| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1591101.2298 | -70055.2204 | -1521046.0094 | -65299.435 | -3062128.6 | 2996829.165 |
| Total P&L (%) | -1591.1012 | -70.0552 | -1521.046 | -65.2994 | -3062.1286 | 2996.8292 |
| Avg Daily Profit (%) | -0.8521 | -0.0375 | -0.8146 | -0.0567 | 0 | 0.184 |
| Buy And Hold Return (%) | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 |
| Max Trade Drawdown | -1690387 | -143742 | -1606017 | -3971394 | -4096647 | -2644814 |
| Profit Factor | 0.2425 | 0.7299 | 0.1739 | 0.994 | 0.4174 | 1.5264 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 58 | 28 | 30 | 58 | 27 | 31 |
| Losing Trades | 28 | 15 | 13 | 28 | 16 | 12 |
| Profitability (%) | 67.4419 | 65.1163 | 69.7674 | 67.4419 | 62.7907 | 72.093 |
| Ratio Avg Win / Avg Loss | 0.1171 | 0.391 | 0.0753 | 0.4799 | 0.2474 | 0.5909 |
| Largest Winning Trade | 35131 | 35131 | 28307 | 3225181 | 502639 | 3225181 |
| Largest Losing Trade | -919101 | -60023 | -919101 | -2370788 | -2370788 | -1806121 |
| Avg Bars in Trades | 125 | 128 | 122 | 125 | 128 | 122 |
| Avg Bars in Winners | 80 | 84 | 77 | 90 | 77 | 102 |
| Avg Bars in Losers | 217 | 209 | 227 | 196 | 214 | 174 |
| Bars Traded | 10786 | 5507 | 5279 | 10786 | 5507 | 5279 |
| Profit Streak | 14.6112 | 151.4445 | 0 | 14.6112 | 151.4445 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577419 | -577385 | -578164 | -577419 | -577686 | 350056 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600804800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926404154,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 237,
"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": [
[
-1591101.2297672024,
-70055.220362715,
-1521046.009404487,
-65299.4349627763,
-3062128.599991679,
2996829.165028904
],
[
-1591.10123,
-70.05522,
-1521.046009,
-65.299435,
-3062.1286,
2996.829165
],
[
-0.852146,
-0.037519,
-0.814626,
-0.056669,
0,
0.184028
],
[
529.445559,
529.445559,
529.445559,
529.445559,
529.445559,
529.445559
],
[
-1690387,
-143742,
-1606017,
-3971394,
-4096647,
-2644814
],
[
0.242535,
0.72992,
0.173872,
0.994036,
0.417411,
1.526424
],
[
86,
43,
43,
86,
43,
43
],
[
58,
28,
30,
58,
27,
31
],
[
28,
15,
13,
28,
16,
12
],
[
67.44186,
65.116279,
69.767442,
67.44186,
62.790698,
72.093023
],
[
0.117086,
0.391028,
0.075345,
0.479879,
0.247355,
0.590874
],
[
35131,
35131,
28307,
3225181,
502639,
3225181
],
[
-919101,
-60023,
-919101,
-2370788,
-2370788,
-1806121
],
[
125,
128,
122,
125,
128,
122
],
[
80,
84,
77,
90,
77,
102
],
[
217,
209,
227,
196,
214,
174
],
[
10786,
5507,
5279,
10786,
5507,
5279
],
[
14.611159,
151.444492,
0,
14.611159,
151.444493,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577419,
-577385,
-578164,
-577419,
-577686,
350056
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600804800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926404154,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 237,
"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) |
|---|