Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309722.5792 | 267024.7902 | 42697.789 | -34193.8124 | -74773.8828 | 40580.0704 |
Total P&L (%) | 309.7226 | 267.0248 | 42.6978 | -34.1938 | -74.7739 | 40.5801 |
Avg Daily Profit (%) | 0.1619 | 0.1396 | 0.0223 | -0.0219 | -0.072 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166987 | -105236 | -111976 | -420045 | -364217 | -216837 |
Profit Factor | 1.4579 | 1.8083 | 1.1234 | 0.9781 | 0.9076 | 1.0542 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 55.7252 | 60 | 51.5152 | 55.7252 | 60 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.1583 | 1.2055 | 1.0573 | 0.7771 | 0.6051 | 0.9922 |
Largest Winning Trade | 351124 | 351124 | 59054 | 276485 | 276485 | 99428 |
Largest Losing Trade | -45144 | -45144 | -36194 | -185109 | -185109 | -97964 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 49 | 32 | 68 | 49 | 32 | 68 |
Avg Bars in Losers | 31 | 36 | 27 | 31 | 36 | 27 |
Bars Traded | 5434 | 2221 | 3213 | 5434 | 2221 | 3213 |
Profit Streak | 0 | 19.4097 | 0 | 0 | 19.4097 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339594 | -134233 | -373839 | -579688 | -710604 | -457815 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5740, "evaluation_days": 1913.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599638400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571398881, "expiration_time": 1764524160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 179 } }, "second_band": { "type": "wma", "factors": { "length": 187, "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": [ [ 309722.5791902778, 267024.7902283172, 42697.7889619606, -34193.8124050535, -74773.8828013209, 40580.0703962675 ], [ 309.722579, 267.02479, 42.697789, -34.193812, -74.773883, 40.58007 ], [ 0.161876, 0.13956, 0.022316, -0.021868, -0.071958, 0.017803 ], [ 10, 10, 10, 10, 10, 10 ], [ -166987, -105236, -111976, -420045, -364217, -216837 ], [ 1.45787, 1.808322, 1.123369, 0.978055, 0.907601, 1.054184 ], [ 131, 65, 66, 131, 65, 66 ], [ 73, 39, 34, 73, 39, 34 ], [ 58, 26, 32, 58, 26, 32 ], [ 55.725191, 60, 51.515152, 55.725191, 60, 51.515152 ], [ 1.158308, 1.205548, 1.057289, 0.777085, 0.605067, 0.992173 ], [ 351124, 351124, 59054, 276485, 276485, 99428 ], [ -45144, -45144, -36194, -185109, -185109, -97964 ], [ 41, 34, 48, 41, 34, 48 ], [ 49, 32, 68, 49, 32, 68 ], [ 31, 36, 27, 31, 36, 27 ], [ 5434, 2221, 3213, 5434, 2221, 3213 ], [ 0, 19.409709, 0, 0, 19.409709, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339594, -134233, -373839, -579688, -710604, -457815 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5740, "evaluation_days": 1913.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599638400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571398881, "expiration_time": 1764524160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 179 } }, "second_band": { "type": "wma", "factors": { "length": 187, "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) |
---|