| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1101048.7653 | 67372.2122 | -1168420.9775 | 222629.864 | -19549546.358 | 19772176.222 |
| Total P&L (%) | -1101.0488 | 67.3722 | -1168.421 | 222.6299 | -19549.5464 | 19772.1762 |
| Avg Daily Profit (%) | -0.5863 | 0.0359 | -0.6222 | 0.0624 | 0 | 0.2822 |
| Buy And Hold Return (%) | 615.5689 | 615.5689 | 615.5689 | 615.5689 | 615.5689 | 615.5689 |
| Max Trade Drawdown | -1236333 | -121355 | -1270247 | -19184469 | -19736683 | -3198146 |
| Profit Factor | 0.3276 | 1.305 | 0.1752 | 1.0073 | 0.1714 | 3.8031 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 69 | 35 | 34 | 61 | 28 | 33 |
| Losing Trades | 16 | 7 | 9 | 24 | 14 | 10 |
| Profitability (%) | 81.1765 | 83.3333 | 79.0698 | 71.7647 | 66.6667 | 76.7442 |
| Ratio Avg Win / Avg Loss | 0.076 | 0.261 | 0.0464 | 0.3963 | 0.0857 | 1.1525 |
| Largest Winning Trade | 36450 | 36450 | 35671 | 22489652 | 2028139 | 22489652 |
| Largest Losing Trade | -801283 | -85039 | -801283 | -16257105 | -16257105 | -1630995 |
| Avg Bars in Trades | 41 | 54 | 28 | 41 | 54 | 28 |
| Avg Bars in Winners | 13 | 16 | 11 | 18 | 15 | 20 |
| Avg Bars in Losers | 159 | 244 | 92 | 99 | 132 | 54 |
| Bars Traded | 3494 | 2283 | 1211 | 3494 | 2283 | 1211 |
| Profit Streak | 57.5002 | 57.5002 | 73.0002 | 57.5002 | 57.5002 | 73.0002 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574627 | -306589 | -575156 | -484631 | -577115 | 715192 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3756,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606348800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759665615018,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.62572,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 208,
"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": [
[
-1101048.765254977,
67372.2122138402,
-1168420.977468817,
222629.8639873068,
-19549546.35801519,
19772176.22200251
],
[
-1101.048765,
67.372212,
-1168.420977,
222.629864,
-19549.546358,
19772.176222
],
[
-0.586288,
0.035874,
-0.622162,
0.062391,
0,
0.282181
],
[
615.568862,
615.568862,
615.568862,
615.568862,
615.568862,
615.568862
],
[
-1236333,
-121355,
-1270247,
-19184469,
-19736683,
-3198146
],
[
0.327576,
1.305007,
0.175161,
1.007264,
0.171426,
3.803147
],
[
85,
42,
43,
85,
42,
43
],
[
69,
35,
34,
61,
28,
33
],
[
16,
7,
9,
24,
14,
10
],
[
81.176471,
83.333333,
79.069767,
71.764706,
66.666667,
76.744186
],
[
0.07596,
0.261001,
0.046366,
0.396301,
0.085713,
1.152469
],
[
36450,
36450,
35671,
22489652,
2028139,
22489652
],
[
-801283,
-85039,
-801283,
-16257105,
-16257105,
-1630995
],
[
41,
54,
28,
41,
54,
28
],
[
13,
16,
11,
18,
15,
20
],
[
159,
244,
92,
99,
132,
54
],
[
3494,
2283,
1211,
3494,
2283,
1211
],
[
57.500174,
57.500174,
73.000174,
57.500174,
57.500174,
73.000174
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574627,
-306589,
-575156,
-484631,
-577115,
715192
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3756,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1606348800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759665615018,
"expiration_time": 1764490176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.62572,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 208,
"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) |
|---|