| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2329342.8563 | -118520.5308 | -2210822.3255 | -61552.5948 | -4342087.3917 | 4280534.7969 |
| Total P&L (%) | -2329.3429 | -118.5205 | -2210.8223 | -61.5526 | -4342.0874 | 4280.5348 |
| Avg Daily Profit (%) | -1.2475 | -0.0635 | -1.1841 | -0.0512 | 0 | 0.2026 |
| Buy And Hold Return (%) | 583.1622 | 583.1622 | 583.1622 | 583.1622 | 583.1622 | 583.1622 |
| Max Trade Drawdown | -2393774 | -183357 | -2249970 | -7648280 | -5774910 | -2336144 |
| Profit Factor | 0.1898 | 0.6471 | 0.1293 | 0.9951 | 0.3549 | 1.7344 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 45 | 20 | 25 | 45 | 19 | 26 |
| Losing Trades | 44 | 25 | 19 | 44 | 26 | 18 |
| Profitability (%) | 50.5618 | 44.4444 | 56.8182 | 50.5618 | 42.2222 | 59.0909 |
| Ratio Avg Win / Avg Loss | 0.1856 | 0.8089 | 0.0983 | 0.973 | 0.4856 | 1.2007 |
| Largest Winning Trade | 45496 | 45496 | 31367 | 3869682 | 1025352 | 3869682 |
| Largest Losing Trade | -1613238 | -52709 | -1613238 | -4046067 | -4046067 | -2076387 |
| Avg Bars in Trades | 123 | 133 | 113 | 123 | 133 | 113 |
| Avg Bars in Winners | 79 | 87 | 73 | 89 | 88 | 89 |
| Avg Bars in Losers | 168 | 170 | 166 | 158 | 165 | 148 |
| Bars Traded | 11001 | 6000 | 5001 | 11001 | 6000 | 5001 |
| Profit Streak | 76.7303 | 76.7303 | 121.897 | 76.7303 | 76.7303 | 121.897 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579048 | -581908 | -578877 | -579048 | -582772 | 447558 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599220800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821500640,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 160,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 127,
"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": [
[
-2329342.856305746,
-118520.530797382,
-2210822.325508363,
-61552.5947953756,
-4342087.391673569,
4280534.796878194
],
[
-2329.342856,
-118.520531,
-2210.822326,
-61.552595,
-4342.087392,
4280.534797
],
[
-1.247526,
-0.063476,
-1.18405,
-0.051181,
0,
0.202637
],
[
583.162192,
583.162192,
583.162192,
583.162192,
583.162192,
583.162192
],
[
-2393774,
-183357,
-2249970,
-7648280,
-5774910,
-2336144
],
[
0.189794,
0.647086,
0.129312,
0.995099,
0.354864,
1.734386
],
[
89,
45,
44,
89,
45,
44
],
[
45,
20,
25,
45,
19,
26
],
[
44,
25,
19,
44,
26,
18
],
[
50.561798,
44.444444,
56.818182,
50.561798,
42.222222,
59.090909
],
[
0.185576,
0.808857,
0.098277,
0.972986,
0.485603,
1.200729
],
[
45496,
45496,
31367,
3869682,
1025352,
3869682
],
[
-1613238,
-52709,
-1613238,
-4046067,
-4046067,
-2076387
],
[
123,
133,
113,
123,
133,
113
],
[
79,
87,
73,
89,
88,
89
],
[
168,
170,
166,
158,
165,
148
],
[
11001,
6000,
5001,
11001,
6000,
5001
],
[
76.730331,
76.730331,
121.896998,
76.730331,
76.730331,
121.896998
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579048,
-581908,
-578877,
-579048,
-582772,
447558
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599220800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821500640,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 160,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 127,
"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) |
|---|