| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1883064.1337 | -36445.8981 | -1846618.2356 | 110461.3945 | 7383436.8703 | -7272975.4758 |
| Total P&L (%) | -1883.0641 | -36.4459 | -1846.6182 | 110.4614 | 7383.4369 | -7272.9755 |
| Avg Daily Profit (%) | -1.0075 | -0.0195 | -0.988 | 0.0398 | 0.2312 | 0 |
| Buy And Hold Return (%) | 508.7606 | 508.7606 | 508.7606 | 508.7606 | 508.7606 | 508.7606 |
| Max Trade Drawdown | -1925345 | -183539 | -1880331 | -10497855 | -2786753 | -12111119 |
| Profit Factor | 0.2617 | 0.8988 | 0.1569 | 1.005 | 1.9648 | 0.5036 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 40 | 18 | 22 | 40 | 26 | 14 |
| Losing Trades | 37 | 21 | 16 | 37 | 13 | 24 |
| Profitability (%) | 51.9481 | 46.1538 | 57.8947 | 51.9481 | 66.6667 | 36.8421 |
| Ratio Avg Win / Avg Loss | 0.2421 | 1.0487 | 0.1141 | 0.9296 | 0.9824 | 0.8632 |
| Largest Winning Trade | 78669 | 78669 | 44668 | 5181351 | 5181351 | 2669466 |
| Largest Losing Trade | -1185662 | -52672 | -1185662 | -3562897 | -2426218 | -3562897 |
| Avg Bars in Trades | 68 | 44 | 93 | 68 | 44 | 93 |
| Avg Bars in Winners | 53 | 22 | 79 | 73 | 53 | 110 |
| Avg Bars in Losers | 84 | 62 | 113 | 63 | 25 | 84 |
| Bars Traded | 5275 | 1716 | 3559 | 5275 | 1716 | 3559 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -626803 | -580586 | -579741 | -568258 | 411824 | -585881 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602921600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856314847,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 181,
"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": [
[
-1883064.1337047475,
-36445.8981275463,
-1846618.2355772026,
110461.3945141881,
7383436.870275049,
-7272975.475760866
],
[
-1883.064134,
-36.445898,
-1846.618236,
110.461395,
7383.43687,
-7272.975476
],
[
-1.007525,
-0.0195,
-0.988025,
0.039822,
0.231154,
0
],
[
508.760554,
508.760554,
508.760554,
508.760554,
508.760554,
508.760554
],
[
-1925345,
-183539,
-1880331,
-10497855,
-2786753,
-12111119
],
[
0.261731,
0.898849,
0.156925,
1.004953,
1.964775,
0.503562
],
[
77,
39,
38,
77,
39,
38
],
[
40,
18,
22,
40,
26,
14
],
[
37,
21,
16,
37,
13,
24
],
[
51.948052,
46.153846,
57.894737,
51.948052,
66.666667,
36.842105
],
[
0.242101,
1.048657,
0.114127,
0.929581,
0.982388,
0.863249
],
[
78669,
78669,
44668,
5181351,
5181351,
2669466
],
[
-1185662,
-52672,
-1185662,
-3562897,
-2426218,
-3562897
],
[
68,
44,
93,
68,
44,
93
],
[
53,
22,
79,
73,
53,
110
],
[
84,
62,
113,
63,
25,
84
],
[
5275,
1716,
3559,
5275,
1716,
3559
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-626803,
-580586,
-579741,
-568258,
411824,
-585881
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1602921600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856314847,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 181,
"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) |
|---|