| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1150603.7522 | -30122.6276 | -1120481.1246 | -39783.9935 | 1505427.7123 | -1545211.7058 |
| Total P&L (%) | -1150.6038 | -30.1226 | -1120.4811 | -39.784 | 1505.4277 | -1545.2117 |
| Avg Daily Profit (%) | -0.6162 | -0.0161 | -0.6001 | -0.0272 | 0.1488 | 0 |
| Buy And Hold Return (%) | 477.3252 | 477.3252 | 477.3252 | 477.3252 | 477.3252 | 477.3252 |
| Max Trade Drawdown | -1205274 | -218333 | -1161740 | -2818551 | -620477 | -2666057 |
| Profit Factor | 0.3936 | 0.9199 | 0.2636 | 0.9922 | 2.2193 | 0.6015 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 57 | 27 | 30 | 43 | 26 | 17 |
| Losing Trades | 33 | 18 | 15 | 47 | 19 | 28 |
| Profitability (%) | 63.3333 | 60 | 66.6667 | 47.7778 | 57.7778 | 37.7778 |
| Ratio Avg Win / Avg Loss | 0.2279 | 0.6132 | 0.1318 | 1.0845 | 1.6218 | 0.9908 |
| Largest Winning Trade | 72580 | 72580 | 37982 | 832592 | 832592 | 650903 |
| Largest Losing Trade | -521693 | -55352 | -521693 | -2010684 | -550946 | -2010684 |
| Avg Bars in Trades | 79 | 71 | 87 | 79 | 71 | 87 |
| Avg Bars in Winners | 51 | 41 | 60 | 86 | 83 | 90 |
| Avg Bars in Losers | 128 | 116 | 141 | 73 | 54 | 86 |
| Bars Traded | 7175 | 3224 | 3951 | 7175 | 3224 | 3951 |
| Profit Streak | 60.3434 | 85.8434 | 60.3434 | 60.3434 | 85.8434 | 60.3434 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576964 | -578052 | -577158 | -578168 | 348000 | -584072 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600970400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759004071824,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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": [
[
-1150603.7522392669,
-30122.6276336025,
-1120481.124605664,
-39783.9934776321,
1505427.712342466,
-1545211.705820098
],
[
-1150.603752,
-30.122628,
-1120.481125,
-39.783993,
1505.427712,
-1545.211706
],
[
-0.616202,
-0.016132,
-0.60007,
-0.027161,
0.148777,
0
],
[
477.325192,
477.325192,
477.325192,
477.325192,
477.325192,
477.325192
],
[
-1205274,
-218333,
-1161740,
-2818551,
-620477,
-2666057
],
[
0.393647,
0.919873,
0.263637,
0.992219,
2.219287,
0.601541
],
[
90,
45,
45,
90,
45,
45
],
[
57,
27,
30,
43,
26,
17
],
[
33,
18,
15,
47,
19,
28
],
[
63.333333,
60,
66.666667,
47.777778,
57.777778,
37.777778
],
[
0.227901,
0.613249,
0.131818,
1.084518,
1.621787,
0.990774
],
[
72580,
72580,
37982,
832592,
832592,
650903
],
[
-521693,
-55352,
-521693,
-2010684,
-550946,
-2010684
],
[
79,
71,
87,
79,
71,
87
],
[
51,
41,
60,
86,
83,
90
],
[
128,
116,
141,
73,
54,
86
],
[
7175,
3224,
3951,
7175,
3224,
3951
],
[
60.343424,
85.843424,
60.343424,
60.343424,
85.843424,
60.343424
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576964,
-578052,
-577158,
-578168,
348000,
-584072
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600970400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759004071824,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 166,
"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) |
|---|