| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1482500.1124 | -153937.415 | -1328562.6974 | -160212.2119 | -2097400.8731 | 1937188.6612 |
| Total P&L (%) | -1482.5001 | -153.9374 | -1328.5627 | -160.2122 | -2097.4009 | 1937.1887 |
| Avg Daily Profit (%) | -0.7886 | -0.0819 | -0.7067 | 0 | 0 | 0.1605 |
| Buy And Hold Return (%) | 502.0815 | 502.0815 | 502.0815 | 502.0815 | 502.0815 | 502.0815 |
| Max Trade Drawdown | -1534899 | -239150 | -1376005 | -2337395 | -2229177 | -710852 |
| Profit Factor | 0.3435 | 0.6932 | 0.2436 | 0.9703 | 0.3548 | 1.9002 |
| Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
| Winning Trades | 169 | 81 | 88 | 138 | 68 | 70 |
| Losing Trades | 73 | 40 | 33 | 104 | 53 | 51 |
| Profitability (%) | 69.8347 | 66.9421 | 72.7273 | 57.0248 | 56.1983 | 57.8512 |
| Ratio Avg Win / Avg Loss | 0.1484 | 0.3423 | 0.0914 | 0.7313 | 0.2766 | 1.3844 |
| Largest Winning Trade | 23256 | 20355 | 23256 | 1735226 | 342695 | 1735226 |
| Largest Losing Trade | -477207 | -60581 | -477207 | -648522 | -648522 | -515291 |
| Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
| Avg Bars in Winners | 8 | 6 | 9 | 13 | 10 | 16 |
| Avg Bars in Losers | 56 | 52 | 61 | 34 | 35 | 34 |
| Bars Traded | 5468 | 2579 | 2889 | 5468 | 2579 | 2889 |
| Profit Streak | 5.2727 | 5.2727 | 15.9394 | 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 | -574994 | -577356 | -576439 | -578323 | -579929 | 320790 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759818763734,
"expiration_time": 1764668160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 159,
"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": [
[
-1482500.1124283033,
-153937.4149836532,
-1328562.69744465,
-160212.2119014672,
-2097400.8730901694,
1937188.6611887016
],
[
-1482.500112,
-153.937415,
-1328.562697,
-160.212212,
-2097.400873,
1937.188661
],
[
-0.788564,
-0.081882,
-0.706682,
0,
0,
0.160456
],
[
502.08153,
502.08153,
502.08153,
502.08153,
502.08153,
502.08153
],
[
-1534899,
-239150,
-1376005,
-2337395,
-2229177,
-710852
],
[
0.343494,
0.693189,
0.243602,
0.970347,
0.35482,
1.900207
],
[
242,
121,
121,
242,
121,
121
],
[
169,
81,
88,
138,
68,
70
],
[
73,
40,
33,
104,
53,
51
],
[
69.834711,
66.942149,
72.727273,
57.024793,
56.198347,
57.85124
],
[
0.148373,
0.342315,
0.091351,
0.731276,
0.276551,
1.384437
],
[
23256,
20355,
23256,
1735226,
342695,
1735226
],
[
-477207,
-60581,
-477207,
-648522,
-648522,
-515291
],
[
22,
21,
23,
22,
21,
23
],
[
8,
6,
9,
13,
10,
16
],
[
56,
52,
61,
34,
35,
34
],
[
5468,
2579,
2889,
5468,
2579,
2889
],
[
5.272728,
5.272728,
15.939395,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574994,
-577356,
-576439,
-578323,
-579929,
320790
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759818763734,
"expiration_time": 1764668160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 159,
"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) |
|---|