| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2766717.7005 | -25291.1079 | -2741426.5926 | 26467823.6521 | -38020226.1056 | 64488049.7576 |
| Total P&L (%) | -2766.7177 | -25.2911 | -2741.4266 | 26467.8237 | -38020.2261 | 64488.0498 |
| Avg Daily Profit (%) | -1.4818 | -0.0135 | -1.4682 | 0.2994 | 0 | 0.3471 |
| Buy And Hold Return (%) | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 |
| Max Trade Drawdown | -2885265 | -77991 | -1855378 | -87237458 | -45079287 | -70450734 |
| Profit Factor | 0.1579 | 0.8143 | 0.1295 | 1.1325 | 0.4664 | 1.502 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 59 | 24 | 35 | 59 | 25 | 34 |
| Losing Trades | 24 | 18 | 6 | 24 | 17 | 7 |
| Profitability (%) | 71.0843 | 57.1429 | 85.3659 | 71.0843 | 59.5238 | 82.9268 |
| Ratio Avg Win / Avg Loss | 0.0642 | 0.6108 | 0.0222 | 0.4607 | 0.3171 | 0.3092 |
| Largest Winning Trade | 39203 | 18733 | 39203 | 41653028 | 4296974 | 41653028 |
| Largest Losing Trade | -1855378 | -33528 | -1855378 | -63278796 | -19651924 | -63278796 |
| Avg Bars in Trades | 122 | 22 | 225 | 122 | 22 | 225 |
| Avg Bars in Winners | 70 | 11 | 110 | 86 | 11 | 140 |
| Avg Bars in Losers | 250 | 35 | 896 | 211 | 37 | 635 |
| Bars Traded | 10157 | 924 | 9233 | 10157 | 924 | 9233 |
| Profit Streak | 209.8047 | 209.8047 | 234.638 | 209.8047 | 209.8047 | 234.638 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577559 | -578146 | -574929 | -64303 | -577838 | 524113 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599336000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758799123241,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 135,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
-2766717.7004987253,
-25291.1079316507,
-2741426.592567074,
26467823.652069382,
-38020226.10555842,
64488049.75762781
],
[
-2766.7177,
-25.291108,
-2741.426593,
26467.823652,
-38020.226106,
64488.049758
],
[
-1.481771,
-0.013545,
-1.468225,
0.299418,
0,
0.347148
],
[
635.736936,
635.736936,
635.736936,
635.736936,
635.736936,
635.736936
],
[
-2885265,
-77991,
-1855378,
-87237458,
-45079287,
-70450734
],
[
0.157931,
0.814347,
0.129537,
1.132532,
0.466361,
1.502004
],
[
83,
42,
41,
83,
42,
41
],
[
59,
24,
35,
59,
25,
34
],
[
24,
18,
6,
24,
17,
7
],
[
71.084337,
57.142857,
85.365854,
71.084337,
59.52381,
82.926829
],
[
0.064243,
0.61076,
0.022206,
0.460691,
0.317126,
0.309236
],
[
39203,
18733,
39203,
41653028,
4296974,
41653028
],
[
-1855378,
-33528,
-1855378,
-63278796,
-19651924,
-63278796
],
[
122,
22,
225,
122,
22,
225
],
[
70,
11,
110,
86,
11,
140
],
[
250,
35,
896,
211,
37,
635
],
[
10157,
924,
9233,
10157,
924,
9233
],
[
209.804667,
209.804667,
234.638,
209.804667,
209.804667,
234.638
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577559,
-578146,
-574929,
-64303,
-577838,
524113
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599336000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758799123241,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 135,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|