Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340217.9167 | 299128.0647 | 41089.8521 | -139238.457 | 421.8539 | -139660.311 |
Total P&L (%) | 340.2179 | 299.1281 | 41.0899 | -139.2385 | 0.4219 | -139.6603 |
Avg Daily Profit (%) | 0.1776 | 0.1561 | 0.0214 | 0 | 0.0002 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189712 | -154033 | -148518 | -276504 | -180284 | -164380 |
Profit Factor | 1.1524 | 1.2665 | 1.037 | 0.8884 | 1.0007 | 0.7768 |
Total Trades | 575 | 287 | 288 | 575 | 287 | 288 |
Winning Trades | 297 | 145 | 152 | 279 | 145 | 134 |
Losing Trades | 278 | 142 | 136 | 296 | 142 | 154 |
Profitability (%) | 51.6522 | 50.5226 | 52.7778 | 48.5217 | 50.5226 | 46.5278 |
Ratio Avg Win / Avg Loss | 1.0787 | 1.2403 | 0.9278 | 0.9425 | 0.98 | 0.8927 |
Largest Winning Trade | 59132 | 59132 | 28847 | 38884 | 38884 | 19859 |
Largest Losing Trade | -113818 | -35829 | -113818 | -78053 | -25357 | -78053 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3769 | 1884 | 1885 | 3769 | 1884 | 1885 |
Profit Streak | 7.5921 | 17.0921 | 7.5921 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40851 | 341423 | -345559 | -578070 | -578446 | -580899 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3832, "evaluation_days": 1916, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596715200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759803155247, "expiration_time": 1764761472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.31507, "nb": 0.39846, "nc": 0.77749 } } }
{ "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": [ [ 340217.9167236006, 299128.0646692648, 41089.8520543358, -139238.4570411933, 421.8539409131, -139660.3109821066 ], [ 340.217917, 299.128065, 41.089852, -139.238457, 0.421854, -139.660311 ], [ 0.177567, 0.156121, 0.021446, 0, 0.00022, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189712, -154033, -148518, -276504, -180284, -164380 ], [ 1.152373, 1.266509, 1.037004, 0.888373, 1.000679, 0.776775 ], [ 575, 287, 288, 575, 287, 288 ], [ 297, 145, 152, 279, 145, 134 ], [ 278, 142, 136, 296, 142, 154 ], [ 51.652174, 50.522648, 52.777778, 48.521739, 50.522648, 46.527778 ], [ 1.078652, 1.240306, 0.927846, 0.942503, 0.979975, 0.892711 ], [ 59132, 59132, 28847, 38884, 38884, 19859 ], [ -113818, -35829, -113818, -78053, -25357, -78053 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 3769, 1884, 1885, 3769, 1884, 1885 ], [ 7.592074, 17.092074, 7.592074, 0, 0, 0 ], [ 2, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40851, 341423, -345559, -578070, -578446, -580899 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3832, "evaluation_days": 1916, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596715200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759803155247, "expiration_time": 1764761472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.31507, "nb": 0.39846, "nc": 0.77749 } } }
# | 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) |
---|