Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563382.748 | 310027.791 | 253354.957 | 3027195.6918 | 486392.9447 | 2540802.7471 |
Total P&L (%) | 563.3827 | 310.0278 | 253.355 | 3027.1957 | 486.3929 | 2540.8027 |
Avg Daily Profit (%) | 0.2946 | 0.1621 | 0.1325 | 0.1802 | 0.0925 | 0.1713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70856 | -68077 | -121379 | -1447732 | -1689704 | -596144 |
Profit Factor | 2.2229 | 2.1742 | 2.2881 | 1.6258 | 1.1322 | 3.194 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 62.1951 | 63.4146 | 60.9756 | 62.1951 | 63.4146 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.3511 | 1.2544 | 1.4644 | 0.9882 | 0.6532 | 2.0441 |
Largest Winning Trade | 61634 | 61634 | 51853 | 1256514 | 1256514 | 1050707 |
Largest Losing Trade | -43253 | -43253 | -36168 | -1443330 | -1443330 | -596144 |
Avg Bars in Trades | 66 | 83 | 49 | 66 | 83 | 49 |
Avg Bars in Winners | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Losers | 82 | 114 | 52 | 82 | 114 | 52 |
Bars Traded | 5468 | 3437 | 2032 | 5468 | 3437 | 2032 |
Profit Streak | 51.6092 | 51.6092 | 297.9425 | 51.6092 | 51.6092 | 297.9425 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 217246 | 455802 | -10108 | 80560 | -143865 | 601309 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5737, "evaluation_days": 1912.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759502233197, "expiration_time": 1764435168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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": [ [ 563382.7479684924, 310027.7909647376, 253354.9570037543, 3027195.6917512435, 486392.9446856575, 2540802.7470655856 ], [ 563.382748, 310.027791, 253.354957, 3027.195692, 486.392945, 2540.802747 ], [ 0.294605, 0.16212, 0.132485, 0.18019, 0.092538, 0.171334 ], [ 10, 10, 10, 10, 10, 10 ], [ -70856, -68077, -121379, -1447732, -1689704, -596144 ], [ 2.222853, 2.174235, 2.288116, 1.625777, 1.132193, 3.193974 ], [ 82, 41, 41, 82, 41, 41 ], [ 51, 26, 25, 51, 26, 25 ], [ 31, 15, 16, 31, 15, 16 ], [ 62.195122, 63.414634, 60.97561, 62.195122, 63.414634, 60.97561 ], [ 1.351146, 1.254366, 1.464394, 0.988218, 0.653188, 2.044144 ], [ 61634, 61634, 51853, 1256514, 1256514, 1050707 ], [ -43253, -43253, -36168, -1443330, -1443330, -596144 ], [ 66, 83, 49, 66, 83, 49 ], [ 57, 66, 48, 57, 66, 48 ], [ 82, 114, 52, 82, 114, 52 ], [ 5468, 3437, 2032, 5468, 3437, 2032 ], [ 51.60918, 51.60918, 297.942514, 51.60918, 51.609181, 297.942514 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 217246, 455802, -10108, 80560, -143865, 601309 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5737, "evaluation_days": 1912.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759502233197, "expiration_time": 1764435168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 60, "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) |
---|