| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 348716.8679 | 293119.0592 | 55597.8087 | -66698.1871 | 172329.1491 | -239027.3361 |
| Total P&L (%) | 348.7169 | 293.1191 | 55.5978 | -66.6982 | 172.3291 | -239.0273 |
| Avg Daily Profit (%) | 0.1827 | 0.1536 | 0.0291 | -0.0576 | 0.0525 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -223149 | -80190 | -175902 | -348387 | -100434 | -422256 |
| Profit Factor | 1.233 | 1.5308 | 1.0589 | 0.9515 | 1.3824 | 0.7418 |
| Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
| Winning Trades | 174 | 85 | 89 | 174 | 85 | 89 |
| Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
| Profitability (%) | 58.9831 | 57.4324 | 60.5442 | 58.9831 | 57.4324 | 60.5442 |
| Ratio Avg Win / Avg Loss | 0.8574 | 1.1346 | 0.69 | 0.6617 | 1.0246 | 0.4834 |
| Largest Winning Trade | 58182 | 52598 | 58182 | 75621 | 75621 | 68205 |
| Largest Losing Trade | -68399 | -32792 | -68399 | -204151 | -54416 | -204151 |
| Avg Bars in Trades | 38 | 26 | 50 | 38 | 26 | 50 |
| Avg Bars in Winners | 35 | 23 | 47 | 35 | 23 | 47 |
| Avg Bars in Losers | 41 | 30 | 53 | 41 | 30 | 53 |
| Bars Traded | 11303 | 3933 | 7370 | 11303 | 3933 | 7370 |
| Profit Streak | 7.8191 | 7.8191 | 43.3191 | 7.8191 | 7.8191 | 43.3191 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335659 | 377057 | -310183 | -576935 | -120441 | -578588 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11449,
"evaluation_days": 1908.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595750400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160373905,
"expiration_time": 1764093168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 87,
"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": [
[
348716.8678983286,
293119.0591502884,
55597.8087480401,
-66698.1870757576,
172329.149063213,
-239027.3361389708
],
[
348.716868,
293.119059,
55.597809,
-66.698187,
172.329149,
-239.027336
],
[
0.182749,
0.153613,
0.029137,
-0.057607,
0.052517,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-223149,
-80190,
-175902,
-348387,
-100434,
-422256
],
[
1.232951,
1.530764,
1.058853,
0.951539,
1.382412,
0.741787
],
[
295,
148,
147,
295,
148,
147
],
[
174,
85,
89,
174,
85,
89
],
[
121,
63,
58,
121,
63,
58
],
[
58.983051,
57.432432,
60.544218,
58.983051,
57.432432,
60.544218
],
[
0.857397,
1.134566,
0.690039,
0.661703,
1.024611,
0.483412
],
[
58182,
52598,
58182,
75621,
75621,
68205
],
[
-68399,
-32792,
-68399,
-204151,
-54416,
-204151
],
[
38,
26,
50,
38,
26,
50
],
[
35,
23,
47,
35,
23,
47
],
[
41,
30,
53,
41,
30,
53
],
[
11303,
3933,
7370,
11303,
3933,
7370
],
[
7.819142,
7.819142,
43.319142,
7.819142,
7.819142,
43.319142
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335659,
377057,
-310183,
-576935,
-120441,
-578588
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11449,
"evaluation_days": 1908.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595750400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759160373905,
"expiration_time": 1764093168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 87,
"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) |
|---|