| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391869.255 | 290557.3504 | 101311.9046 | -8123.1334 | 228081.6111 | -236204.7444 |
| Total P&L (%) | 391.8693 | 290.5574 | 101.3119 | -8.1231 | 228.0816 | -236.2047 |
| Avg Daily Profit (%) | 0.2054 | 0.1523 | 0.0531 | -0.0044 | 0.0623 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148519 | -103052 | -107438 | -691085 | -427949 | -478892 |
| Profit Factor | 1.2388 | 1.3491 | 1.1253 | 0.9985 | 1.0825 | 0.916 |
| Total Trades | 445 | 222 | 223 | 445 | 222 | 223 |
| Winning Trades | 221 | 104 | 117 | 221 | 104 | 117 |
| Losing Trades | 224 | 118 | 106 | 224 | 118 | 106 |
| Profitability (%) | 49.6629 | 46.8468 | 52.4664 | 49.6629 | 46.8468 | 52.4664 |
| Ratio Avg Win / Avg Loss | 1.2556 | 1.5307 | 1.0195 | 1.0121 | 1.2282 | 0.8299 |
| Largest Winning Trade | 107278 | 107278 | 47980 | 265518 | 265518 | 199274 |
| Largest Losing Trade | -74196 | -28318 | -74196 | -349090 | -156030 | -349090 |
| Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
| Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Losers | 15 | 17 | 11 | 15 | 17 | 11 |
| Bars Traded | 7422 | 4044 | 3378 | 7422 | 4044 | 3378 |
| Profit Streak | 0 | 15.1888 | 0 | 0 | 15.1888 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354567 | 356813 | -203529 | -576638 | -238344 | -579568 |
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7633,
"evaluation_days": 1908.25,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759163515397,
"expiration_time": 1764093384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 2,
"offset": 62
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 125,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
391869.2550176822,
290557.3503759996,
101311.9046416829,
-8123.1333644724,
228081.6110820004,
-236204.7444464719
],
[
391.869255,
290.55735,
101.311905,
-8.123133,
228.081611,
-236.204744
],
[
0.205355,
0.152264,
0.053092,
-0.00444,
0.06228,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148519,
-103052,
-107438,
-691085,
-427949,
-478892
],
[
1.238789,
1.34907,
1.125278,
0.998543,
1.082496,
0.91601
],
[
445,
222,
223,
445,
222,
223
],
[
221,
104,
117,
221,
104,
117
],
[
224,
118,
106,
224,
118,
106
],
[
49.662921,
46.846847,
52.466368,
49.662921,
46.846847,
52.466368
],
[
1.255605,
1.530676,
1.019483,
1.012098,
1.228216,
0.82989
],
[
107278,
107278,
47980,
265518,
265518,
199274
],
[
-74196,
-28318,
-74196,
-349090,
-156030,
-349090
],
[
16,
18,
15,
16,
18,
15
],
[
18,
18,
18,
18,
18,
18
],
[
15,
17,
11,
15,
17,
11
],
[
7422,
4044,
3378,
7422,
4044,
3378
],
[
0,
15.188835,
0,
0,
15.188836,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354567,
356813,
-203529,
-576638,
-238344,
-579568
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7633,
"evaluation_days": 1908.25,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759163515397,
"expiration_time": 1764093384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 2,
"offset": 62
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 125,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|