| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1314907.2828 | 17612.8003 | -1332520.0832 | 157208.3976 | -4885052.8085 | 5042261.2061 |
| Total P&L (%) | -1314.9073 | 17.6128 | -1332.5201 | 157.2084 | -4885.0528 | 5042.2612 |
| Avg Daily Profit (%) | -0.7035 | 0.0094 | -0.713 | 0.0506 | 0 | 0.211 |
| Buy And Hold Return (%) | 469.8441 | 469.8441 | 469.8441 | 469.8441 | 469.8441 | 469.8441 |
| Max Trade Drawdown | -1424385 | -113566 | -1422453 | -7786880 | -5753795 | -5832866 |
| Profit Factor | 0.3145 | 1.0662 | 0.1936 | 1.0085 | 0.4987 | 1.5714 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 41 | 19 | 22 | 39 | 17 | 22 |
| Losing Trades | 25 | 14 | 11 | 27 | 16 | 11 |
| Profitability (%) | 62.1212 | 57.5758 | 66.6667 | 59.0909 | 51.5152 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1918 | 0.7856 | 0.0968 | 0.6982 | 0.4694 | 0.7857 |
| Largest Winning Trade | 42388 | 42388 | 35517 | 4496677 | 1011232 | 4496677 |
| Largest Losing Trade | -815780 | -52457 | -815780 | -4169569 | -4169569 | -3377875 |
| Avg Bars in Trades | 81 | 87 | 76 | 81 | 87 | 76 |
| Avg Bars in Winners | 57 | 63 | 52 | 62 | 61 | 63 |
| Avg Bars in Losers | 121 | 120 | 123 | 109 | 114 | 101 |
| Bars Traded | 5392 | 2880 | 2512 | 5392 | 2880 | 2512 |
| Profit Streak | 19.8109 | 29.4776 | 0 | 19.8109 | 29.4776 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -707150 | -493867 | -578642 | -630818 | -580066 | 372365 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602345600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758857260500,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 173,
"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": [
[
-1314907.2828412377,
17612.8003342274,
-1332520.0831754645,
157208.3975867754,
-4885052.808511451,
5042261.206098224
],
[
-1314.907283,
17.6128,
-1332.520083,
157.208398,
-4885.052809,
5042.261206
],
[
-0.703535,
0.009424,
-0.712959,
0.050559,
0,
0.211034
],
[
469.844112,
469.844112,
469.844112,
469.844112,
469.844112,
469.844112
],
[
-1424385,
-113566,
-1422453,
-7786880,
-5753795,
-5832866
],
[
0.314539,
1.066225,
0.19355,
1.008466,
0.498699,
1.571402
],
[
66,
33,
33,
66,
33,
33
],
[
41,
19,
22,
39,
17,
22
],
[
25,
14,
11,
27,
16,
11
],
[
62.121212,
57.575758,
66.666667,
59.090909,
51.515152,
66.666667
],
[
0.191792,
0.78564,
0.096775,
0.698169,
0.469364,
0.785701
],
[
42388,
42388,
35517,
4496677,
1011232,
4496677
],
[
-815780,
-52457,
-815780,
-4169569,
-4169569,
-3377875
],
[
81,
87,
76,
81,
87,
76
],
[
57,
63,
52,
62,
61,
63
],
[
121,
120,
123,
109,
114,
101
],
[
5392,
2880,
2512,
5392,
2880,
2512
],
[
19.810885,
29.477552,
0,
19.810885,
29.477552,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-707150,
-493867,
-578642,
-630818,
-580066,
372365
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602345600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758857260500,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 173,
"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) |
|---|