| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 634847.0119 | 624256.1488 | 10590.8631 | -132125.33 | 1541551.8357 | -1673677.1657 |
| Total P&L (%) | 634.847 | 624.2561 | 10.5909 | -132.1253 | 1541.5518 | -1673.6772 |
| Avg Daily Profit (%) | 0.3393 | 0.3336 | 0.0057 | 0 | 0.1497 | 0 |
| Buy And Hold Return (%) | 457.906 | 457.906 | 457.906 | 457.906 | 457.906 | 457.906 |
| Max Trade Drawdown | -100885 | -77417 | -135217 | -1699083 | -21744 | -1801558 |
| Profit Factor | 2.0498 | 3.4668 | 1.0301 | 0.9332 | 17.9475 | 0.1137 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 37 | 17 | 20 | 46 | 27 | 19 |
| Losing Trades | 42 | 23 | 19 | 33 | 13 | 20 |
| Profitability (%) | 46.8354 | 42.5 | 51.2821 | 58.2278 | 67.5 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.3268 | 4.6903 | 0.9786 | 0.6695 | 8.6414 | 0.1197 |
| Largest Winning Trade | 246697 | 246697 | 61407 | 478541 | 478541 | 72545 |
| Largest Losing Trade | -100885 | -27771 | -100885 | -1660401 | -16545 | -1660401 |
| Avg Bars in Trades | 66 | 45 | 88 | 66 | 45 | 88 |
| Avg Bars in Winners | 103 | 68 | 132 | 46 | 38 | 58 |
| Avg Bars in Losers | 34 | 28 | 41 | 94 | 60 | 116 |
| Bars Traded | 5269 | 1831 | 3438 | 5269 | 1831 | 3438 |
| Profit Streak | 0 | 0 | 0 | 78.199 | 124.8656 | 78.199 |
| Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -64943 | -39833 | -539914 | -609151 | 597442 | -579886 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759034791991,
"expiration_time": 1763867232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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": [
[
634847.0118974469,
624256.1488037005,
10590.8630937466,
-132125.3299571099,
1541551.835729772,
-1673677.1656868816
],
[
634.847012,
624.256149,
10.590863,
-132.12533,
1541.551836,
-1673.677166
],
[
0.339309,
0.333648,
0.005661,
0,
0.14967,
0
],
[
457.905983,
457.905983,
457.905983,
457.905983,
457.905983,
457.905983
],
[
-100885,
-77417,
-135217,
-1699083,
-21744,
-1801558
],
[
2.049811,
3.466755,
1.030117,
0.933249,
17.94752,
0.113708
],
[
79,
40,
39,
79,
40,
39
],
[
37,
17,
20,
46,
27,
19
],
[
42,
23,
19,
33,
13,
20
],
[
46.835443,
42.5,
51.282051,
58.227848,
67.5,
48.717949
],
[
2.326812,
4.690316,
0.978611,
0.669504,
8.641398,
0.119692
],
[
246697,
246697,
61407,
478541,
478541,
72545
],
[
-100885,
-27771,
-100885,
-1660401,
-16545,
-1660401
],
[
66,
45,
88,
66,
45,
88
],
[
103,
68,
132,
46,
38,
58
],
[
34,
28,
41,
94,
60,
116
],
[
5269,
1831,
3438,
5269,
1831,
3438
],
[
0,
0,
0,
78.198981,
124.865648,
78.198981
],
[
0,
0,
0,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-64943,
-39833,
-539914,
-609151,
597442,
-579886
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601452800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759034791991,
"expiration_time": 1763867232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 20,
"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) |
|---|