| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 409536.0465 | 306902.6722 | 102633.3743 | 123439.774 | -17359.5821 | 140799.3562 |
| Total P&L (%) | 409.536 | 306.9027 | 102.6334 | 123.4398 | -17.3596 | 140.7994 |
| Avg Daily Profit (%) | 0.2139 | 0.1603 | 0.0536 | 0.042 | -0.01 | 0.0459 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118468 | -70661 | -77123 | -642688 | -314557 | -366167 |
| Profit Factor | 1.7968 | 2.2895 | 1.3719 | 1.0712 | 0.9804 | 1.1656 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 54.5455 | 48.4848 | 60.6061 | 54.5455 | 48.4848 | 60.6061 |
| Ratio Avg Win / Avg Loss | 1.4973 | 2.4326 | 0.8917 | 0.8926 | 1.0416 | 0.7576 |
| Largest Winning Trade | 286736 | 286736 | 67728 | 255559 | 236717 | 255559 |
| Largest Losing Trade | -57316 | -31018 | -57316 | -254734 | -193660 | -254734 |
| Avg Bars in Trades | 56 | 38 | 73 | 56 | 38 | 73 |
| Avg Bars in Winners | 74 | 51 | 93 | 74 | 51 | 93 |
| Avg Bars in Losers | 34 | 27 | 43 | 34 | 27 | 43 |
| Bars Traded | 3726 | 1285 | 2441 | 3726 | 1285 | 2441 |
| Profit Streak | 5.0655 | 25.5655 | 5.0655 | 5.0655 | 25.5655 | 5.0655 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -116689 | 416492 | -120406 | -407453 | -579182 | -169553 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671259387,
"expiration_time": 1764627984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 86,
"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": [
[
409536.0464682849,
306902.6721926944,
102633.3742755906,
123439.7740427219,
-17359.5821436054,
140799.3561863272
],
[
409.536046,
306.902672,
102.633374,
123.439774,
-17.359582,
140.799356
],
[
0.213913,
0.160304,
0.053608,
0.042003,
-0.009959,
0.045913
],
[
10,
10,
10,
10,
10,
10
],
[
-118468,
-70661,
-77123,
-642688,
-314557,
-366167
],
[
1.79679,
2.289547,
1.371873,
1.071154,
0.980376,
1.165603
],
[
66,
33,
33,
66,
33,
33
],
[
36,
16,
20,
36,
16,
20
],
[
30,
17,
13,
30,
17,
13
],
[
54.545455,
48.484848,
60.606061,
54.545455,
48.484848,
60.606061
],
[
1.497325,
2.432644,
0.891718,
0.892628,
1.041649,
0.757642
],
[
286736,
286736,
67728,
255559,
236717,
255559
],
[
-57316,
-31018,
-57316,
-254734,
-193660,
-254734
],
[
56,
38,
73,
56,
38,
73
],
[
74,
51,
93,
74,
51,
93
],
[
34,
27,
43,
34,
27,
43
],
[
3726,
1285,
2441,
3726,
1285,
2441
],
[
5.065502,
25.565502,
5.065502,
5.065502,
25.565502,
5.065502
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-116689,
416492,
-120406,
-407453,
-579182,
-169553
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3829,
"evaluation_days": 1914.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671259387,
"expiration_time": 1764627984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 86,
"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) |
|---|