| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -244445.7635 | 199567.2071 | -444012.9706 | -99998.7196 | 4279857.1886 | -4379855.9083 |
| Total P&L (%) | -244.4458 | 199.5672 | -444.013 | -99.9987 | 4279.8572 | -4379.8559 |
| Avg Daily Profit (%) | -0.1303 | 0.1064 | -0.2367 | -0.5987 | 0.2017 | 0 |
| Buy And Hold Return (%) | 374.2475 | 374.2475 | 374.2475 | 374.2475 | 374.2475 | 374.2475 |
| Max Trade Drawdown | -758893 | -295064 | -591273 | -5164996 | -1756196 | -5385446 |
| Profit Factor | 0.9456 | 1.0942 | 0.8133 | 0.9945 | 1.6354 | 0.6207 |
| Total Trades | 2609 | 1305 | 1304 | 2609 | 1305 | 1304 |
| Winning Trades | 1561 | 776 | 785 | 1561 | 776 | 785 |
| Losing Trades | 1048 | 529 | 519 | 1048 | 529 | 519 |
| Profitability (%) | 59.8314 | 59.4636 | 60.1994 | 59.8314 | 59.4636 | 60.1994 |
| Ratio Avg Win / Avg Loss | 0.6349 | 0.7459 | 0.5377 | 0.6677 | 1.1149 | 0.4104 |
| Largest Winning Trade | 122944 | 122944 | 17861 | 1370246 | 1370246 | 590216 |
| Largest Losing Trade | -95115 | -37651 | -95115 | -1364085 | -714329 | -1364085 |
| Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
| Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
| Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
| Bars Traded | 7497 | 3822 | 3675 | 7497 | 3822 | 3675 |
| Profit Streak | 0.8701 | 4.8701 | 0 | 0.8701 | 4.8701 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575175 | -326321 | -573182 | -575175 | 685077 | -573182 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759481577757,
"expiration_time": 1764333792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"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": [
[
-244445.7635218601,
199567.2071215984,
-444012.9706434586,
-99998.7196424106,
4279857.1886311015,
-4379855.908273539
],
[
-244.445764,
199.567207,
-444.012971,
-99.99872,
4279.857189,
-4379.855908
],
[
-0.130302,
0.106379,
-0.236681,
-0.598722,
0.201674,
0
],
[
374.247492,
374.247492,
374.247492,
374.247492,
374.247492,
374.247492
],
[
-758893,
-295064,
-591273,
-5164996,
-1756196,
-5385446
],
[
0.945643,
1.094205,
0.813332,
0.99453,
1.635408,
0.620697
],
[
2609,
1305,
1304,
2609,
1305,
1304
],
[
1561,
776,
785,
1561,
776,
785
],
[
1048,
529,
519,
1048,
529,
519
],
[
59.831353,
59.463602,
60.199387,
59.831353,
59.463602,
60.199387
],
[
0.634871,
0.74592,
0.537731,
0.667692,
1.114859,
0.410372
],
[
122944,
122944,
17861,
1370246,
1370246,
590216
],
[
-95115,
-37651,
-95115,
-1364085,
-714329,
-1364085
],
[
2,
2,
2,
2,
2,
2
],
[
1,
1,
1,
1,
1,
1
],
[
4,
4,
4,
4,
4,
4
],
[
7497,
3822,
3675,
7497,
3822,
3675
],
[
0.870112,
4.870112,
0,
0.870113,
4.870113,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575175,
-326321,
-573182,
-575175,
685077,
-573182
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597449600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759481577757,
"expiration_time": 1764333792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 3,
"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) |
|---|