| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 43594.1162 | -5146.926 | 48741.0422 | 31042.4281 | -11917.0719 | 42959.5 |
| Total P&L (%) | 43.5941 | -5.1469 | 48.741 | 31.0424 | -11.9171 | 42.9595 |
| Avg Daily Profit (%) | 0.1674 | -0.0198 | 0.1872 | 0.1039 | -0.0487 | 0.1373 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37812 | -37343 | -26208 | -44666 | -46920 | -34052 |
| Profit Factor | 1.305 | 0.9322 | 1.7274 | 1.179 | 0.8688 | 1.5201 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
| Profitability (%) | 65.1515 | 57.5758 | 72.7273 | 65.1515 | 57.5758 | 72.7273 |
| Ratio Avg Win / Avg Loss | 0.698 | 0.6869 | 0.6478 | 0.6306 | 0.6402 | 0.57 |
| Largest Winning Trade | 10400 | 8373 | 10400 | 10597 | 9599 | 10597 |
| Largest Losing Trade | -22614 | -20192 | -22614 | -31396 | -25814 | -31396 |
| Avg Bars in Trades | 366 | 401 | 332 | 366 | 401 | 332 |
| Avg Bars in Winners | 249 | 281 | 224 | 249 | 281 | 224 |
| Avg Bars in Losers | 585 | 563 | 618 | 585 | 563 | 618 |
| Bars Traded | 24193 | 13234 | 10959 | 24193 | 13234 | 10959 |
| Profit Streak | 10.5608 | 51.8838 | 10.5608 | 10.5608 | 51.8838 | 10.5608 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -122946 | -579615 | 314598 | -209478 | -579615 | -9718 |
{
"trading_pair": "SAND_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736647200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758895056509,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 221,
"offset": 246
}
}
}
{
"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": [
[
43594.1161535308,
-5146.9259989205,
48741.0421524513,
31042.4280929125,
-11917.071858382,
42959.4999512945
],
[
43.594116,
-5.146926,
48.741042,
31.042428,
-11.917072,
42.9595
],
[
0.167399,
-0.019764,
0.187163,
0.103867,
-0.048714,
0.137331
],
[
10,
10,
10,
10,
10,
10
],
[
-37812,
-37343,
-26208,
-44666,
-46920,
-34052
],
[
1.304952,
0.932229,
1.727393,
1.178986,
0.868811,
1.520117
],
[
66,
33,
33,
66,
33,
33
],
[
43,
19,
24,
43,
19,
24
],
[
23,
14,
9,
23,
14,
9
],
[
65.151515,
57.575758,
72.727273,
65.151515,
57.575758,
72.727273
],
[
0.697998,
0.686906,
0.647772,
0.63062,
0.640177,
0.570044
],
[
10400,
8373,
10400,
10597,
9599,
10597
],
[
-22614,
-20192,
-22614,
-31396,
-25814,
-31396
],
[
366,
401,
332,
366,
401,
332
],
[
249,
281,
224,
249,
281,
224
],
[
585,
563,
618,
585,
563,
618
],
[
24193,
13234,
10959,
24193,
13234,
10959
],
[
10.560839,
51.883756,
10.560839,
10.560839,
51.883756,
10.560839
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122946,
-579615,
314598,
-209478,
-579615,
-9718
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736647200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758895056509,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 221,
"offset": 246
}
}
}
| # | 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) |
|---|