| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1149635.949 | -13029.9417 | -1136606.0072 | -107494.4354 | -1851344.5893 | 1743850.1539 |
| Total P&L (%) | -1149.6359 | -13.0299 | -1136.606 | -107.4944 | -1851.3446 | 1743.8502 |
| Avg Daily Profit (%) | -0.6138 | -0.007 | -0.6068 | 0 | 0 | 0.1557 |
| Buy And Hold Return (%) | 600.5963 | 600.5963 | 600.5963 | 600.5963 | 600.5963 | 600.5963 |
| Max Trade Drawdown | -1235745 | -150351 | -1169329 | -1524154 | -2019827 | -1063930 |
| Profit Factor | 0.3147 | 0.9543 | 0.1837 | 0.9764 | 0.249 | 1.8379 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 40 | 19 | 21 | 39 | 17 | 22 |
| Losing Trades | 37 | 20 | 17 | 38 | 22 | 16 |
| Profitability (%) | 51.9481 | 48.7179 | 55.2632 | 50.6494 | 43.5897 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.2911 | 1.0045 | 0.1487 | 0.9513 | 0.3222 | 1.3367 |
| Largest Winning Trade | 31481 | 31481 | 22879 | 2064384 | 123464 | 2064384 |
| Largest Losing Trade | -813278 | -57059 | -813278 | -887376 | -851417 | -887376 |
| Avg Bars in Trades | 45 | 52 | 38 | 45 | 52 | 38 |
| Avg Bars in Winners | 25 | 25 | 25 | 36 | 40 | 33 |
| Avg Bars in Losers | 67 | 78 | 54 | 55 | 62 | 45 |
| Bars Traded | 3513 | 2059 | 1454 | 3513 | 2059 | 1454 |
| Profit Streak | 24.8116 | 35.8116 | 0 | 0 | 0 | 56.8116 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -626259 | -579046 | -580082 | -626971 | -583250 | 318806 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3746,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759217324765,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 187,
"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": [
[
-1149635.948981255,
-13029.9417454191,
-1136606.0072358355,
-107494.4354249899,
-1851344.589290685,
1743850.1538656962
],
[
-1149.635949,
-13.029942,
-1136.606007,
-107.494435,
-1851.344589,
1743.850154
],
[
-0.613794,
-0.006957,
-0.606837,
0,
0,
0.155724
],
[
600.596252,
600.596252,
600.596252,
600.596252,
600.596252,
600.596252
],
[
-1235745,
-150351,
-1169329,
-1524154,
-2019827,
-1063930
],
[
0.314701,
0.954321,
0.183661,
0.976356,
0.249002,
1.8379
],
[
77,
39,
38,
77,
39,
38
],
[
40,
19,
21,
39,
17,
22
],
[
37,
20,
17,
38,
22,
16
],
[
51.948052,
48.717949,
55.263158,
50.649351,
43.589744,
57.894737
],
[
0.291099,
1.004548,
0.148678,
0.951321,
0.322237,
1.336654
],
[
31481,
31481,
22879,
2064384,
123464,
2064384
],
[
-813278,
-57059,
-813278,
-887376,
-851417,
-887376
],
[
45,
52,
38,
45,
52,
38
],
[
25,
25,
25,
36,
40,
33
],
[
67,
78,
54,
55,
62,
45
],
[
3513,
2059,
1454,
3513,
2059,
1454
],
[
24.811629,
35.811629,
0,
0,
0,
56.811629
],
[
1,
1,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-626259,
-579046,
-580082,
-626971,
-583250,
318806
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3746,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759217324765,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 187,
"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) |
|---|