Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306328.7565 | 182422.9893 | 123905.7672 | -35122.384 | -66278.1725 | 31155.7885 |
Total P&L (%) | 306.3288 | 182.423 | 123.9058 | -35.1224 | -66.2782 | 31.1558 |
Avg Daily Profit (%) | 0.1613 | 0.096 | 0.0652 | -0.0228 | -0.0572 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221405 | -131127 | -202036 | -151119 | -97536 | -69558 |
Profit Factor | 1.3092 | 1.3771 | 1.2444 | 0.8895 | 0.6399 | 1.233 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 48.6486 | 49.4624 | 47.8261 | 48.6486 | 49.4624 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.382 | 1.4071 | 1.3576 | 0.9389 | 0.6538 | 1.345 |
Largest Winning Trade | 144359 | 144359 | 52633 | 53963 | 22482 | 53963 |
Largest Losing Trade | -57664 | -56857 | -57664 | -38826 | -38826 | -21383 |
Avg Bars in Trades | 121 | 102 | 140 | 121 | 102 | 140 |
Avg Bars in Winners | 131 | 91 | 173 | 131 | 91 | 173 |
Avg Bars in Losers | 111 | 112 | 110 | 111 | 112 | 110 |
Bars Traded | 22412 | 9500 | 12912 | 22412 | 9500 | 12912 |
Profit Streak | 9.6626 | 9.6626 | 17.9126 | 9.6626 | 9.6626 | 17.9126 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323302 | -64057 | -106178 | -579227 | -580627 | -177189 |
{ "trading_pair": "SXP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22795, "evaluation_days": 1899.58, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1596664800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413246665, "expiration_time": 1765314864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 197, "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": [ [ 306328.7565490031, 182422.9893441072, 123905.767204896, -35122.3839628381, -66278.1724656061, 31155.788502768 ], [ 306.328757, 182.422989, 123.905767, -35.122384, -66.278172, 31.155789 ], [ 0.161261, 0.096033, 0.065228, -0.022774, -0.057208, 0.014279 ], [ 10, 10, 10, 10, 10, 10 ], [ -221405, -131127, -202036, -151119, -97536, -69558 ], [ 1.30922, 1.377123, 1.244426, 0.889474, 0.639861, 1.232956 ], [ 185, 93, 92, 185, 93, 92 ], [ 90, 46, 44, 90, 46, 44 ], [ 95, 47, 48, 95, 47, 48 ], [ 48.648649, 49.462366, 47.826087, 48.648649, 49.462366, 47.826087 ], [ 1.381955, 1.40706, 1.357555, 0.93889, 0.653771, 1.345043 ], [ 144359, 144359, 52633, 53963, 22482, 53963 ], [ -57664, -56857, -57664, -38826, -38826, -21383 ], [ 121, 102, 140, 121, 102, 140 ], [ 131, 91, 173, 131, 91, 173 ], [ 111, 112, 110, 111, 112, 110 ], [ 22412, 9500, 12912, 22412, 9500, 12912 ], [ 9.662577, 9.662577, 17.912577, 9.662577, 9.662577, 17.912577 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323302, -64057, -106178, -579227, -580627, -177189 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22795, "evaluation_days": 1899.58, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1596664800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413246665, "expiration_time": 1765314864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 197, "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) |
---|