| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1375660.2415 | -16767.9099 | -1358892.3316 | 24626.3577 | -8598241.9813 | 8622868.339 |
| Total P&L (%) | -1375.6602 | -16.7679 | -1358.8923 | 24.6264 | -8598.242 | 8622.8683 |
| Avg Daily Profit (%) | -0.7308 | -0.0089 | -0.7219 | 0.0117 | 0 | 0.2377 |
| Buy And Hold Return (%) | 747.2492 | 747.2492 | 747.2492 | 747.2492 | 747.2492 | 747.2492 |
| Max Trade Drawdown | -1601735 | -176233 | -1482993 | -8476255 | -9306974 | -2898058 |
| Profit Factor | 0.2762 | 0.9414 | 0.1583 | 1.0014 | 0.2594 | 2.5569 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 66 | 32 | 34 | 60 | 27 | 33 |
| Losing Trades | 17 | 9 | 8 | 23 | 14 | 9 |
| Profitability (%) | 79.5181 | 78.0488 | 80.9524 | 72.2892 | 65.8537 | 78.5714 |
| Ratio Avg Win / Avg Loss | 0.0712 | 0.2648 | 0.0372 | 0.3839 | 0.1345 | 0.6973 |
| Largest Winning Trade | 40725 | 40725 | 24067 | 9334886 | 814410 | 9334886 |
| Largest Losing Trade | -891836 | -61956 | -891836 | -4777119 | -4777119 | -2898058 |
| Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
| Avg Bars in Winners | 14 | 14 | 14 | 22 | 19 | 24 |
| Avg Bars in Losers | 151 | 184 | 115 | 96 | 112 | 70 |
| Bars Traded | 3550 | 2119 | 1431 | 3550 | 2119 | 1431 |
| Profit Streak | 167.8104 | 167.8104 | 269.8104 | 167.8104 | 167.8104 | 269.8104 |
| Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576282 | -575638 | -575269 | -560046 | -577219 | 564743 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3765,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760038021596,
"expiration_time": 1764890640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 163,
"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": [
[
-1375660.24153831,
-16767.9099108254,
-1358892.3316274849,
24626.3577404119,
-8598241.981266188,
8622868.339006593
],
[
-1375.660242,
-16.76791,
-1358.892332,
24.626358,
-8598.241981,
8622.868339
],
[
-0.730762,
-0.008907,
-0.721855,
0.011695,
0,
0.237654
],
[
747.249191,
747.249191,
747.249191,
747.249191,
747.249191,
747.249191
],
[
-1601735,
-176233,
-1482993,
-8476255,
-9306974,
-2898058
],
[
0.276249,
0.941443,
0.158261,
1.001436,
0.259385,
2.556936
],
[
83,
41,
42,
83,
41,
42
],
[
66,
32,
34,
60,
27,
33
],
[
17,
9,
8,
23,
14,
9
],
[
79.518072,
78.04878,
80.952381,
72.289157,
65.853659,
78.571429
],
[
0.071155,
0.264781,
0.037238,
0.383884,
0.134496,
0.697346
],
[
40725,
40725,
24067,
9334886,
814410,
9334886
],
[
-891836,
-61956,
-891836,
-4777119,
-4777119,
-2898058
],
[
42,
51,
34,
42,
51,
34
],
[
14,
14,
14,
22,
19,
24
],
[
151,
184,
115,
96,
112,
70
],
[
3550,
2119,
1431,
3550,
2119,
1431
],
[
167.810435,
167.810435,
269.810435,
167.810435,
167.810435,
269.810435
],
[
15,
7,
9,
15,
7,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576282,
-575638,
-575269,
-560046,
-577219,
564743
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3765,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760038021596,
"expiration_time": 1764890640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 163,
"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) |
|---|