| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367476.5101 | 278723.8637 | 88752.6465 | 7788.6383 | -462725.9436 | 470514.5819 |
| Total P&L (%) | 367.4765 | 278.7239 | 88.7526 | 7.7886 | -462.7259 | 470.5146 |
| Avg Daily Profit (%) | 0.1931 | 0.1465 | 0.0466 | 0.0039 | 0 | 0.0916 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180495 | -113621 | -100986 | -1747221 | -1459495 | -626954 |
| Profit Factor | 1.3158 | 1.4553 | 1.161 | 1.0013 | 0.8726 | 1.1858 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Profitability (%) | 54.918 | 54.918 | 54.918 | 54.918 | 54.918 | 54.918 |
| Ratio Avg Win / Avg Loss | 1.0802 | 1.1947 | 0.953 | 0.8219 | 0.7163 | 0.9734 |
| Largest Winning Trade | 146090 | 146090 | 38554 | 452705 | 379541 | 452705 |
| Largest Losing Trade | -70263 | -47695 | -70263 | -439938 | -439938 | -338995 |
| Avg Bars in Trades | 92 | 95 | 89 | 92 | 95 | 89 |
| Avg Bars in Winners | 93 | 81 | 105 | 93 | 81 | 105 |
| Avg Bars in Losers | 91 | 112 | 71 | 91 | 112 | 71 |
| Bars Traded | 22593 | 11645 | 10948 | 22593 | 11645 | 10948 |
| 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 | 347660 | 142401 | -175348 | -572217 | -580370 | -88118 |
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22832,
"evaluation_days": 1902.67,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595980800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758891141300,
"expiration_time": 1764640454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 176,
"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": [
[
367476.510148707,
278723.8636646632,
88752.6464840437,
7788.6383187262,
-462725.9436096637,
470514.5819283894
],
[
367.47651,
278.723864,
88.752646,
7.788638,
-462.725944,
470.514582
],
[
0.193137,
0.146491,
0.046646,
0.003942,
0,
0.091564
],
[
10,
10,
10,
10,
10,
10
],
[
-180495,
-113621,
-100986,
-1747221,
-1459495,
-626954
],
[
1.315829,
1.455347,
1.160954,
1.001264,
0.872579,
1.185808
],
[
244,
122,
122,
244,
122,
122
],
[
134,
67,
67,
134,
67,
67
],
[
110,
55,
55,
110,
55,
55
],
[
54.918033,
54.918033,
54.918033,
54.918033,
54.918033,
54.918033
],
[
1.080158,
1.194688,
0.953022,
0.821933,
0.716296,
0.973425
],
[
146090,
146090,
38554,
452705,
379541,
452705
],
[
-70263,
-47695,
-70263,
-439938,
-439938,
-338995
],
[
92,
95,
89,
92,
95,
89
],
[
93,
81,
105,
93,
81,
105
],
[
91,
112,
71,
91,
112,
71
],
[
22593,
11645,
10948,
22593,
11645,
10948
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347660,
142401,
-175348,
-572217,
-580370,
-88118
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22832,
"evaluation_days": 1902.67,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595980800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758891141300,
"expiration_time": 1764640454400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 176,
"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) |
|---|