| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 426832.6819 | 341479.4011 | 85353.2809 | -6145.3154 | -3995.9962 | -2149.3192 |
| Total P&L (%) | 426.8327 | 341.4794 | 85.3533 | -6.1453 | -3.996 | -2.1493 |
| Avg Daily Profit (%) | 0.2251 | 0.1801 | 0.045 | -0.0033 | -0.0022 | -0.0011 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130807 | -117179 | -115383 | -146168 | -111992 | -104187 |
| Profit Factor | 1.4087 | 1.6586 | 1.1623 | 0.9937 | 0.992 | 0.9955 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
| Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
| Profitability (%) | 51.3661 | 46.7391 | 56.044 | 51.3661 | 46.7391 | 56.044 |
| Ratio Avg Win / Avg Loss | 1.3338 | 1.89 | 0.9116 | 0.9408 | 1.1304 | 0.7808 |
| Largest Winning Trade | 250522 | 250522 | 58871 | 54818 | 54818 | 30992 |
| Largest Losing Trade | -62885 | -62885 | -55448 | -78813 | -40036 | -78813 |
| Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
| Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
| Bars Traded | 3500 | 1777 | 1723 | 3500 | 1777 | 1723 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359876 | 334556 | -175708 | -579364 | -580410 | -580027 |
{
"trading_pair": "SXP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3793,
"evaluation_days": 1896.5,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1604577600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062260576,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 54,
"offset": 163
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.28991
}
}
} {
"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": [
[
426832.6819289709,
341479.401072401,
85353.2808565698,
-6145.3153780865,
-3995.9961659887,
-2149.3192120978
],
[
426.832682,
341.479401,
85.353281,
-6.145315,
-3.995996,
-2.149319
],
[
0.225063,
0.180058,
0.045006,
-0.003344,
-0.00215,
-0.001146
],
[
10,
10,
10,
10,
10,
10
],
[
-130807,
-117179,
-115383,
-146168,
-111992,
-104187
],
[
1.408693,
1.658595,
1.162303,
0.993673,
0.99195,
0.995474
],
[
183,
92,
91,
183,
92,
91
],
[
94,
43,
51,
94,
43,
51
],
[
89,
49,
40,
89,
49,
40
],
[
51.36612,
46.73913,
56.043956,
51.36612,
46.73913,
56.043956
],
[
1.333762,
1.890027,
0.91161,
0.940818,
1.130361,
0.780764
],
[
250522,
250522,
58871,
54818,
54818,
30992
],
[
-62885,
-62885,
-55448,
-78813,
-40036,
-78813
],
[
19,
19,
18,
19,
19,
18
],
[
19,
19,
19,
19,
19,
19
],
[
18,
19,
18,
18,
19,
18
],
[
3500,
1777,
1723,
3500,
1777,
1723
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359876,
334556,
-175708,
-579364,
-580410,
-580027
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3793,
"evaluation_days": 1896.5,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1604577600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759062260576,
"expiration_time": 1763976528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 54,
"offset": 163
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.28991
}
}
}
| # | 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) |
|---|