Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555929.8105 | 341096.7722 | 214833.0383 | 1367017.4785 | -941400.9255 | 2308418.404 |
Total P&L (%) | 555.9298 | 341.0968 | 214.833 | 1367.0175 | -941.4009 | 2308.4184 |
Avg Daily Profit (%) | 0.2912 | 0.1787 | 0.1125 | 0.1408 | 0 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124985 | -103090 | -26589 | -6928880 | -6180721 | -1067789 |
Profit Factor | 1.8481 | 1.6507 | 2.6361 | 1.0819 | 0.9326 | 1.8463 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 70.7692 | 69.2308 | 72.3077 | 70.7692 | 69.2308 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.7634 | 0.7337 | 1.0096 | 0.4469 | 0.4145 | 0.7071 |
Largest Winning Trade | 51663 | 51663 | 21233 | 1493153 | 1493153 | 445233 |
Largest Losing Trade | -77113 | -77113 | -24214 | -2633161 | -2633161 | -477764 |
Avg Bars in Trades | 86 | 157 | 15 | 86 | 157 | 15 |
Avg Bars in Winners | 37 | 65 | 11 | 37 | 65 | 11 |
Avg Bars in Losers | 205 | 363 | 28 | 205 | 363 | 28 |
Bars Traded | 11275 | 10246 | 1029 | 11275 | 10246 | 1029 |
Profit Streak | 47.4193 | 47.4193 | 296.7527 | 47.4193 | 47.4193 | 296.7527 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488598 | -120840 | -165953 | -132728 | -709405 | -118619 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11455, "evaluation_days": 1909.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596038400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241031214, "expiration_time": 1764182160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 217, "offset": 0, "std": 1.68939 } } }
{ "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": [ [ 555929.810531641, 341096.7721966242, 214833.0383350165, 1367017.4785086906, -941400.9254565809, 2308418.40396527 ], [ 555.929811, 341.096772, 214.833038, 1367.017479, -941.400925, 2308.418404 ], [ 0.291189, 0.178662, 0.112527, 0.140779, 0, 0.166785 ], [ 10, 10, 10, 10, 10, 10 ], [ -124985, -103090, -26589, -6928880, -6180721, -1067789 ], [ 1.848111, 1.650723, 2.636066, 1.081931, 0.932551, 1.846306 ], [ 130, 65, 65, 130, 65, 65 ], [ 92, 45, 47, 92, 45, 47 ], [ 38, 20, 18, 38, 20, 18 ], [ 70.769231, 69.230769, 72.307692, 70.769231, 69.230769, 72.307692 ], [ 0.76335, 0.733655, 1.009557, 0.446885, 0.414467, 0.707096 ], [ 51663, 51663, 21233, 1493153, 1493153, 445233 ], [ -77113, -77113, -24214, -2633161, -2633161, -477764 ], [ 86, 157, 15, 86, 157, 15 ], [ 37, 65, 11, 37, 65, 11 ], [ 205, 363, 28, 205, 363, 28 ], [ 11275, 10246, 1029, 11275, 10246, 1029 ], [ 47.419343, 47.419343, 296.752676, 47.419343, 47.419343, 296.752676 ], [ 2, 1, 6, 2, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488598, -120840, -165953, -132728, -709405, -118619 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11455, "evaluation_days": 1909.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596038400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241031214, "expiration_time": 1764182160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 217, "offset": 0, "std": 1.68939 } } }
# | 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) |
---|