| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 297461.9603 | 216645.1339 | 80816.8264 | 22086.7991 | 567924.8156 | -545838.0165 |
| Total P&L (%) | 297.462 | 216.6451 | 80.8168 | 22.0868 | 567.9248 | -545.838 |
| Avg Daily Profit (%) | 0.1558 | 0.1135 | 0.0423 | 0.0105 | 0.0995 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204635 | -121921 | -126910 | -3154545 | -1014645 | -2626792 |
| Profit Factor | 1.4799 | 1.9201 | 1.2102 | 1.0034 | 1.2424 | 0.8689 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 60.4651 | 65.1163 | 55.814 | 60.4651 | 65.1163 | 55.814 |
| Ratio Avg Win / Avg Loss | 0.9676 | 1.0286 | 0.9581 | 0.6561 | 0.6656 | 0.6879 |
| Largest Winning Trade | 75929 | 75929 | 69870 | 1022541 | 1022541 | 870467 |
| Largest Losing Trade | -69038 | -36575 | -69038 | -1430237 | -682653 | -1430237 |
| Avg Bars in Trades | 63 | 39 | 88 | 63 | 39 | 88 |
| Avg Bars in Winners | 68 | 41 | 100 | 68 | 41 | 100 |
| Avg Bars in Losers | 56 | 36 | 72 | 56 | 36 | 72 |
| Bars Traded | 5492 | 1703 | 3789 | 5492 | 1703 | 3789 |
| Profit Streak | 33.461 | 57.1277 | 0 | 33.461 | 57.1277 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329957 | -35939 | -137677 | -400416 | -58609 | -579973 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759172632887,
"expiration_time": 1764108864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 53,
"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": [
[
297461.96032842,
216645.1339414195,
80816.8263870009,
22086.7990634223,
567924.8156005859,
-545838.0165371629
],
[
297.46196,
216.645134,
80.816826,
22.086799,
567.924816,
-545.838017
],
[
0.155848,
0.113506,
0.042342,
0.010456,
0.099543,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-204635,
-121921,
-126910,
-3154545,
-1014645,
-2626792
],
[
1.47988,
1.920133,
1.210232,
1.003395,
1.242444,
0.868889
],
[
86,
43,
43,
86,
43,
43
],
[
52,
28,
24,
52,
28,
24
],
[
34,
15,
19,
34,
15,
19
],
[
60.465116,
65.116279,
55.813953,
60.465116,
65.116279,
55.813953
],
[
0.967614,
1.028643,
0.9581,
0.656066,
0.665595,
0.68787
],
[
75929,
75929,
69870,
1022541,
1022541,
870467
],
[
-69038,
-36575,
-69038,
-1430237,
-682653,
-1430237
],
[
63,
39,
88,
63,
39,
88
],
[
68,
41,
100,
68,
41,
100
],
[
56,
36,
72,
56,
36,
72
],
[
5492,
1703,
3789,
5492,
1703,
3789
],
[
33.461029,
57.127695,
0,
33.461029,
57.127695,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329957,
-35939,
-137677,
-400416,
-58609,
-579973
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759172632887,
"expiration_time": 1764108864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 53,
"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) |
|---|