Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361043.264 | 317999.0097 | 43044.2543 | -32983.2909 | -107825.0047 | 74841.7138 |
Total P&L (%) | 361.0433 | 317.999 | 43.0443 | -32.9833 | -107.825 | 74.8417 |
Avg Daily Profit (%) | 0.188 | 0.1656 | 0.0224 | -0.0208 | 0 | 0.0291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185868 | -134933 | -89868 | -501188 | -495072 | -189653 |
Profit Factor | 1.5214 | 1.8283 | 1.1395 | 0.9768 | 0.8762 | 1.1364 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.7532 | 42.1053 | 51.2821 | 46.7532 | 42.1053 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7327 | 2.514 | 1.0825 | 1.1124 | 1.2047 | 1.0796 |
Largest Winning Trade | 354542 | 354542 | 65533 | 364538 | 364538 | 129453 |
Largest Losing Trade | -42670 | -36219 | -42670 | -162746 | -162746 | -86987 |
Avg Bars in Trades | 143 | 118 | 168 | 143 | 118 | 168 |
Avg Bars in Winners | 182 | 161 | 199 | 182 | 161 | 199 |
Avg Bars in Losers | 109 | 86 | 136 | 109 | 86 | 136 |
Bars Traded | 11061 | 4493 | 6568 | 11061 | 4493 | 6568 |
Profit Streak | 0 | 67.1065 | 0 | 0 | 67.1065 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37473 | 313524 | -231765 | -626651 | -581198 | -224303 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11523, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597305600000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760221997954, "expiration_time": 1765190736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } } }
{ "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": [ [ 361043.2639888105, 317999.0097169302, 43044.2542718803, -32983.2908678128, -107825.0046668277, 74841.713799015 ], [ 361.043264, 317.99901, 43.044254, -32.983291, -107.825005, 74.841714 ], [ 0.187994, 0.165581, 0.022413, -0.020838, 0, 0.029096 ], [ 10, 10, 10, 10, 10, 10 ], [ -185868, -134933, -89868, -501188, -495072, -189653 ], [ 1.52139, 1.828336, 1.139499, 0.976762, 0.876162, 1.136408 ], [ 77, 38, 39, 77, 38, 39 ], [ 36, 16, 20, 36, 16, 20 ], [ 41, 22, 19, 41, 22, 19 ], [ 46.753247, 42.105263, 51.282051, 46.753247, 42.105263, 51.282051 ], [ 1.732694, 2.513962, 1.082524, 1.112423, 1.204723, 1.079587 ], [ 354542, 354542, 65533, 364538, 364538, 129453 ], [ -42670, -36219, -42670, -162746, -162746, -86987 ], [ 143, 118, 168, 143, 118, 168 ], [ 182, 161, 199, 182, 161, 199 ], [ 109, 86, 136, 109, 86, 136 ], [ 11061, 4493, 6568, 11061, 4493, 6568 ], [ 0, 67.106458, 0, 0, 67.106458, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37473, 313524, -231765, -626651, -581198, -224303 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11523, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597305600000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760221997954, "expiration_time": 1765190736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } } }
# | 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) |
---|