Trades | 11 | 5 | 6 | 19 | 10 | 9 |
| Profitability (%) | 84.7222 | 86.1111 | 83.3333 | 73.6111 | 72.2222 | 75 |
| Ratio Avg Win / Avg Loss | 0.0491 | 0.2152 | 0.0272 | 0.3761 | 0.1301 | 1.7437 |
| Largest Winning Trade | 41289 | 41289 | 35671 | 39206390 | 5732261 | 39206390 |
| Largest Losing Trade | -848592 | -84361 | -848592 | -39958823 | -39958823 | -2555161 |
| Avg Bars in Trades | 48 | 57 | 40 | 48 | 57 | 40 |
| Avg Bars in Winners | 12 | 13 | 12 | 18 | 11 | 26 |
| Avg Bars in Losers | 250 | 333 | 180 | 132 | 178 | 82 |
| Bars Traded | 3519 | 2071 | 1448 | 3519 | 2071 | 1448 |
| Profit Streak | 117.0371 | 117.0371 | 245.0371 | 117.0371 | 117.0371 | 245.0371 |
| Trades During Streak | 16 | 8 | 10 | 16 | 8 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -658223 | -306871 | -575051 | -239712 | -576369 | 783473 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3755,
"evaluation_days": 1877.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759625605574,
"expiration_time": 1764445680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 230,
"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": [
[
-1272037.5650139505,
66286.9336907373,
-1338324.4987046877,
3076380.1723937904,
-35421206.337252945,
38497586.509646736
],
[
-1272.037565,
66.286934,
-1338.324499,
3076.380172,
-35421.206337,
38497.58651
],
[
-0.677517,
0.035306,
-0.712823,
0.184368,
0,
0.317722
],
[
520.511219,
520.511219,
520.511219,
520.511219,
520.511219,
520.511219
],
[
-1433721,
-138925,
-1428412,
-46032979,
-45171372,
-5351394
],
[
0.272022,
1.334343,
0.136062,
1.049124,
0.33824,
5.231145
],
[
72,
36,
36,
72,
36,
36
],
[
61,
31,
30,
53,
26,
27
],
[
11,
5,
6,
19,
10,
9
],
[
84.722222,
86.111111,
83.333333,
73.611111,
72.222222,
75
],
[
0.049053,
0.215217,
0.027212,
0.376101,
0.130092,
1.743715
],
[
41289,
41289,
35671,
39206390,
5732261,
39206390
],
[
-848592,
-84361,
-848592,
-39958823,
-39958823,
-2555161
],
[
48,
57,
40,
48,
57,
40
],
[
12,
13,
12,
18,
11,
26
],
[
250,
333,
180,
132,
178,
82
],
[
3519,
2071,
1448,
3519,
2071,
1448
],
[
117.037101,
117.037101,
245.037101,
117.037102,
117.037102,
245.037102
],
[
16,
8,
10,
16,
8,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-658223,
-306871,
-575051,
-239712,
-576369,
783473
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3755,
"evaluation_days": 1877.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607299200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759625605574,
"expiration_time": 1764445680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 230,
"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) |
|---|