| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512330.0136 | 349977.3428 | 162352.6708 | 232739.441 | 815333.1778 | -582593.7369 |
| Total P&L (%) | 512.33 | 349.9773 | 162.3527 | 232.7394 | 815.3332 | -582.5937 |
| Avg Daily Profit (%) | 0.2678 | 0.183 | 0.0849 | 0.0629 | 0.1158 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189710 | -55888 | -182035 | -1932582 | -507444 | -1890694 |
| Profit Factor | 1.3877 | 1.7124 | 1.1956 | 1.0355 | 1.4096 | 0.8725 |
| Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
| Winning Trades | 168 | 80 | 88 | 168 | 80 | 88 |
| Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
| Profitability (%) | 58.5366 | 55.5556 | 61.5385 | 58.5366 | 55.5556 | 61.5385 |
| Ratio Avg Win / Avg Loss | 0.983 | 1.37 | 0.7472 | 0.7335 | 1.1277 | 0.5453 |
| Largest Winning Trade | 58416 | 58416 | 53770 | 491576 | 343951 | 491576 |
| Largest Losing Trade | -63704 | -34525 | -63704 | -890090 | -469678 | -890090 |
| Avg Bars in Trades | 39 | 24 | 53 | 39 | 24 | 53 |
| Avg Bars in Winners | 34 | 20 | 47 | 34 | 20 | 47 |
| Avg Bars in Losers | 45 | 30 | 63 | 45 | 30 | 63 |
| Bars Traded | 11251 | 3547 | 7704 | 11251 | 3547 | 7704 |
| Profit Streak | 53.1222 | 67.7889 | 53.1222 | 53.1222 | 67.7889 | 53.1222 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 423983 | 427279 | -83990 | -287931 | -34952 | -578049 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11477,
"evaluation_days": 1912.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596528000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759560958620,
"expiration_time": 1764508464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 156,
"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": [
[
512330.0135567021,
349977.3427556907,
162352.670801012,
232739.4409583264,
815333.1778481266,
-582593.7368897995
],
[
512.330014,
349.977343,
162.352671,
232.739441,
815.333178,
-582.593737
],
[
0.267839,
0.182963,
0.084876,
0.062868,
0.115818,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-189710,
-55888,
-182035,
-1932582,
-507444,
-1890694
],
[
1.387706,
1.712446,
1.195557,
1.035489,
1.409615,
0.87245
],
[
287,
144,
143,
287,
144,
143
],
[
168,
80,
88,
168,
80,
88
],
[
119,
64,
55,
119,
64,
55
],
[
58.536585,
55.555556,
61.538462,
58.536585,
55.555556,
61.538462
],
[
0.982958,
1.369956,
0.747223,
0.733471,
1.127692,
0.545281
],
[
58416,
58416,
53770,
491576,
343951,
491576
],
[
-63704,
-34525,
-63704,
-890090,
-469678,
-890090
],
[
39,
24,
53,
39,
24,
53
],
[
34,
20,
47,
34,
20,
47
],
[
45,
30,
63,
45,
30,
63
],
[
11251,
3547,
7704,
11251,
3547,
7704
],
[
53.122206,
67.788873,
53.122206,
53.122206,
67.788873,
53.122206
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423983,
427279,
-83990,
-287931,
-34952,
-578049
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11477,
"evaluation_days": 1912.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596528000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759560958620,
"expiration_time": 1764508464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 156,
"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) |
|---|