| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2147825.8172 | -163635.1551 | -1984190.6621 | -49456.3551 | 3631229.9286 | -3680686.2837 |
| Total P&L (%) | -2147.8258 | -163.6352 | -1984.1907 | -49.4564 | 3631.2299 | -3680.6863 |
| Avg Daily Profit (%) | -1.148 | -0.0875 | -1.0605 | -0.0365 | 0.1936 | 0 |
| Buy And Hold Return (%) | 518.7057 | 518.7057 | 518.7057 | 518.7057 | 518.7057 | 518.7057 |
| Max Trade Drawdown | -2270920 | -231386 | -2050560 | -3688470 | -300253 | -4211538 |
| Profit Factor | 0.2196 | 0.6408 | 0.1361 | 0.9939 | 3.6841 | 0.4562 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 165 | 76 | 89 | 89 | 47 | 42 |
| Losing Trades | 48 | 30 | 18 | 124 | 59 | 65 |
| Profitability (%) | 77.4648 | 71.6981 | 83.1776 | 41.784 | 44.3396 | 39.2523 |
| Ratio Avg Win / Avg Loss | 0.0639 | 0.253 | 0.0275 | 1.3848 | 4.6247 | 0.706 |
| Largest Winning Trade | 20888 | 20888 | 11739 | 1932267 | 1848423 | 1932267 |
| Largest Losing Trade | -1308332 | -60252 | -1308332 | -3010801 | -219197 | -3010801 |
| Avg Bars in Trades | 25 | 30 | 20 | 25 | 30 | 20 |
| Avg Bars in Winners | 7 | 7 | 8 | 35 | 46 | 24 |
| Avg Bars in Losers | 86 | 87 | 83 | 18 | 17 | 18 |
| Bars Traded | 5439 | 3205 | 2234 | 5439 | 3205 | 2234 |
| Profit Streak | 0 | 22.8657 | 0 | 0 | 22.8657 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575825 | -577412 | -576293 | -580913 | 463933 | -584949 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759034796288,
"expiration_time": 1763867232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 98,
"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": [
[
-2147825.8171746903,
-163635.1551074623,
-1984190.662067227,
-49456.3551275023,
3631229.928614649,
-3680686.2837421484
],
[
-2147.825817,
-163.635155,
-1984.190662,
-49.456355,
3631.229929,
-3680.686284
],
[
-1.147956,
-0.087459,
-1.060497,
-0.036462,
0.19363,
0
],
[
518.705718,
518.705718,
518.705718,
518.705718,
518.705718,
518.705718
],
[
-2270920,
-231386,
-2050560,
-3688470,
-300253,
-4211538
],
[
0.219643,
0.640831,
0.136095,
0.99391,
3.68405,
0.456158
],
[
213,
106,
107,
213,
106,
107
],
[
165,
76,
89,
89,
47,
42
],
[
48,
30,
18,
124,
59,
65
],
[
77.464789,
71.698113,
83.17757,
41.784038,
44.339623,
39.252336
],
[
0.063896,
0.25296,
0.027525,
1.384773,
4.624658,
0.705959
],
[
20888,
20888,
11739,
1932267,
1848423,
1932267
],
[
-1308332,
-60252,
-1308332,
-3010801,
-219197,
-3010801
],
[
25,
30,
20,
25,
30,
20
],
[
7,
7,
8,
35,
46,
24
],
[
86,
87,
83,
18,
17,
18
],
[
5439,
3205,
2234,
5439,
3205,
2234
],
[
0,
22.865698,
0,
0,
22.865698,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575825,
-577412,
-576293,
-580913,
463933,
-584949
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759034796288,
"expiration_time": 1763867232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 98,
"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) |
|---|