Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303024.3037 | 265614.623 | 37409.6807 | -87442.824 | 1106190.5286 | -1193633.3526 |
Total P&L (%) | 303.0243 | 265.6146 | 37.4097 | -87.4428 | 1106.1905 | -1193.6334 |
Avg Daily Profit (%) | 0.1577 | 0.1383 | 0.0195 | -0.108 | 0.1297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227699 | -113994 | -184190 | -1493266 | -224721 | -1669607 |
Profit Factor | 1.2057 | 1.412 | 1.0451 | 0.967 | 3.1306 | 0.4401 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 58.0769 | 53.8462 | 62.3077 | 58.0769 | 53.8462 | 62.3077 |
Ratio Avg Win / Avg Loss | 0.8703 | 1.2103 | 0.6322 | 0.698 | 2.6834 | 0.2662 |
Largest Winning Trade | 47571 | 47571 | 34872 | 366876 | 366876 | 123723 |
Largest Losing Trade | -79852 | -39446 | -79852 | -812481 | -62940 | -812481 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3808 | 1920 | 1888 | 3808 | 1920 | 1888 |
Profit Streak | 8.3158 | 19.3158 | 8.3158 | 8.3158 | 19.3158 | 8.3158 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320827 | -6553 | -339499 | -576966 | -12339 | -578441 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3842, "evaluation_days": 1921, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594296000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760254486261, "expiration_time": 1765206432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3427, "nb": 0.1, "nc": 0.46272 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
{ "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": [ [ 303024.303747625, 265614.6230444091, 37409.6807032157, -87442.8239702295, 1106190.5286410444, -1193633.3526112752 ], [ 303.024304, 265.614623, 37.409681, -87.442824, 1106.190529, -1193.633353 ], [ 0.157743, 0.138269, 0.019474, -0.107952, 0.129707, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -227699, -113994, -184190, -1493266, -224721, -1669607 ], [ 1.20566, 1.412036, 1.045138, 0.967015, 3.130638, 0.440077 ], [ 260, 130, 130, 260, 130, 130 ], [ 151, 70, 81, 151, 70, 81 ], [ 109, 60, 49, 109, 60, 49 ], [ 58.076923, 53.846154, 62.307692, 58.076923, 53.846154, 62.307692 ], [ 0.870311, 1.210317, 0.632244, 0.698044, 2.683404, 0.26622 ], [ 47571, 47571, 34872, 366876, 366876, 123723 ], [ -79852, -39446, -79852, -812481, -62940, -812481 ], [ 14, 14, 14, 14, 14, 14 ], [ 12, 11, 12, 12, 11, 12 ], [ 18, 18, 18, 18, 18, 18 ], [ 3808, 1920, 1888, 3808, 1920, 1888 ], [ 8.315813, 19.315813, 8.315813, 8.315813, 19.315813, 8.315813 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320827, -6553, -339499, -576966, -12339, -578441 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3842, "evaluation_days": 1921, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594296000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760254486261, "expiration_time": 1765206432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3427, "nb": 0.1, "nc": 0.46272 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
# | 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) |
---|