| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2222720.0081 | -142204.6588 | -2080515.3493 | 170018.908 | 12482296.4183 | -12312277.5103 |
| Total P&L (%) | -2222.72 | -142.2047 | -2080.5153 | 170.0189 | 12482.2964 | -12312.2775 |
| Avg Daily Profit (%) | -1.1878 | -0.076 | -1.1118 | 0.0531 | 0.2587 | 0 |
| Buy And Hold Return (%) | 433.0239 | 433.0239 | 433.0239 | 433.0239 | 433.0239 | 433.0239 |
| Max Trade Drawdown | -2342192 | -242863 | -2151619 | -13837946 | -1884014 | -14713695 |
| Profit Factor | 0.2425 | 0.6989 | 0.1549 | 1.0065 | 3.2078 | 0.4036 |
| Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Winning Trades | 146 | 70 | 76 | 80 | 44 | 36 |
| Losing Trades | 47 | 26 | 21 | 113 | 52 | 61 |
| Profitability (%) | 75.6477 | 72.9167 | 78.3505 | 41.4508 | 45.8333 | 37.1134 |
| Ratio Avg Win / Avg Loss | 0.0781 | 0.2596 | 0.0428 | 1.4216 | 3.791 | 0.6838 |
| Largest Winning Trade | 22044 | 22044 | 16313 | 5311857 | 5311857 | 3472383 |
| Largest Losing Trade | -1357892 | -57696 | -1357892 | -10262076 | -1884014 | -10262076 |
| Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
| Avg Bars in Winners | 14 | 13 | 15 | 54 | 65 | 41 |
| Avg Bars in Losers | 110 | 121 | 97 | 25 | 23 | 27 |
| Bars Traded | 7289 | 4104 | 3185 | 7289 | 4104 | 3185 |
| Profit Streak | 60.6627 | 81.6627 | 60.6627 | 60.6627 | 81.6627 | 60.6627 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574828 | -576414 | -575670 | -501903 | 509933 | -584634 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599739200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074858219,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 195,
"offset": 0,
"std": 3.48105
}
}
} {
"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": [
[
-2222720.0081348,
-142204.6588078632,
-2080515.349326937,
170018.9080330843,
12482296.418301176,
-12312277.510268081
],
[
-2222.720008,
-142.204659,
-2080.515349,
170.018908,
12482.296418,
-12312.27751
],
[
-1.187826,
-0.075994,
-1.111832,
0.053097,
0.258711,
0
],
[
433.023862,
433.023862,
433.023862,
433.023862,
433.023862,
433.023862
],
[
-2342192,
-242863,
-2151619,
-13837946,
-1884014,
-14713695
],
[
0.242466,
0.698896,
0.154907,
1.006465,
3.207755,
0.403551
],
[
193,
96,
97,
193,
96,
97
],
[
146,
70,
76,
80,
44,
36
],
[
47,
26,
21,
113,
52,
61
],
[
75.647668,
72.916667,
78.350515,
41.450777,
45.833333,
37.113402
],
[
0.078054,
0.25959,
0.042803,
1.421632,
3.790983,
0.683795
],
[
22044,
22044,
16313,
5311857,
5311857,
3472383
],
[
-1357892,
-57696,
-1357892,
-10262076,
-1884014,
-10262076
],
[
37,
42,
32,
37,
42,
32
],
[
14,
13,
15,
54,
65,
41
],
[
110,
121,
97,
25,
23,
27
],
[
7289,
4104,
3185,
7289,
4104,
3185
],
[
60.662711,
81.662711,
60.662711,
60.662711,
81.662711,
60.662711
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574828,
-576414,
-575670,
-501903,
509933,
-584634
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599739200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074858219,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 195,
"offset": 0,
"std": 3.48105
}
}
}
| # | 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) |
|---|