| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1777154.1334 | -31154.2475 | -1745999.8859 | 1697686.1171 | -3513521.4346 | 5211207.5517 |
| Total P&L (%) | -1777.1541 | -31.1542 | -1745.9999 | 1697.6861 | -3513.5214 | 5211.2076 |
| Avg Daily Profit (%) | -0.9517 | -0.0167 | -0.9351 | 0.1548 | 0 | 0.213 |
| Buy And Hold Return (%) | 486.4486 | 486.4486 | 486.4486 | 486.4486 | 486.4486 | 486.4486 |
| Max Trade Drawdown | -1852727 | -74841 | -554718 | -9297231 | -4548214 | -5586923 |
| Profit Factor | 0.256 | 0.8776 | 0.1819 | 1.0571 | 0.7021 | 1.2905 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 40 | 19 | 21 | 40 | 18 | 22 |
| Losing Trades | 47 | 25 | 22 | 47 | 26 | 21 |
| Profitability (%) | 45.977 | 43.1818 | 48.8372 | 45.977 | 40.9091 | 51.1628 |
| Ratio Avg Win / Avg Loss | 0.3008 | 1.1547 | 0.1906 | 1.2421 | 1.0141 | 1.2318 |
| Largest Winning Trade | 50023 | 47321 | 50023 | 2820342 | 1379397 | 2820342 |
| Largest Losing Trade | -1342852 | -47867 | -1342852 | -2682086 | -1748597 | -2682086 |
| Avg Bars in Trades | 79 | 34 | 126 | 79 | 34 | 126 |
| Avg Bars in Winners | 63 | 25 | 97 | 83 | 26 | 129 |
| Avg Bars in Losers | 94 | 41 | 153 | 77 | 40 | 122 |
| Bars Traded | 6953 | 1523 | 5430 | 6953 | 1523 | 5430 |
| 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 | -582110 | -581704 | -581179 | -154076 | -582588 | 301526 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601964000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758807911845,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 80,
"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": [
[
-1777154.133384344,
-31154.2474869722,
-1745999.8858973717,
1697686.11712702,
-3513521.4346190994,
5211207.551746114
],
[
-1777.154133,
-31.154247,
-1745.999886,
1697.686117,
-3513.521435,
5211.207552
],
[
-0.951749,
-0.016685,
-0.935065,
0.154844,
0,
0.212967
],
[
486.448598,
486.448598,
486.448598,
486.448598,
486.448598,
486.448598
],
[
-1852727,
-74841,
-554718,
-9297231,
-4548214,
-5586923
],
[
0.256009,
0.877571,
0.181898,
1.057097,
0.702052,
1.290464
],
[
87,
44,
43,
87,
44,
43
],
[
40,
19,
21,
40,
18,
22
],
[
47,
25,
22,
47,
26,
21
],
[
45.977011,
43.181818,
48.837209,
45.977011,
40.909091,
51.162791
],
[
0.30081,
1.154699,
0.19056,
1.242089,
1.014076,
1.231806
],
[
50023,
47321,
50023,
2820342,
1379397,
2820342
],
[
-1342852,
-47867,
-1342852,
-2682086,
-1748597,
-2682086
],
[
79,
34,
126,
79,
34,
126
],
[
63,
25,
97,
83,
26,
129
],
[
94,
41,
153,
77,
40,
122
],
[
6953,
1523,
5430,
6953,
1523,
5430
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-582110,
-581704,
-581179,
-154076,
-582588,
301526
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601964000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758807911845,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 80,
"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) |
|---|