| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2752671.9408 | -50666.491 | -2702005.4498 | -3402637.6092 | -74037690.7886 | 70635053.1794 |
| Total P&L (%) | -2752.6719 | -50.6665 | -2702.0055 | -3402.6376 | -74037.6908 | 70635.0532 |
| Avg Daily Profit (%) | -1.4706 | -0.0271 | -1.4436 | 0 | 0 | 0.3512 |
| Buy And Hold Return (%) | 544.5294 | 544.5294 | 544.5294 | 544.5294 | 544.5294 | 544.5294 |
| Max Trade Drawdown | -2842965 | -114943 | -2760956 | -113412429 | -75599090 | -65507669 |
| Profit Factor | 0.1535 | 0.6697 | 0.128 | 0.9839 | 0.222 | 1.606 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 35 | 15 | 20 | 26 | 14 | 12 |
| Losing Trades | 24 | 15 | 9 | 33 | 16 | 17 |
| Profitability (%) | 59.322 | 50 | 68.9655 | 44.0678 | 46.6667 | 41.3793 |
| Ratio Avg Win / Avg Loss | 0.1053 | 0.6697 | 0.0576 | 1.2488 | 0.2537 | 2.2752 |
| Largest Winning Trade | 42485 | 20124 | 42485 | 68128567 | 11421186 | 68128567 |
| Largest Losing Trade | -1722636 | -23106 | -1722636 | -61765140 | -22402451 | -61765140 |
| Avg Bars in Trades | 122 | 14 | 233 | 122 | 14 | 233 |
| Avg Bars in Winners | 97 | 8 | 164 | 106 | 13 | 215 |
| Avg Bars in Losers | 158 | 21 | 387 | 134 | 15 | 246 |
| Bars Traded | 7205 | 439 | 6766 | 7205 | 439 | 6766 |
| Profit Streak | 232.6747 | 232.6747 | 238.4247 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757690 | -579574 | -577402 | -760918 | -581844 | 322635 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7487,
"evaluation_days": 1871.75,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119089999,
"expiration_time": 1763955576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.24296,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 241,
"offset": 0,
"std": 2.17862
}
}
} {
"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": [
[
-2752671.940845789,
-50666.4910452493,
-2702005.4498005393,
-3402637.609232672,
-74037690.78861783,
70635053.17938519
],
[
-2752.671941,
-50.666491,
-2702.00545,
-3402.637609,
-74037.690789,
70635.053179
],
[
-1.470641,
-0.027069,
-1.443572,
0,
0,
0.351171
],
[
544.529384,
544.529384,
544.529384,
544.529384,
544.529384,
544.529384
],
[
-2842965,
-114943,
-2760956,
-113412429,
-75599090,
-65507669
],
[
0.153527,
0.669704,
0.127973,
0.983929,
0.222017,
1.605996
],
[
59,
30,
29,
59,
30,
29
],
[
35,
15,
20,
26,
14,
12
],
[
24,
15,
9,
33,
16,
17
],
[
59.322034,
50,
68.965517,
44.067797,
46.666667,
41.37931
],
[
0.105276,
0.669704,
0.057588,
1.248833,
0.253733,
2.27516
],
[
42485,
20124,
42485,
68128567,
11421186,
68128567
],
[
-1722636,
-23106,
-1722636,
-61765140,
-22402451,
-61765140
],
[
122,
14,
233,
122,
14,
233
],
[
97,
8,
164,
106,
13,
215
],
[
158,
21,
387,
134,
15,
246
],
[
7205,
439,
6766,
7205,
439,
6766
],
[
232.674653,
232.674653,
238.424653,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757690,
-579574,
-577402,
-760918,
-581844,
322635
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7487,
"evaluation_days": 1871.75,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119089999,
"expiration_time": 1763955576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.24296,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 241,
"offset": 0,
"std": 2.17862
}
}
}
| # | 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) |
|---|