| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -818384.9325 | 110387.9313 | -928772.8638 | -122356.2919 | -3384236.8621 | 3261880.5702 |
| Total P&L (%) | -818.3849 | 110.3879 | -928.7729 | -122.3563 | -3384.2369 | 3261.8806 |
| Avg Daily Profit (%) | -0.4379 | 0.0591 | -0.4969 | 0 | 0 | 0.1883 |
| Buy And Hold Return (%) | 507.4288 | 507.4288 | 507.4288 | 507.4288 | 507.4288 | 507.4288 |
| Max Trade Drawdown | -1210964 | -236783 | -1007421 | -3218462 | -3844800 | -1421442 |
| Profit Factor | 0.4515 | 1.3247 | 0.1938 | 0.9839 | 0.2954 | 2.1594 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 49 | 25 | 24 | 38 | 18 | 20 |
| Losing Trades | 44 | 22 | 22 | 55 | 29 | 26 |
| Profitability (%) | 52.6882 | 53.1915 | 52.1739 | 40.8602 | 38.2979 | 43.4783 |
| Ratio Avg Win / Avg Loss | 0.4054 | 1.1657 | 0.1776 | 1.4241 | 0.476 | 2.8073 |
| Largest Winning Trade | 262202 | 262202 | 37906 | 3789956 | 425159 | 3789956 |
| Largest Losing Trade | -638200 | -53279 | -638200 | -1524052 | -1524052 | -1421442 |
| Avg Bars in Trades | 59 | 70 | 47 | 59 | 70 | 47 |
| Avg Bars in Winners | 40 | 51 | 29 | 51 | 54 | 48 |
| Avg Bars in Losers | 79 | 91 | 66 | 64 | 80 | 47 |
| Bars Traded | 5488 | 3303 | 2185 | 5488 | 3303 | 2185 |
| Profit Streak | 6.4452 | 73.1118 | 6.4452 | 0 | 0 | 0 |
| Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578603 | -277729 | -579731 | -582417 | -585247 | 331250 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600617600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758854461556,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 112
}
}
}
{
"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": [
[
-818384.9324651215,
110387.9312869244,
-928772.8637520461,
-122356.2919129374,
-3384236.8620704906,
3261880.570157552
],
[
-818.384932,
110.387931,
-928.772864,
-122.356292,
-3384.236862,
3261.88057
],
[
-0.437873,
0.059063,
-0.496936,
0,
0,
0.18825
],
[
507.428784,
507.428784,
507.428784,
507.428784,
507.428784,
507.428784
],
[
-1210964,
-236783,
-1007421,
-3218462,
-3844800,
-1421442
],
[
0.451474,
1.324678,
0.19376,
0.983935,
0.295418,
2.159434
],
[
93,
47,
46,
93,
47,
46
],
[
49,
25,
24,
38,
18,
20
],
[
44,
22,
22,
55,
29,
26
],
[
52.688172,
53.191489,
52.173913,
40.860215,
38.297872,
43.478261
],
[
0.405406,
1.165717,
0.177613,
1.424117,
0.475951,
2.807264
],
[
262202,
262202,
37906,
3789956,
425159,
3789956
],
[
-638200,
-53279,
-638200,
-1524052,
-1524052,
-1421442
],
[
59,
70,
47,
59,
70,
47
],
[
40,
51,
29,
51,
54,
48
],
[
79,
91,
66,
64,
80,
47
],
[
5488,
3303,
2185,
5488,
3303,
2185
],
[
6.445157,
73.111823,
6.445157,
0,
0,
0
],
[
3,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578603,
-277729,
-579731,
-582417,
-585247,
331250
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5607,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600617600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758854461556,
"expiration_time": 1763689248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 112
}
}
}
| # | 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) |
|---|