Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379787.0119 | 217554.5919 | 162232.42 | -126286.9053 | -30207.0187 | -96079.8866 |
Total P&L (%) | 379.787 | 217.5546 | 162.2324 | -126.2869 | -30.207 | -96.0799 |
Avg Daily Profit (%) | 0.1995 | 0.1143 | 0.0852 | 0 | -0.0189 | -0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213949 | -151753 | -120223 | -821293 | -621751 | -344311 |
Profit Factor | 1.2965 | 1.3568 | 1.2417 | 0.9394 | 0.9701 | 0.9105 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 132 | 64 | 68 | 127 | 66 | 61 |
Losing Trades | 104 | 54 | 50 | 109 | 52 | 57 |
Profitability (%) | 55.9322 | 54.2373 | 57.6271 | 53.8136 | 55.9322 | 51.6949 |
Ratio Avg Win / Avg Loss | 1.0215 | 1.1448 | 0.913 | 0.8062 | 0.7643 | 0.8508 |
Largest Winning Trade | 71493 | 71493 | 50235 | 223516 | 223516 | 122397 |
Largest Losing Trade | -104486 | -31663 | -104486 | -295379 | -231915 | -295379 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 14 | 13 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 17 | 18 | 16 | 15 | 15 | 15 |
Bars Traded | 3715 | 1847 | 1868 | 3715 | 1847 | 1868 |
Profit Streak | 0 | 0 | 0 | 35.9751 | 44.4751 | 35.9751 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358602 | -39399 | -80081 | -577332 | -578984 | -579977 |
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597968000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759706648039, "expiration_time": 1764599472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 58, "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": [ [ 379787.0119373615, 217554.591923803, 162232.4200135584, -126286.905274603, -30207.0186681966, -96079.8866064066 ], [ 379.787012, 217.554592, 162.23242, -126.286905, -30.207019, -96.079887 ], [ 0.19952, 0.114292, 0.085228, 0, -0.018892, -0.170018 ], [ 10, 10, 10, 10, 10, 10 ], [ -213949, -151753, -120223, -821293, -621751, -344311 ], [ 1.2965, 1.356761, 1.241742, 0.939359, 0.97005, 0.910535 ], [ 236, 118, 118, 236, 118, 118 ], [ 132, 64, 68, 127, 66, 61 ], [ 104, 54, 50, 109, 52, 57 ], [ 55.932203, 54.237288, 57.627119, 53.813559, 55.932203, 51.694915 ], [ 1.021484, 1.144767, 0.913046, 0.806221, 0.764282, 0.850828 ], [ 71493, 71493, 50235, 223516, 223516, 122397 ], [ -104486, -31663, -104486, -295379, -231915, -295379 ], [ 15, 15, 15, 15, 15, 15 ], [ 14, 13, 15, 15, 15, 15 ], [ 17, 18, 16, 15, 15, 15 ], [ 3715, 1847, 1868, 3715, 1847, 1868 ], [ 0, 0, 0, 35.975093, 44.475093, 35.975093 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358602, -39399, -80081, -577332, -578984, -579977 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597968000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759706648039, "expiration_time": 1764599472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 58, "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) |
---|