| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1070934.9297 | 39432.2221 | -1110367.1518 | 277188.0323 | 2798913.1602 | -2521725.1279 |
| Total P&L (%) | -1070.9349 | 39.4322 | -1110.3672 | 277.188 | 2798.9132 | -2521.7251 |
| Avg Daily Profit (%) | -0.5731 | 0.0211 | -0.5942 | 0.0711 | 0.1803 | 0 |
| Buy And Hold Return (%) | 501.2629 | 501.2629 | 501.2629 | 501.2629 | 501.2629 | 501.2629 |
| Max Trade Drawdown | -1112326 | -128530 | -1134538 | -5300039 | -692258 | -6817566 |
| Profit Factor | 0.4221 | 1.1161 | 0.2664 | 1.0261 | 2.1705 | 0.6936 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 49 | 23 | 26 | 35 | 20 | 15 |
| Losing Trades | 29 | 16 | 13 | 43 | 19 | 24 |
| Profitability (%) | 62.8205 | 58.9744 | 66.6667 | 44.8718 | 51.2821 | 38.4615 |
| Ratio Avg Win / Avg Loss | 0.2498 | 0.7764 | 0.1332 | 1.2606 | 2.062 | 1.1097 |
| Largest Winning Trade | 89027 | 89027 | 44873 | 2513078 | 2380928 | 2513078 |
| Largest Losing Trade | -565690 | -55473 | -565690 | -3640520 | -394153 | -3640520 |
| Avg Bars in Trades | 69 | 64 | 73 | 69 | 64 | 73 |
| Avg Bars in Winners | 42 | 35 | 49 | 82 | 84 | 80 |
| Avg Bars in Losers | 113 | 106 | 122 | 58 | 43 | 69 |
| Bars Traded | 5397 | 2514 | 2883 | 5397 | 2514 | 2883 |
| Profit Streak | 56.594 | 84.2607 | 56.594 | 56.594 | 84.2607 | 56.594 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -616635 | -423166 | -578035 | -495432 | 424787 | -583016 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758838520472,
"expiration_time": 1763659584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 195,
"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": [
[
-1070934.9296867428,
39432.2221282545,
-1110367.1518149977,
277188.0323077588,
2798913.1602214165,
-2521725.127913657
],
[
-1070.93493,
39.432222,
-1110.367152,
277.188032,
2798.91316,
-2521.725128
],
[
-0.5731,
0.021102,
-0.594202,
0.071069,
0.18034,
0
],
[
501.262884,
501.262884,
501.262884,
501.262884,
501.262884,
501.262884
],
[
-1112326,
-128530,
-1134538,
-5300039,
-692258,
-6817566
],
[
0.422116,
1.116121,
0.266418,
1.026101,
2.170506,
0.69355
],
[
78,
39,
39,
78,
39,
39
],
[
49,
23,
26,
35,
20,
15
],
[
29,
16,
13,
43,
19,
24
],
[
62.820513,
58.974359,
66.666667,
44.871795,
51.282051,
38.461538
],
[
0.249824,
0.776432,
0.133209,
1.260638,
2.061981,
1.109679
],
[
89027,
89027,
44873,
2513078,
2380928,
2513078
],
[
-565690,
-55473,
-565690,
-3640520,
-394153,
-3640520
],
[
69,
64,
73,
69,
64,
73
],
[
42,
35,
49,
82,
84,
80
],
[
113,
106,
122,
58,
43,
69
],
[
5397,
2514,
2883,
5397,
2514,
2883
],
[
56.593987,
84.260654,
56.593987,
56.593987,
84.260654,
56.593987
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-616635,
-423166,
-578035,
-495432,
424787,
-583016
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758838520472,
"expiration_time": 1763659584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 195,
"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) |
|---|