| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 403722.6982 | 236401.871 | 167320.8271 | -922854.845 | -285087.1088 | -637767.7361 |
| Total P&L (%) | 403.7227 | 236.4019 | 167.3208 | -922.8548 | -285.0871 | -637.7677 |
| Avg Daily Profit (%) | 0.212 | 0.1241 | 0.0879 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124242 | -89993 | -127795 | -1043637 | -451251 | -644834 |
| Profit Factor | 1.7928 | 1.9751 | 1.6271 | 0.4996 | 0.6762 | 0.3382 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 59 | 25 | 34 | 27 | 18 | 9 |
| Losing Trades | 26 | 17 | 9 | 58 | 24 | 34 |
| Profitability (%) | 69.4118 | 59.5238 | 79.0698 | 31.7647 | 42.8571 | 20.9302 |
| Ratio Avg Win / Avg Loss | 0.79 | 1.3431 | 0.4307 | 1.0731 | 0.9016 | 1.2775 |
| Largest Winning Trade | 86859 | 86859 | 58302 | 145248 | 145248 | 106834 |
| Largest Losing Trade | -124242 | -56710 | -124242 | -172126 | -172126 | -165836 |
| Avg Bars in Trades | 60 | 68 | 52 | 60 | 68 | 52 |
| Avg Bars in Winners | 41 | 47 | 37 | 100 | 101 | 98 |
| Avg Bars in Losers | 104 | 101 | 110 | 42 | 44 | 40 |
| Bars Traded | 5153 | 2896 | 2257 | 5153 | 2896 | 2257 |
| Profit Streak | 91.5224 | 0 | 294.8557 | 0 | 148.8557 | 0 |
| Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429346 | -23368 | -70100 | -585975 | -582938 | -626812 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5713,
"evaluation_days": 1904.33,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753933392,
"expiration_time": 1764673632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 138,
"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": [
[
403722.6981561061,
236401.8710082489,
167320.8271478571,
-922854.8449561688,
-285087.1088296639,
-637767.7361265048
],
[
403.722698,
236.401871,
167.320827,
-922.854845,
-285.087109,
-637.767736
],
[
0.212002,
0.124139,
0.087863,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-124242,
-89993,
-127795,
-1043637,
-451251,
-644834
],
[
1.792776,
1.975105,
1.627105,
0.499555,
0.676205,
0.338151
],
[
85,
42,
43,
85,
42,
43
],
[
59,
25,
34,
27,
18,
9
],
[
26,
17,
9,
58,
24,
34
],
[
69.411765,
59.52381,
79.069767,
31.764706,
42.857143,
20.930233
],
[
0.790037,
1.343071,
0.430704,
1.073119,
0.901606,
1.277459
],
[
86859,
86859,
58302,
145248,
145248,
106834
],
[
-124242,
-56710,
-124242,
-172126,
-172126,
-165836
],
[
60,
68,
52,
60,
68,
52
],
[
41,
47,
37,
100,
101,
98
],
[
104,
101,
110,
42,
44,
40
],
[
5153,
2896,
2257,
5153,
2896,
2257
],
[
91.522377,
0,
294.85571,
0,
148.855711,
0
],
[
1,
0,
7,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429346,
-23368,
-70100,
-585975,
-582938,
-626812
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5713,
"evaluation_days": 1904.33,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753933392,
"expiration_time": 1764673632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 54,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 138,
"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) |
|---|