Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456956.6087 | 288389.1494 | 168567.4593 | 100565.9659 | 34872.2516 | 65693.7143 |
Total P&L (%) | 456.9566 | 288.3891 | 168.5675 | 100.566 | 34.8723 | 65.6937 |
Avg Daily Profit (%) | 0.2387 | 0.1506 | 0.088 | 0.0364 | 0.0156 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135500 | -98604 | -123039 | -1105786 | -759658 | -570561 |
Profit Factor | 1.4271 | 1.6061 | 1.2837 | 1.0189 | 1.0141 | 1.023 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 63.1579 | 59.0476 | 67.3077 | 63.1579 | 59.0476 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.8325 | 1.1139 | 0.6235 | 0.5943 | 0.7033 | 0.4969 |
Largest Winning Trade | 44790 | 44790 | 35401 | 186485 | 164582 | 186485 |
Largest Losing Trade | -72842 | -49051 | -72842 | -356300 | -288921 | -356300 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Losers | 54 | 46 | 65 | 54 | 46 | 65 |
Bars Traded | 7494 | 3307 | 4187 | 7494 | 3307 | 4187 |
Profit Streak | 25.8908 | 25.8908 | 47.3908 | 25.8908 | 25.8908 | 47.3908 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412130 | 397655 | -73374 | -341473 | -379403 | -351118 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7659, "evaluation_days": 1914.75, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720962902, "expiration_time": 1764671832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 115, "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": [ [ 456956.6086906418, 288389.1494105878, 168567.4592800534, 100565.9659166618, 34872.2516459776, 65693.7142706842 ], [ 456.956609, 288.389149, 168.567459, 100.565966, 34.872252, 65.693714 ], [ 0.238651, 0.150615, 0.088036, 0.036355, 0.015625, 0.026376 ], [ 10, 10, 10, 10, 10, 10 ], [ -135500, -98604, -123039, -1105786, -759658, -570561 ], [ 1.427085, 1.606078, 1.283728, 1.018864, 1.014112, 1.022971 ], [ 209, 105, 104, 209, 105, 104 ], [ 132, 62, 70, 132, 62, 70 ], [ 77, 43, 34, 77, 43, 34 ], [ 63.157895, 59.047619, 67.307692, 63.157895, 59.047619, 67.307692 ], [ 0.832466, 1.113893, 0.623525, 0.594338, 0.703335, 0.496872 ], [ 44790, 44790, 35401, 186485, 164582, 186485 ], [ -72842, -49051, -72842, -356300, -288921, -356300 ], [ 35, 31, 40, 35, 31, 40 ], [ 24, 21, 28, 24, 21, 28 ], [ 54, 46, 65, 54, 46, 65 ], [ 7494, 3307, 4187, 7494, 3307, 4187 ], [ 25.890774, 25.890774, 47.390774, 25.890774, 25.890774, 47.390774 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412130, 397655, -73374, -341473, -379403, -351118 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7659, "evaluation_days": 1914.75, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720962902, "expiration_time": 1764671832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 115, "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) |
---|