| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1809996.2508 | 1688353.47 | 121642.7808 | 9284854.0327 | 2282877.8872 | 7001976.1454 |
| Total P&L (%) | 1809.9963 | 1688.3535 | 121.6428 | 9284.854 | 2282.8779 | 7001.9761 |
| Avg Daily Profit (%) | 0.9694 | 0.9042 | 0.0651 | 0.2435 | 0.17 | 0.2286 |
| Buy And Hold Return (%) | 472.4653 | 472.4653 | 472.4653 | 472.4653 | 472.4653 | 472.4653 |
| Max Trade Drawdown | -84699 | -99093 | -60961 | -12743090 | -12694552 | -9195091 |
| Profit Factor | 4.479 | 6.4289 | 1.5813 | 1.1764 | 1.0694 | 1.3544 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
| Profitability (%) | 36.4583 | 33.3333 | 39.5833 | 36.4583 | 33.3333 | 39.5833 |
| Ratio Avg Win / Avg Loss | 7.8062 | 12.8579 | 2.4135 | 2.0503 | 2.1389 | 2.0673 |
| Largest Winning Trade | 1038715 | 1038715 | 56075 | 10345111 | 10345111 | 4727013 |
| Largest Losing Trade | -24582 | -24582 | -22381 | -4305382 | -3247590 | -4305382 |
| Avg Bars in Trades | 112 | 119 | 106 | 112 | 119 | 106 |
| Avg Bars in Winners | 223 | 234 | 214 | 223 | 234 | 214 |
| Avg Bars in Losers | 49 | 61 | 35 | 49 | 61 | 35 |
| Bars Traded | 10836 | 5723 | 5113 | 10836 | 5723 | 5113 |
| 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 | 480349 | 460462 | -272768 | -21964 | -143125 | 210498 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758934719837,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 15,
"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": [
[
1809996.2508064192,
1688353.4700147056,
121642.7807917136,
9284854.032662746,
2282877.887243363,
7001976.145419383
],
[
1809.996251,
1688.35347,
121.642781,
9284.854033,
2282.877887,
7001.976145
],
[
0.969379,
0.904231,
0.065148,
0.243535,
0.169968,
0.228572
],
[
472.465271,
472.465271,
472.465271,
472.465271,
472.465271,
472.465271
],
[
-84699,
-99093,
-60961,
-12743090,
-12694552,
-9195091
],
[
4.478961,
6.428941,
1.58125,
1.176411,
1.069441,
1.354405
],
[
96,
48,
48,
96,
48,
48
],
[
35,
16,
19,
35,
16,
19
],
[
61,
32,
29,
61,
32,
29
],
[
36.458333,
33.333333,
39.583333,
36.458333,
33.333333,
39.583333
],
[
7.806189,
12.857882,
2.413487,
2.050317,
2.138883,
2.06725
],
[
1038715,
1038715,
56075,
10345111,
10345111,
4727013
],
[
-24582,
-24582,
-22381,
-4305382,
-3247590,
-4305382
],
[
112,
119,
106,
112,
119,
106
],
[
223,
234,
214,
223,
234,
214
],
[
49,
61,
35,
49,
61,
35
],
[
10836,
5723,
5113,
10836,
5723,
5113
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480349,
460462,
-272768,
-21964,
-143125,
210498
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758934719837,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 15,
"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) |
|---|