Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424148.0217 | 289422.8041 | 134725.2176 | 228620.2287 | 86479.283 | 142140.9456 |
Total P&L (%) | 424.148 | 289.4228 | 134.7252 | 228.6202 | 86.4793 | 142.1409 |
Avg Daily Profit (%) | 0.2218 | 0.1514 | 0.0705 | 0.0622 | 0.0326 | 0.0463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283328 | -162181 | -148578 | -354186 | -376225 | -141498 |
Profit Factor | 1.3466 | 1.4811 | 1.2166 | 1.1341 | 1.0893 | 1.1928 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 55.1587 | 52.381 | 57.9365 | 55.1587 | 52.381 | 57.9365 |
Ratio Avg Win / Avg Loss | 1.0947 | 1.3464 | 0.8833 | 0.922 | 0.9903 | 0.866 |
Largest Winning Trade | 92262 | 92262 | 38930 | 157697 | 157697 | 69600 |
Largest Losing Trade | -59715 | -32359 | -59715 | -84109 | -73982 | -84109 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3570 | 1781 | 1789 | 3570 | 1781 | 1789 |
Profit Streak | 33.024 | 33.024 | 54.024 | 33.024 | 33.024 | 54.024 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429957 | 351287 | -98455 | -180744 | -271893 | -138703 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3824, "evaluation_days": 1912, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759494877635, "expiration_time": 1764405504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.70583 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "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": [ [ 424148.0217340364, 289422.8040845092, 134725.2176495272, 228620.2286507915, 86479.2830333464, 142140.9456174451 ], [ 424.148022, 289.422804, 134.725218, 228.620229, 86.479283, 142.140946 ], [ 0.221835, 0.151372, 0.070463, 0.062244, 0.032597, 0.046263 ], [ 10, 10, 10, 10, 10, 10 ], [ -283328, -162181, -148578, -354186, -376225, -141498 ], [ 1.346598, 1.481066, 1.216559, 1.134088, 1.089347, 1.192836 ], [ 252, 126, 126, 252, 126, 126 ], [ 139, 66, 73, 139, 66, 73 ], [ 113, 60, 53, 113, 60, 53 ], [ 55.15873, 52.380952, 57.936508, 55.15873, 52.380952, 57.936508 ], [ 1.094716, 1.346423, 0.883255, 0.921956, 0.990316, 0.866032 ], [ 92262, 92262, 38930, 157697, 157697, 69600 ], [ -59715, -32359, -59715, -84109, -73982, -84109 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 3570, 1781, 1789, 3570, 1781, 1789 ], [ 33.024047, 33.024047, 54.024047, 33.024047, 33.024047, 54.024047 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429957, 351287, -98455, -180744, -271893, -138703 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3824, "evaluation_days": 1912, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759494877635, "expiration_time": 1764405504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.70583 } }, "second_band": { "type": "sinwma", "factors": { "length": 240, "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) |
---|