Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364711.629 | 287974.9304 | 76736.6985 | -13868.1003 | 51321.2491 | -65189.3494 |
Total P&L (%) | 364.7116 | 287.9749 | 76.7367 | -13.8681 | 51.3212 | -65.1893 |
Avg Daily Profit (%) | 0.1905 | 0.1504 | 0.0401 | -0.0078 | 0.0216 | -0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95244 | -89390 | -78644 | -601146 | -368783 | -392028 |
Profit Factor | 1.4163 | 1.6435 | 1.1791 | 0.9955 | 1.0325 | 0.9569 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 50.2994 | 49.3976 | 51.1905 | 50.2994 | 49.3976 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.3995 | 1.6836 | 1.1242 | 0.9837 | 1.0577 | 0.9124 |
Largest Winning Trade | 273167 | 273167 | 63021 | 256996 | 256996 | 152125 |
Largest Losing Trade | -78644 | -34471 | -78644 | -317191 | -138549 | -317191 |
Avg Bars in Trades | 22 | 15 | 28 | 22 | 15 | 28 |
Avg Bars in Winners | 26 | 16 | 36 | 26 | 16 | 36 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 3690 | 1298 | 2392 | 3690 | 1298 | 2392 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342921 | 360746 | -162813 | -579586 | -350223 | -580675 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3830, "evaluation_days": 1915, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720620520, "expiration_time": 1764672480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 364711.6289631636, 287974.9304245007, 76736.698538663, -13868.100286985, 51321.2491279343, -65189.349414919 ], [ 364.711629, 287.97493, 76.736699, -13.8681, 51.321249, -65.189349 ], [ 0.19045, 0.150379, 0.040071, -0.007796, 0.021633, -0.055089 ], [ 10, 10, 10, 10, 10, 10 ], [ -95244, -89390, -78644, -601146, -368783, -392028 ], [ 1.416327, 1.64349, 1.179081, 0.995511, 1.032545, 0.956895 ], [ 167, 83, 84, 167, 83, 84 ], [ 84, 41, 43, 84, 41, 43 ], [ 83, 42, 41, 83, 42, 41 ], [ 50.299401, 49.39759, 51.190476, 50.299401, 49.39759, 51.190476 ], [ 1.399466, 1.683575, 1.12424, 0.98366, 1.057729, 0.912388 ], [ 273167, 273167, 63021, 256996, 256996, 152125 ], [ -78644, -34471, -78644, -317191, -138549, -317191 ], [ 22, 15, 28, 22, 15, 28 ], [ 26, 16, 36, 26, 16, 36 ], [ 17, 14, 20, 17, 14, 20 ], [ 3690, 1298, 2392, 3690, 1298, 2392 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342921, 360746, -162813, -579586, -350223, -580675 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3830, "evaluation_days": 1915, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720620520, "expiration_time": 1764672480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|