| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1747295.7948 | -99500.8862 | -1647794.9086 | -109257.6026 | 3239253.6313 | -3348511.2339 |
| Total P&L (%) | -1747.2958 | -99.5009 | -1647.7949 | -109.2576 | 3239.2536 | -3348.5112 |
| Avg Daily Profit (%) | -0.9358 | -0.0533 | -0.8825 | 0 | 0.1881 | 0 |
| Buy And Hold Return (%) | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 |
| Max Trade Drawdown | -1866729 | -197549 | -1701110 | -3377196 | -608408 | -3990192 |
| Profit Factor | 0.2213 | 0.6974 | 0.1395 | 0.986 | 3.572 | 0.4895 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 49 | 21 | 28 | 31 | 19 | 12 |
| Losing Trades | 26 | 16 | 10 | 44 | 18 | 26 |
| Profitability (%) | 65.3333 | 56.7568 | 73.6842 | 41.3333 | 51.3514 | 31.5789 |
| Ratio Avg Win / Avg Loss | 0.1174 | 0.5314 | 0.0498 | 1.3995 | 3.384 | 1.0607 |
| Largest Winning Trade | 24188 | 24188 | 21671 | 2229096 | 1570948 | 2229096 |
| Largest Losing Trade | -1031255 | -63500 | -1031255 | -2291909 | -445774 | -2291909 |
| Avg Bars in Trades | 96 | 115 | 78 | 96 | 115 | 78 |
| Avg Bars in Winners | 52 | 65 | 42 | 147 | 168 | 113 |
| Avg Bars in Losers | 179 | 180 | 179 | 60 | 58 | 62 |
| Bars Traded | 7248 | 4258 | 2990 | 7248 | 4258 | 2990 |
| Profit Streak | 39.9426 | 157.4426 | 39.9426 | 0 | 0 | 0 |
| Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -638802 | -578543 | -577147 | -643759 | 502393 | -586262 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601661600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758947837591,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 198,
"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": [
[
-1747295.7947832413,
-99500.8861697497,
-1647794.9086134916,
-109257.6025705521,
3239253.6312964,
-3348511.2338669514
],
[
-1747.295795,
-99.500886,
-1647.794909,
-109.257603,
3239.253631,
-3348.511234
],
[
-0.935759,
-0.053287,
-0.882472,
0,
0.188064,
0
],
[
574.648748,
574.648748,
574.648748,
574.648748,
574.648748,
574.648748
],
[
-1866729,
-197549,
-1701110,
-3377196,
-608408,
-3990192
],
[
0.221281,
0.697416,
0.13952,
0.986027,
3.571962,
0.489545
],
[
75,
37,
38,
75,
37,
38
],
[
49,
21,
28,
31,
19,
12
],
[
26,
16,
10,
44,
18,
26
],
[
65.333333,
56.756757,
73.684211,
41.333333,
51.351351,
31.578947
],
[
0.117415,
0.531364,
0.049829,
1.399522,
3.383964,
1.060682
],
[
24188,
24188,
21671,
2229096,
1570948,
2229096
],
[
-1031255,
-63500,
-1031255,
-2291909,
-445774,
-2291909
],
[
96,
115,
78,
96,
115,
78
],
[
52,
65,
42,
147,
168,
113
],
[
179,
180,
179,
60,
58,
62
],
[
7248,
4258,
2990,
7248,
4258,
2990
],
[
39.942565,
157.442565,
39.942565,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-638802,
-578543,
-577147,
-643759,
502393,
-586262
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601661600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758947837591,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 198,
"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) |
|---|