Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464291.978 | 326934.0057 | 137357.9723 | -2585843.8708 | -3510636.6968 | 924792.826 |
Total P&L (%) | 464.292 | 326.934 | 137.358 | -2585.8439 | -3510.6367 | 924.7928 |
Avg Daily Profit (%) | 0.2428 | 0.1709 | 0.0718 | 0 | 0 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178924 | -102231 | -179858 | -9509995 | -4852496 | -6009482 |
Profit Factor | 1.4399 | 1.668 | 1.2426 | 0.9147 | 0.767 | 1.0607 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 129 | 61 | 68 | 96 | 52 | 44 |
Losing Trades | 90 | 49 | 41 | 123 | 58 | 65 |
Profitability (%) | 58.9041 | 55.4545 | 62.3853 | 43.8356 | 47.2727 | 40.367 |
Ratio Avg Win / Avg Loss | 1.0046 | 1.3399 | 0.7492 | 1.1719 | 0.8555 | 1.5669 |
Largest Winning Trade | 82767 | 82767 | 42695 | 4176556 | 1342726 | 4176556 |
Largest Losing Trade | -178924 | -37105 | -178924 | -3187774 | -3187774 | -2071483 |
Avg Bars in Trades | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Winners | 27 | 21 | 32 | 38 | 40 | 37 |
Avg Bars in Losers | 42 | 41 | 44 | 29 | 21 | 37 |
Bars Traded | 7381 | 3332 | 4049 | 7381 | 3332 | 4049 |
Profit Streak | 56.4988 | 58.7488 | 56.4988 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454542 | 390421 | -97075 | -580362 | -582100 | -186720 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7650, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596391200000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759535899895, "expiration_time": 1764471600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 98, "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": [ [ 464291.9779939457, 326934.0056542834, 137357.9723396621, -2585843.87078223, -3510636.696755107, 924792.8259728762 ], [ 464.291978, 326.934006, 137.357972, -2585.843871, -3510.636697, 924.792826 ], [ 0.242767, 0.170946, 0.071821, 0, 0, 0.121751 ], [ 10, 10, 10, 10, 10, 10 ], [ -178924, -102231, -179858, -9509995, -4852496, -6009482 ], [ 1.439863, 1.668015, 1.242628, 0.914672, 0.767006, 1.060692 ], [ 219, 110, 109, 219, 110, 109 ], [ 129, 61, 68, 96, 52, 44 ], [ 90, 49, 41, 123, 58, 65 ], [ 58.90411, 55.454545, 62.385321, 43.835616, 47.272727, 40.366972 ], [ 1.004556, 1.339881, 0.749232, 1.171924, 0.855507, 1.566932 ], [ 82767, 82767, 42695, 4176556, 1342726, 4176556 ], [ -178924, -37105, -178924, -3187774, -3187774, -2071483 ], [ 33, 30, 37, 33, 30, 37 ], [ 27, 21, 32, 38, 40, 37 ], [ 42, 41, 44, 29, 21, 37 ], [ 7381, 3332, 4049, 7381, 3332, 4049 ], [ 56.498841, 58.748841, 56.498841, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454542, 390421, -97075, -580362, -582100, -186720 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7650, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596391200000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759535899895, "expiration_time": 1764471600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 98, "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) |
---|