Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387121.3335 | 310074.8464 | 77046.487 | -89744.8327 | -36738.3499 | -53006.4828 |
Total P&L (%) | 387.1213 | 310.0748 | 77.0465 | -89.7448 | -36.7384 | -53.0065 |
Avg Daily Profit (%) | 0.2027 | 0.1624 | 0.0403 | -0.1192 | -0.024 | -0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220822 | -86591 | -133384 | -95426 | -34288 | -28412 |
Profit Factor | 1.4234 | 1.6373 | 1.1801 | 0.4797 | 0.5323 | 0.4357 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 51.8182 | 50.9091 | 52.7273 | 51.8182 | 50.9091 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3235 | 1.5788 | 1.058 | 0.4461 | 0.5133 | 0.3907 |
Largest Winning Trade | 211177 | 211177 | 39545 | 5327 | 5327 | 4525 |
Largest Losing Trade | -96364 | -49820 | -96364 | -39466 | -27573 | -39466 |
Avg Bars in Trades | 33 | 40 | 25 | 33 | 40 | 25 |
Avg Bars in Winners | 39 | 48 | 31 | 39 | 48 | 31 |
Avg Bars in Losers | 26 | 32 | 20 | 26 | 32 | 20 |
Bars Traded | 3654 | 2228 | 1426 | 3654 | 2228 | 1426 |
Profit Streak | 63.7532 | 63.7532 | 72.2532 | 63.7532 | 63.7532 | 72.2532 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374314 | -168978 | -339863 | -578862 | -760156 | -758957 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3819, "evaluation_days": 1909.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255475539, "expiration_time": 1764183024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.48659 } } }
{ "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": [ [ 387121.3334526397, 310074.8464228733, 77046.4870297664, -89744.8326899659, -36738.3499238016, -53006.4827661643 ], [ 387.121333, 310.074846, 77.046487, -89.744833, -36.73835, -53.006483 ], [ 0.202734, 0.162385, 0.040349, -0.119195, -0.023977, -0.03954 ], [ 10, 10, 10, 10, 10, 10 ], [ -220822, -86591, -133384, -95426, -34288, -28412 ], [ 1.423409, 1.637306, 1.180117, 0.479716, 0.532306, 0.435741 ], [ 110, 55, 55, 110, 55, 55 ], [ 57, 28, 29, 57, 28, 29 ], [ 53, 27, 26, 53, 27, 26 ], [ 51.818182, 50.909091, 52.727273, 51.818182, 50.909091, 52.727273 ], [ 1.32352, 1.578831, 1.058036, 0.446052, 0.513295, 0.390664 ], [ 211177, 211177, 39545, 5327, 5327, 4525 ], [ -96364, -49820, -96364, -39466, -27573, -39466 ], [ 33, 40, 25, 33, 40, 25 ], [ 39, 48, 31, 39, 48, 31 ], [ 26, 32, 20, 26, 32, 20 ], [ 3654, 2228, 1426, 3654, 2228, 1426 ], [ 63.753189, 63.753189, 72.253189, 63.753189, 63.753189, 72.253189 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374314, -168978, -339863, -578862, -760156, -758957 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3819, "evaluation_days": 1909.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255475539, "expiration_time": 1764183024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.48659 } } }
# | 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) |
---|