| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 587569.9878 | 462798.0825 | 124771.9053 | 207904.5825 | 167010.7337 | 40893.8488 |
| Total P&L (%) | 587.57 | 462.7981 | 124.7719 | 207.9046 | 167.0107 | 40.8938 |
| Avg Daily Profit (%) | 0.3074 | 0.2422 | 0.0653 | 0.0589 | 0.0514 | 0.0179 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144424 | -126502 | -63096 | -592424 | -439996 | -322999 |
| Profit Factor | 1.9889 | 2.2817 | 1.5353 | 1.133 | 1.1901 | 1.0597 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
| Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
| Profitability (%) | 48.3146 | 36.3636 | 60 | 48.3146 | 36.3636 | 60 |
| Ratio Avg Win / Avg Loss | 2.1276 | 3.9929 | 1.0235 | 1.212 | 2.0826 | 0.7065 |
| Largest Winning Trade | 456650 | 456650 | 64279 | 505604 | 505604 | 215838 |
| Largest Losing Trade | -53602 | -40662 | -53602 | -315906 | -111192 | -315906 |
| Avg Bars in Trades | 124 | 110 | 137 | 124 | 110 | 137 |
| Avg Bars in Winners | 160 | 183 | 147 | 160 | 183 | 147 |
| Avg Bars in Losers | 90 | 69 | 123 | 90 | 69 | 123 |
| Bars Traded | 11063 | 4869 | 6194 | 11063 | 4869 | 6194 |
| Profit Streak | 50.0652 | 58.2318 | 50.0652 | 50.0652 | 58.2318 | 50.0652 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 479072 | 275086 | -102309 | -188029 | -139314 | -325624 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11467,
"evaluation_days": 1911.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597723200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759412029860,
"expiration_time": 1764360144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 239,
"offset": 0,
"a": 0.58747
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 71,
"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": [
[
587569.9878248177,
462798.0824989617,
124771.905325856,
207904.5825155435,
167010.7337218688,
40893.8487936743
],
[
587.569988,
462.798082,
124.771905,
207.904583,
167.010734,
40.893849
],
[
0.30744,
0.242154,
0.065286,
0.058862,
0.051402,
0.01794
],
[
10,
10,
10,
10,
10,
10
],
[
-144424,
-126502,
-63096,
-592424,
-439996,
-322999
],
[
1.988886,
2.281653,
1.53532,
1.132953,
1.190051,
1.059701
],
[
89,
44,
45,
89,
44,
45
],
[
43,
16,
27,
43,
16,
27
],
[
46,
28,
18,
46,
28,
18
],
[
48.314607,
36.363636,
60,
48.314607,
36.363636,
60
],
[
2.127645,
3.992893,
1.023546,
1.211996,
2.082589,
0.706467
],
[
456650,
456650,
64279,
505604,
505604,
215838
],
[
-53602,
-40662,
-53602,
-315906,
-111192,
-315906
],
[
124,
110,
137,
124,
110,
137
],
[
160,
183,
147,
160,
183,
147
],
[
90,
69,
123,
90,
69,
123
],
[
11063,
4869,
6194,
11063,
4869,
6194
],
[
50.06516,
58.231827,
50.06516,
50.06516,
58.231827,
50.06516
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
479072,
275086,
-102309,
-188029,
-139314,
-325624
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11467,
"evaluation_days": 1911.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597723200000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759412029860,
"expiration_time": 1764360144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 239,
"offset": 0,
"a": 0.58747
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 71,
"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) |
|---|