| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 288191.3342 | 167053.1247 | 121138.2094 | 35190.1792 | 18311.3776 | 16878.8015 |
| Total P&L (%) | 288.1913 | 167.0531 | 121.1382 | 35.1902 | 18.3114 | 16.8788 |
| Avg Daily Profit (%) | 0.151 | 0.0875 | 0.0635 | 0.0158 | 0.0088 | 0.0082 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121842 | -126786 | -145741 | -111841 | -66005 | -142578 |
| Profit Factor | 1.3226 | 1.3669 | 1.2765 | 1.0546 | 1.0572 | 1.052 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
| Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
| Profitability (%) | 50.4808 | 45.1923 | 55.7692 | 50.4808 | 45.1923 | 55.7692 |
| Ratio Avg Win / Avg Loss | 1.2974 | 1.6577 | 1.0124 | 1.0345 | 1.2821 | 0.8343 |
| Largest Winning Trade | 102656 | 102656 | 59679 | 56652 | 56652 | 25433 |
| Largest Losing Trade | -61166 | -28654 | -61166 | -55900 | -26071 | -55900 |
| Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
| Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
| Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
| Bars Traded | 5493 | 2839 | 2654 | 5493 | 2839 | 2654 |
| Profit Streak | 16.5892 | 0 | 28.5892 | 16.5892 | 0 | 28.5892 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339367 | -76352 | -106938 | -332882 | -348556 | -354594 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5725,
"evaluation_days": 1908.33,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598976000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760105308725,
"expiration_time": 1765029600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
288191.3341636239,
167053.1247375403,
121138.2094260834,
35190.1791721647,
18311.3776281708,
16878.8015439939
],
[
288.191334,
167.053125,
121.138209,
35.190179,
18.311378,
16.878802
],
[
0.151018,
0.087539,
0.063479,
0.015801,
0.008812,
0.008173
],
[
10,
10,
10,
10,
10,
10
],
[
-121842,
-126786,
-145741,
-111841,
-66005,
-142578
],
[
1.322597,
1.366916,
1.276535,
1.054573,
1.057192,
1.05199
],
[
208,
104,
104,
208,
104,
104
],
[
105,
47,
58,
105,
47,
58
],
[
103,
57,
46,
103,
57,
46
],
[
50.480769,
45.192308,
55.769231,
50.480769,
45.192308,
55.769231
],
[
1.297405,
1.657749,
1.012424,
1.034486,
1.282127,
0.834337
],
[
102656,
102656,
59679,
56652,
56652,
25433
],
[
-61166,
-28654,
-61166,
-55900,
-26071,
-55900
],
[
26,
27,
25,
26,
27,
25
],
[
27,
26,
27,
27,
26,
27
],
[
25,
27,
22,
25,
27,
22
],
[
5493,
2839,
2654,
5493,
2839,
2654
],
[
16.589221,
0,
28.589221,
16.589221,
0,
28.589221
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339367,
-76352,
-106938,
-332882,
-348556,
-354594
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5725,
"evaluation_days": 1908.33,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598976000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760105308725,
"expiration_time": 1765029600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|