| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1195791.1735 | 1275951.5839 | -80160.4104 | 6022.7653 | -313917.2691 | 319940.0344 |
| Total P&L (%) | 1195.7912 | 1275.9516 | -80.1604 | 6.0228 | -313.9173 | 319.94 |
| Avg Daily Profit (%) | 0.6388 | 0.6816 | -0.0428 | 0.0031 | 0 | 0.0767 |
| Buy And Hold Return (%) | 383.2217 | 383.2217 | 383.2217 | 383.2217 | 383.2217 | 383.2217 |
| Max Trade Drawdown | -173489 | -190327 | -72614 | -2100928 | -2378072 | -252631 |
| Profit Factor | 2.1493 | 2.7914 | 0.7557 | 1.0011 | 0.9232 | 1.217 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
| Profitability (%) | 37.5661 | 36.8421 | 38.2979 | 37.5661 | 36.8421 | 38.2979 |
| Ratio Avg Win / Avg Loss | 3.5721 | 4.7852 | 1.2176 | 1.6638 | 1.5826 | 1.9607 |
| Largest Winning Trade | 644235 | 644235 | 24693 | 1430190 | 1430190 | 300412 |
| Largest Losing Trade | -49138 | -49138 | -23461 | -918442 | -918442 | -186711 |
| Avg Bars in Trades | 58 | 100 | 17 | 58 | 100 | 17 |
| Avg Bars in Winners | 73 | 124 | 24 | 73 | 124 | 24 |
| Avg Bars in Losers | 49 | 86 | 12 | 49 | 86 | 12 |
| Bars Traded | 11126 | 9517 | 1608 | 11126 | 9517 | 1608 |
| Profit Streak | 0 | 0 | 117.9668 | 0 | 0 | 117.9668 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324954 | 332844 | -582729 | -576489 | -583417 | -259271 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11232,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759144332344,
"expiration_time": 1763985024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
1195791.173479393,
1275951.5839292165,
-80160.4104498234,
6022.7653132626,
-313917.2691216599,
319940.0344349228
],
[
1195.791173,
1275.951584,
-80.16041,
6.022765,
-313.917269,
319.940034
],
[
0.638777,
0.681598,
-0.042821,
0.003124,
0,
0.076682
],
[
383.221719,
383.221719,
383.221719,
383.221719,
383.221719,
383.221719
],
[
-173489,
-190327,
-72614,
-2100928,
-2378072,
-252631
],
[
2.149317,
2.791394,
0.755734,
1.001083,
0.923204,
1.216982
],
[
189,
95,
94,
189,
95,
94
],
[
71,
35,
36,
71,
35,
36
],
[
118,
60,
58,
118,
60,
58
],
[
37.566138,
36.842105,
38.297872,
37.566138,
36.842105,
38.297872
],
[
3.572104,
4.785247,
1.217572,
1.663771,
1.582635,
1.960694
],
[
644235,
644235,
24693,
1430190,
1430190,
300412
],
[
-49138,
-49138,
-23461,
-918442,
-918442,
-186711
],
[
58,
100,
17,
58,
100,
17
],
[
73,
124,
24,
73,
124,
24
],
[
49,
86,
12,
49,
86,
12
],
[
11126,
9517,
1608,
11126,
9517,
1608
],
[
0,
0,
117.966809,
0,
0,
117.96681
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324954,
332844,
-582729,
-576489,
-583417,
-259271
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11232,
"evaluation_days": 1872,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598313600000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759144332344,
"expiration_time": 1763985024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 22,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|