| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1271691.605 | 1278305.4545 | -6613.8495 | 525346.7806 | 7062.6469 | 518284.1338 |
| Total P&L (%) | 1271.6916 | 1278.3055 | -6.6139 | 525.3468 | 7.0626 | 518.2841 |
| Avg Daily Profit (%) | 0.678 | 0.6815 | -0.0035 | 0.0978 | 0.0036 | 0.0972 |
| Buy And Hold Return (%) | 494.4583 | 494.4583 | 494.4583 | 494.4583 | 494.4583 | 494.4583 |
| Max Trade Drawdown | -136939 | -115056 | -108197 | -2483052 | -2293341 | -1205692 |
| Profit Factor | 2.9505 | 4.973 | 0.98 | 1.0638 | 1.0015 | 1.1435 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Profitability (%) | 39.0476 | 37.7358 | 40.3846 | 39.0476 | 37.7358 | 40.3846 |
| Ratio Avg Win / Avg Loss | 4.6057 | 8.2054 | 1.4466 | 1.6606 | 1.6525 | 1.688 |
| Largest Winning Trade | 969485 | 969485 | 58446 | 1744240 | 1744240 | 715489 |
| Largest Losing Trade | -31852 | -25534 | -31852 | -664370 | -555942 | -664370 |
| Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
| Avg Bars in Winners | 85 | 65 | 104 | 85 | 65 | 104 |
| Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
| Bars Traded | 5421 | 2166 | 3255 | 5421 | 2166 | 3255 |
| 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 | 370299 | -168376 | -762905 | -361584 | -756293 | -458992 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5627,
"evaluation_days": 1875.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759438177668,
"expiration_time": 1764282528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 70,
"offset": 58
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1271691.605022137,
1278305.454527594,
-6613.8495054569,
525346.7806077498,
7062.6468515002,
518284.1337562493
],
[
1271.691605,
1278.305455,
-6.61385,
525.346781,
7.062647,
518.284134
],
[
0.677993,
0.681519,
-0.003526,
0.09778,
0.003638,
0.097174
],
[
494.458334,
494.458334,
494.458334,
494.458334,
494.458334,
494.458334
],
[
-136939,
-115056,
-108197,
-2483052,
-2293341,
-1205692
],
[
2.950509,
4.97298,
0.979972,
1.063792,
1.001528,
1.143481
],
[
105,
53,
52,
105,
53,
52
],
[
41,
20,
21,
41,
20,
21
],
[
64,
33,
31,
64,
33,
31
],
[
39.047619,
37.735849,
40.384615,
39.047619,
37.735849,
40.384615
],
[
4.605673,
8.205417,
1.446625,
1.660553,
1.652521,
1.687995
],
[
969485,
969485,
58446,
1744240,
1744240,
715489
],
[
-31852,
-25534,
-31852,
-664370,
-555942,
-664370
],
[
51,
40,
62,
51,
40,
62
],
[
85,
65,
104,
85,
65,
104
],
[
29,
25,
34,
29,
25,
34
],
[
5421,
2166,
3255,
5421,
2166,
3255
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370299,
-168376,
-762905,
-361584,
-756293,
-458992
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5627,
"evaluation_days": 1875.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759438177668,
"expiration_time": 1764282528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 70,
"offset": 58
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|