Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350886.3172 | 226095.472 | 124790.8452 | 114663.5204 | -439034.9296 | 553698.45 |
Total P&L (%) | 350.8863 | 226.0955 | 124.7908 | 114.6635 | -439.0349 | 553.6985 |
Avg Daily Profit (%) | 0.1838 | 0.1184 | 0.0654 | 0.04 | 0 | 0.0984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156462 | -121427 | -67529 | -1711118 | -1444715 | -432247 |
Profit Factor | 1.3645 | 1.3772 | 1.3437 | 1.0243 | 0.8734 | 1.4441 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 243 | 129 | 114 | 243 | 129 | 114 |
Losing Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Profitability (%) | 76.6562 | 81.1321 | 72.1519 | 76.6562 | 81.1321 | 72.1519 |
Ratio Avg Win / Avg Loss | 0.4155 | 0.3203 | 0.5186 | 0.3119 | 0.2031 | 0.5574 |
Largest Winning Trade | 20526 | 20526 | 18955 | 248133 | 248133 | 192633 |
Largest Losing Trade | -76464 | -76464 | -32501 | -722148 | -722148 | -274759 |
Avg Bars in Trades | 35 | 60 | 10 | 35 | 60 | 10 |
Avg Bars in Winners | 11 | 15 | 5 | 11 | 15 | 5 |
Avg Bars in Losers | 115 | 250 | 24 | 115 | 250 | 24 |
Bars Traded | 11275 | 9577 | 1698 | 11275 | 9577 | 1698 |
Profit Streak | 70.2232 | 81.8898 | 70.2232 | 70.2232 | 81.8898 | 70.2232 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469273 | -29957 | -102119 | -328141 | -574719 | -57056 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11455, "evaluation_days": 1909.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596326400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759238482096, "expiration_time": 1764182160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 1.56419 } } }
{ "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": [ [ 350886.3172227042, 226095.4720103307, 124790.8452123741, 114663.5204490963, -439034.9295959428, 553698.4500450382 ], [ 350.886317, 226.095472, 124.790845, 114.66352, -439.03493, 553.69845 ], [ 0.18379, 0.118426, 0.065364, 0.04002, 0, 0.098388 ], [ 10, 10, 10, 10, 10, 10 ], [ -156462, -121427, -67529, -1711118, -1444715, -432247 ], [ 1.36454, 1.377178, 1.343677, 1.024325, 0.873366, 1.444054 ], [ 317, 159, 158, 317, 159, 158 ], [ 243, 129, 114, 243, 129, 114 ], [ 74, 30, 44, 74, 30, 44 ], [ 76.656151, 81.132075, 72.151899, 76.656151, 81.132075, 72.151899 ], [ 0.415539, 0.320274, 0.518612, 0.311934, 0.203108, 0.557354 ], [ 20526, 20526, 18955, 248133, 248133, 192633 ], [ -76464, -76464, -32501, -722148, -722148, -274759 ], [ 35, 60, 10, 35, 60, 10 ], [ 11, 15, 5, 11, 15, 5 ], [ 115, 250, 24, 115, 250, 24 ], [ 11275, 9577, 1698, 11275, 9577, 1698 ], [ 70.223172, 81.889839, 70.223172, 70.223172, 81.889839, 70.223172 ], [ 9, 6, 4, 9, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469273, -29957, -102119, -328141, -574719, -57056 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11455, "evaluation_days": 1909.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596326400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759238482096, "expiration_time": 1764182160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 1.56419 } } }
# | 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) |
---|