| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347943.1283 | 261311.9707 | 86631.1576 | 44861.8812 | -205982.7592 | 250844.6403 |
| Total P&L (%) | 347.9431 | 261.312 | 86.6312 | 44.8619 | -205.9828 | 250.8446 |
| Avg Daily Profit (%) | 0.1824 | 0.137 | 0.0454 | 0.0194 | 0 | 0.0658 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126147 | -121708 | -36546 | -624491 | -724304 | -122077 |
| Profit Factor | 1.4077 | 1.4097 | 1.4021 | 1.0162 | 0.9085 | 1.4804 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 153 | 81 | 72 | 153 | 81 | 72 |
| Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
| Profitability (%) | 70.5069 | 74.3119 | 66.6667 | 70.5069 | 74.3119 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.5889 | 0.4873 | 0.701 | 0.4251 | 0.3141 | 0.7402 |
| Largest Winning Trade | 52734 | 52734 | 23832 | 199702 | 199702 | 79548 |
| Largest Losing Trade | -77431 | -77431 | -31678 | -382417 | -382417 | -98884 |
| Avg Bars in Trades | 26 | 47 | 4 | 26 | 47 | 4 |
| Avg Bars in Winners | 10 | 17 | 2 | 10 | 17 | 2 |
| Avg Bars in Losers | 63 | 135 | 6 | 63 | 135 | 6 |
| Bars Traded | 5673 | 5217 | 456 | 5673 | 5217 | 456 |
| Profit Streak | 49.9114 | 50.2447 | 49.9114 | 49.9114 | 50.2447 | 49.9114 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439950 | -6462 | -129638 | -367423 | -576129 | -101957 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1908,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1595232000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759125141668,
"expiration_time": 1764049536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 34,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
347943.1283078544,
261311.9706804723,
86631.1576273821,
44861.8811584541,
-205982.7591836301,
250844.6403420839
],
[
347.943128,
261.311971,
86.631158,
44.861881,
-205.982759,
250.84464
],
[
0.18236,
0.136956,
0.045404,
0.019426,
0,
0.065806
],
[
10,
10,
10,
10,
10,
10
],
[
-126147,
-121708,
-36546,
-624491,
-724304,
-122077
],
[
1.407739,
1.409651,
1.402079,
1.016173,
0.908521,
1.48039
],
[
217,
109,
108,
217,
109,
108
],
[
153,
81,
72,
153,
81,
72
],
[
64,
28,
36,
64,
28,
36
],
[
70.506912,
74.311927,
66.666667,
70.506912,
74.311927,
66.666667
],
[
0.588858,
0.487287,
0.70104,
0.425066,
0.314057,
0.740195
],
[
52734,
52734,
23832,
199702,
199702,
79548
],
[
-77431,
-77431,
-31678,
-382417,
-382417,
-98884
],
[
26,
47,
4,
26,
47,
4
],
[
10,
17,
2,
10,
17,
2
],
[
63,
135,
6,
63,
135,
6
],
[
5673,
5217,
456,
5673,
5217,
456
],
[
49.911362,
50.244695,
49.911362,
49.911362,
50.244695,
49.911362
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439950,
-6462,
-129638,
-367423,
-576129,
-101957
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5724,
"evaluation_days": 1908,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1595232000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759125141668,
"expiration_time": 1764049536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 34,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|