| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1793737.2312 | -102032.0631 | -1691705.1681 | -25392.8835 | 4567727.1358 | -4593120.0192 |
| Total P&L (%) | -1793.7372 | -102.0321 | -1691.7052 | -25.3929 | 4567.7271 | -4593.12 |
| Avg Daily Profit (%) | -0.9538 | -0.0543 | -0.8995 | -0.0156 | 0.2046 | 0 |
| Buy And Hold Return (%) | 512.7773 | 512.7773 | 512.7773 | 512.7773 | 512.7773 | 512.7773 |
| Max Trade Drawdown | -1996238 | -208014 | -1817445 | -4038697 | -316461 | -5554116 |
| Profit Factor | 0.2491 | 0.7391 | 0.1532 | 0.9972 | 4.825 | 0.4274 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 138 | 63 | 75 | 88 | 49 | 39 |
| Losing Trades | 29 | 20 | 9 | 79 | 34 | 45 |
| Profitability (%) | 82.6347 | 75.9036 | 89.2857 | 52.6946 | 59.0361 | 46.4286 |
| Ratio Avg Win / Avg Loss | 0.0524 | 0.2346 | 0.0184 | 0.8953 | 3.3479 | 0.4931 |
| Largest Winning Trade | 20223 | 20223 | 15505 | 2019035 | 1623605 | 2019035 |
| Largest Losing Trade | -1073597 | -60923 | -1073597 | -4038697 | -316461 | -4038697 |
| Avg Bars in Trades | 66 | 80 | 52 | 66 | 80 | 52 |
| Avg Bars in Winners | 21 | 21 | 20 | 82 | 103 | 55 |
| Avg Bars in Losers | 280 | 264 | 315 | 47 | 46 | 49 |
| Bars Traded | 11025 | 6641 | 4384 | 11025 | 6641 | 4384 |
| Profit Streak | 69.7821 | 90.2821 | 69.7821 | 69.7821 | 90.2821 | 69.7821 |
| Trades During Streak | 20 | 10 | 10 | 20 | 10 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573665 | -575837 | -574387 | -577739 | 665919 | -580845 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11284,
"evaluation_days": 1880.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759891569261,
"expiration_time": 1764756288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 130,
"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": [
[
-1793737.231231779,
-102032.0631349734,
-1691705.168096805,
-25392.8834543452,
4567727.135758049,
-4593120.019212394
],
[
-1793.737231,
-102.032063,
-1691.705168,
-25.392883,
4567.727136,
-4593.120019
],
[
-0.953776,
-0.054253,
-0.899523,
-0.015575,
0.204565,
0
],
[
512.777349,
512.777349,
512.777349,
512.777349,
512.777349,
512.777349
],
[
-1996238,
-208014,
-1817445,
-4038697,
-316461,
-5554116
],
[
0.249135,
0.739097,
0.153225,
0.997244,
4.824963,
0.427357
],
[
167,
83,
84,
167,
83,
84
],
[
138,
63,
75,
88,
49,
39
],
[
29,
20,
9,
79,
34,
45
],
[
82.634731,
75.903614,
89.285714,
52.694611,
59.036145,
46.428571
],
[
0.052354,
0.234634,
0.018387,
0.895254,
3.347934,
0.493105
],
[
20223,
20223,
15505,
2019035,
1623605,
2019035
],
[
-1073597,
-60923,
-1073597,
-4038697,
-316461,
-4038697
],
[
66,
80,
52,
66,
80,
52
],
[
21,
21,
20,
82,
103,
55
],
[
280,
264,
315,
47,
46,
49
],
[
11025,
6641,
4384,
11025,
6641,
4384
],
[
69.782051,
90.282052,
69.782052,
69.782052,
90.282052,
69.782052
],
[
20,
10,
10,
20,
10,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573665,
-575837,
-574387,
-577739,
665919,
-580845
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11284,
"evaluation_days": 1880.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759891569261,
"expiration_time": 1764756288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 130,
"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) |
|---|