| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1483746.1597 | 36020.1906 | -1519766.3503 | 3800062.8142 | -85712156.903 | 89512219.7171 |
| Total P&L (%) | -1483.7462 | 36.0202 | -1519.7664 | 3800.0628 | -85712.1569 | 89512.2197 |
| Avg Daily Profit (%) | -0.7898 | 0.0192 | -0.809 | 0.1952 | 0 | 0.3625 |
| Buy And Hold Return (%) | 595.5335 | 595.5335 | 595.5335 | 595.5335 | 595.5335 | 595.5335 |
| Max Trade Drawdown | -1768266 | -162733 | -1672868 | -83605271 | -86964080 | -18321912 |
| Profit Factor | 0.2659 | 1.17 | 0.16 | 1.0286 | 0.1255 | 3.5847 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 54 | 26 | 28 | 48 | 22 | 26 |
| Losing Trades | 15 | 8 | 7 | 21 | 12 | 9 |
| Profitability (%) | 78.2609 | 76.4706 | 80 | 69.5652 | 64.7059 | 74.2857 |
| Ratio Avg Win / Avg Loss | 0.0739 | 0.36 | 0.04 | 0.45 | 0.0685 | 1.2409 |
| Largest Winning Trade | 33262 | 26806 | 33262 | 98259317 | 5141868 | 98259317 |
| Largest Losing Trade | -940234 | -62438 | -940234 | -53158107 | -53158107 | -17304309 |
| Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
| Avg Bars in Winners | 23 | 18 | 27 | 33 | 13 | 49 |
| Avg Bars in Losers | 269 | 322 | 209 | 176 | 230 | 104 |
| Bars Traded | 5292 | 3058 | 2234 | 5292 | 3058 | 2234 |
| Profit Streak | 58.808 | 0 | 251.808 | 58.808 | 0 | 251.808 |
| Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -682553 | -364829 | -575431 | -285999 | -578888 | 708422 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1605254400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692209851,
"expiration_time": 1764549504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 160,
"offset": 114
}
}
} {
"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": [
[
-1483746.159661042,
36020.1906108355,
-1519766.3502718774,
3800062.814194155,
-85712156.90295309,
89512219.71714729
],
[
-1483.74616,
36.020191,
-1519.76635,
3800.062814,
-85712.156903,
89512.219717
],
[
-0.789785,
0.019173,
-0.808959,
0.195199,
0,
0.362511
],
[
595.533499,
595.533499,
595.533499,
595.533499,
595.533499,
595.533499
],
[
-1768266,
-162733,
-1672868,
-83605271,
-86964080,
-18321912
],
[
0.265916,
1.169973,
0.160027,
1.028649,
0.125494,
3.584719
],
[
69,
34,
35,
69,
34,
35
],
[
54,
26,
28,
48,
22,
26
],
[
15,
8,
7,
21,
12,
9
],
[
78.26087,
76.470588,
80,
69.565217,
64.705882,
74.285714
],
[
0.073866,
0.359992,
0.040007,
0.450034,
0.068451,
1.240864
],
[
33262,
26806,
33262,
98259317,
5141868,
98259317
],
[
-940234,
-62438,
-940234,
-53158107,
-53158107,
-17304309
],
[
76,
89,
63,
76,
89,
63
],
[
23,
18,
27,
33,
13,
49
],
[
269,
322,
209,
176,
230,
104
],
[
5292,
3058,
2234,
5292,
3058,
2234
],
[
58.807984,
0,
251.807984,
58.807984,
0,
251.807984
],
[
1,
0,
8,
1,
0,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-682553,
-364829,
-575431,
-285999,
-578888,
708422
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1605254400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692209851,
"expiration_time": 1764549504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 160,
"offset": 114
}
}
}
| # | 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) |
|---|