| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302059.5278 | 180491.4914 | 121568.0364 | 131363.8158 | 6903.1539 | 124460.6619 |
| Total P&L (%) | 302.0595 | 180.4915 | 121.568 | 131.3638 | 6.9032 | 124.4607 |
| Avg Daily Profit (%) | 0.1578 | 0.0943 | 0.0635 | 0.0438 | 0.0035 | 0.0422 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77009 | -82897 | -67433 | -82369 | -105065 | -66004 |
| Profit Factor | 1.6678 | 1.7195 | 1.6034 | 1.2389 | 1.022 | 1.5261 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Profitability (%) | 44.4444 | 44.898 | 44 | 44.4444 | 44.898 | 44 |
| Ratio Avg Win / Avg Loss | 2.0847 | 2.1103 | 2.0407 | 1.5486 | 1.2543 | 1.9423 |
| Largest Winning Trade | 235509 | 235509 | 45781 | 100141 | 100141 | 66053 |
| Largest Losing Trade | -32258 | -32258 | -25393 | -44991 | -44991 | -27322 |
| Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
| Avg Bars in Winners | 58 | 49 | 66 | 58 | 49 | 66 |
| Avg Bars in Losers | 19 | 14 | 23 | 19 | 14 | 23 |
| Bars Traded | 3626 | 1494 | 2133 | 3626 | 1494 | 2133 |
| Profit Streak | 54.5655 | 111.0655 | 54.5655 | 54.5655 | 111.0655 | 54.5655 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342216 | -65171 | -286932 | -134466 | -551558 | -315734 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671262925,
"expiration_time": 1764627984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 120
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 25,
"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": [
[
302059.527759243,
180491.4913916445,
121568.0363675983,
131363.8157599653,
6903.1538979693,
124460.6618619961
],
[
302.059528,
180.491491,
121.568036,
131.363816,
6.903154,
124.460662
],
[
0.157775,
0.094276,
0.063499,
0.043824,
0.003487,
0.042241
],
[
10,
10,
10,
10,
10,
10
],
[
-77009,
-82897,
-67433,
-82369,
-105065,
-66004
],
[
1.667795,
1.719519,
1.603394,
1.238855,
1.022026,
1.526115
],
[
99,
49,
50,
99,
49,
50
],
[
44,
22,
22,
44,
22,
22
],
[
55,
27,
28,
55,
27,
28
],
[
44.444444,
44.897959,
44,
44.444444,
44.897959,
44
],
[
2.084743,
2.110319,
2.040683,
1.548569,
1.254305,
1.942328
],
[
235509,
235509,
45781,
100141,
100141,
66053
],
[
-32258,
-32258,
-25393,
-44991,
-44991,
-27322
],
[
36,
30,
42,
36,
30,
42
],
[
58,
49,
66,
58,
49,
66
],
[
19,
14,
23,
19,
14,
23
],
[
3626,
1494,
2133,
3626,
1494,
2133
],
[
54.565543,
111.065543,
54.565543,
54.565543,
111.065543,
54.565543
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342216,
-65171,
-286932,
-134466,
-551558,
-315734
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671262925,
"expiration_time": 1764627984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 120
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 25,
"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) |
|---|