Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473802.4058 | 291459.2483 | 182343.1575 | 129287.7686 | 521641.8003 | -392354.0316 |
Total P&L (%) | 473.8024 | 291.4592 | 182.3432 | 129.2878 | 521.6418 | -392.354 |
Avg Daily Profit (%) | 0.2473 | 0.1521 | 0.0952 | 0.0433 | 0.0954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138039 | -83744 | -146778 | -605570 | -212933 | -822477 |
Profit Factor | 1.38 | 1.5537 | 1.253 | 1.0442 | 1.5295 | 0.7979 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 55.9859 | 55.6338 | 56.338 | 55.9859 | 55.6338 | 56.338 |
Ratio Avg Win / Avg Loss | 1.0849 | 1.2391 | 0.9711 | 0.8209 | 1.2197 | 0.6184 |
Largest Winning Trade | 57196 | 57196 | 35130 | 119252 | 115825 | 119252 |
Largest Losing Trade | -78560 | -33555 | -78560 | -366358 | -75435 | -366358 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 11216 | 4588 | 6628 | 11216 | 4588 | 6628 |
Profit Streak | 45.6555 | 108.3222 | 45.6555 | 45.6555 | 108.3222 | 45.6555 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446553 | 389802 | -66131 | -304834 | -61686 | -579146 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11494, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597017600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808636835, "expiration_time": 1764760608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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": [ [ 473802.405805754, 291459.2482579667, 182343.1575477874, 129287.7686332735, 521641.8002581098, -392354.0316248368 ], [ 473.802406, 291.459248, 182.343158, 129.287769, 521.6418, -392.354032 ], [ 0.24733, 0.152145, 0.095185, 0.043326, 0.095427, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -138039, -83744, -146778, -605570, -212933, -822477 ], [ 1.37995, 1.553734, 1.253022, 1.044174, 1.529483, 0.797924 ], [ 284, 142, 142, 284, 142, 142 ], [ 159, 79, 80, 159, 79, 80 ], [ 125, 63, 62, 125, 63, 62 ], [ 55.985915, 55.633803, 56.338028, 55.985915, 55.633803, 56.338028 ], [ 1.084866, 1.239054, 0.971092, 0.820891, 1.219715, 0.618391 ], [ 57196, 57196, 35130, 119252, 115825, 119252 ], [ -78560, -33555, -78560, -366358, -75435, -366358 ], [ 39, 32, 46, 39, 32, 46 ], [ 34, 24, 44, 34, 24, 44 ], [ 45, 41, 48, 45, 41, 48 ], [ 11216, 4588, 6628, 11216, 4588, 6628 ], [ 45.655519, 108.322185, 45.655519, 45.655519, 108.322186, 45.655519 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446553, 389802, -66131, -304834, -61686, -579146 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11494, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597017600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808636835, "expiration_time": 1764760608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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) |
---|