Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339506.3392 | 246126.9671 | 93379.3722 | 2326.3194 | -183772.4155 | 186098.7349 |
Total P&L (%) | 339.5063 | 246.127 | 93.3794 | 2.3263 | -183.7724 | 186.0987 |
Avg Daily Profit (%) | 0.1767 | 0.1281 | 0.0486 | 0.0012 | 0 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144285 | -118608 | -111482 | -809758 | -697144 | -335831 |
Profit Factor | 1.4927 | 1.6049 | 1.3309 | 1.001 | 0.8765 | 1.199 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 51.7857 | 44.6429 | 58.9286 | 51.7857 | 44.6429 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.3898 | 1.9901 | 0.9276 | 0.9319 | 1.0869 | 0.8357 |
Largest Winning Trade | 264159 | 264159 | 60922 | 369449 | 369449 | 182218 |
Largest Losing Trade | -54019 | -35142 | -54019 | -220472 | -195126 | -220472 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 5195 | 2587 | 2608 | 5195 | 2587 | 2608 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331666 | -201075 | -308284 | -577596 | -761250 | -302006 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5763, "evaluation_days": 1921, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760233383073, "expiration_time": 1765206432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 339506.3392243545, 246126.9670502649, 93379.3721740897, 2326.3194290611, -183772.4155088343, 186098.7349378956 ], [ 339.506339, 246.126967, 93.379372, 2.326319, -183.772416, 186.098735 ], [ 0.176734, 0.128124, 0.04861, 0.001197, 0, 0.054735 ], [ 10, 10, 10, 10, 10, 10 ], [ -144285, -118608, -111482, -809758, -697144, -335831 ], [ 1.492732, 1.604939, 1.330937, 1.00096, 0.876497, 1.199011 ], [ 112, 56, 56, 112, 56, 56 ], [ 58, 25, 33, 58, 25, 33 ], [ 54, 31, 23, 54, 31, 23 ], [ 51.785714, 44.642857, 58.928571, 51.785714, 44.642857, 58.928571 ], [ 1.389785, 1.990124, 0.927623, 0.931928, 1.086857, 0.835675 ], [ 264159, 264159, 60922, 369449, 369449, 182218 ], [ -54019, -35142, -54019, -220472, -195126, -220472 ], [ 46, 46, 46, 46, 46, 46 ], [ 62, 64, 60, 62, 64, 60 ], [ 29, 31, 26, 29, 31, 26 ], [ 5195, 2587, 2608, 5195, 2587, 2608 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331666, -201075, -308284, -577596, -761250, -302006 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5763, "evaluation_days": 1921, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760233383073, "expiration_time": 1765206432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|