| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 712478.4304 | 638515.4828 | 73962.9476 | -37898.778 | -66046.8156 | 28148.0376 |
| Total P&L (%) | 712.4784 | 638.5155 | 73.9629 | -37.8988 | -66.0468 | 28.148 |
| Avg Daily Profit (%) | 0.3718 | 0.3332 | 0.0386 | -0.0249 | -0.0564 | 0.0129 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168300 | -90490 | -101899 | -2068870 | -1218423 | -1005261 |
| Profit Factor | 2.0692 | 2.5988 | 1.277 | 0.9928 | 0.9793 | 1.0135 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
| Losing Trades | 42 | 27 | 15 | 42 | 27 | 15 |
| Profitability (%) | 51.7241 | 37.2093 | 65.9091 | 51.7241 | 37.2093 | 65.9091 |
| Ratio Avg Win / Avg Loss | 1.9313 | 4.3855 | 0.6605 | 0.9266 | 1.6525 | 0.5242 |
| Largest Winning Trade | 653827 | 653827 | 36788 | 759031 | 759031 | 245452 |
| Largest Losing Trade | -81890 | -72482 | -81890 | -935229 | -935229 | -666376 |
| Avg Bars in Trades | 127 | 212 | 44 | 127 | 212 | 44 |
| Avg Bars in Winners | 142 | 317 | 45 | 142 | 317 | 45 |
| Avg Bars in Losers | 111 | 149 | 42 | 111 | 149 | 42 |
| Bars Traded | 11094 | 9128 | 1966 | 11094 | 9128 | 1966 |
| Profit Streak | 0 | 21.393 | 0 | 0 | 21.393 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 500257 | 351352 | -140943 | -580322 | -582372 | -384050 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11497,
"evaluation_days": 1916.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597737600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759843552405,
"expiration_time": 1764805104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 172,
"offset": 21,
"scalar": 5
}
}
} {
"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": [
[
712478.4303693132,
638515.4828125491,
73962.9475567641,
-37898.7779873805,
-66046.8155624934,
28148.0375751125
],
[
712.47843,
638.515483,
73.962948,
-37.898778,
-66.046816,
28.148038
],
[
0.371824,
0.333225,
0.038599,
-0.024859,
-0.056356,
0.012944
],
[
10,
10,
10,
10,
10,
10
],
[
-168300,
-90490,
-101899,
-2068870,
-1218423,
-1005261
],
[
2.069247,
2.598844,
1.27704,
0.99281,
0.979266,
1.013496
],
[
87,
43,
44,
87,
43,
44
],
[
45,
16,
29,
45,
16,
29
],
[
42,
27,
15,
42,
27,
15
],
[
51.724138,
37.209302,
65.909091,
51.724138,
37.209302,
65.909091
],
[
1.931297,
4.385549,
0.660538,
0.926623,
1.652512,
0.524222
],
[
653827,
653827,
36788,
759031,
759031,
245452
],
[
-81890,
-72482,
-81890,
-935229,
-935229,
-666376
],
[
127,
212,
44,
127,
212,
44
],
[
142,
317,
45,
142,
317,
45
],
[
111,
149,
42,
111,
149,
42
],
[
11094,
9128,
1966,
11094,
9128,
1966
],
[
0,
21.392968,
0,
0,
21.392968,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
500257,
351352,
-140943,
-580322,
-582372,
-384050
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11497,
"evaluation_days": 1916.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597737600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759843552405,
"expiration_time": 1764805104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 172,
"offset": 21,
"scalar": 5
}
}
}
| # | 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) |
|---|