| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1580432.1984 | -56448.4138 | -1523983.7846 | 577224.8329 | -16150911.1662 | 16728135.9991 |
| Total P&L (%) | -1580.4322 | -56.4484 | -1523.9838 | 577.2248 | -16150.9112 | 16728.136 |
| Avg Daily Profit (%) | -0.8409 | -0.03 | -0.8108 | 0.1018 | 0 | 0.2731 |
| Buy And Hold Return (%) | 586.3634 | 586.3634 | 586.3634 | 586.3634 | 586.3634 | 586.3634 |
| Max Trade Drawdown | -1748931 | -176778 | -1612963 | -16043999 | -16389029 | -2410430 |
| Profit Factor | 0.1817 | 0.7545 | 0.1043 | 1.0248 | 0.1307 | 4.5356 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 56 | 29 | 27 | 52 | 26 | 26 |
| Losing Trades | 15 | 6 | 9 | 19 | 9 | 10 |
| Profitability (%) | 78.8732 | 82.8571 | 75 | 73.2394 | 74.2857 | 72.2222 |
| Ratio Avg Win / Avg Loss | 0.0487 | 0.1561 | 0.0348 | 0.3744 | 0.0452 | 1.7444 |
| Largest Winning Trade | 22121 | 22121 | 16857 | 18741143 | 675259 | 18741143 |
| Largest Losing Trade | -832078 | -63970 | -832078 | -10413928 | -10413928 | -1987598 |
| Avg Bars in Trades | 49 | 58 | 39 | 49 | 58 | 39 |
| Avg Bars in Winners | 14 | 14 | 14 | 19 | 11 | 28 |
| Avg Bars in Losers | 180 | 275 | 117 | 130 | 197 | 70 |
| Bars Traded | 3502 | 2064 | 1438 | 3502 | 2064 | 1438 |
| Profit Streak | 150.8885 | 150.8885 | 252.8885 | 150.8885 | 150.8885 | 252.8885 |
| Trades During Streak | 23 | 11 | 12 | 23 | 11 | 12 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -666256 | -575032 | -575991 | -503564 | -576050 | 739543 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759785565716,
"expiration_time": 1764623664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 225,
"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": [
[
-1580432.1984014027,
-56448.4137881864,
-1523983.7846132165,
577224.8329396913,
-16150911.166158589,
16728135.999098279
],
[
-1580.432198,
-56.448414,
-1523.983785,
577.224833,
-16150.911166,
16728.135999
],
[
-0.840879,
-0.030034,
-0.810845,
0.101825,
0,
0.273085
],
[
586.363419,
586.363419,
586.363419,
586.363419,
586.363419,
586.363419
],
[
-1748931,
-176778,
-1612963,
-16043999,
-16389029,
-2410430
],
[
0.18167,
0.75446,
0.104273,
1.024763,
0.130687,
4.535555
],
[
71,
35,
36,
71,
35,
36
],
[
56,
29,
27,
52,
26,
26
],
[
15,
6,
9,
19,
9,
10
],
[
78.873239,
82.857143,
75,
73.239437,
74.285714,
72.222222
],
[
0.048662,
0.156095,
0.034758,
0.374432,
0.045238,
1.744444
],
[
22121,
22121,
16857,
18741143,
675259,
18741143
],
[
-832078,
-63970,
-832078,
-10413928,
-10413928,
-1987598
],
[
49,
58,
39,
49,
58,
39
],
[
14,
14,
14,
19,
11,
28
],
[
180,
275,
117,
130,
197,
70
],
[
3502,
2064,
1438,
3502,
2064,
1438
],
[
150.888492,
150.888492,
252.888492,
150.888492,
150.888492,
252.888492
],
[
23,
11,
12,
23,
11,
12
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-666256,
-575032,
-575991,
-503564,
-576050,
739543
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607083200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759785565716,
"expiration_time": 1764623664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 225,
"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) |
|---|