| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405684.4588 | 399961.9863 | 5722.4725 | -73804.5215 | -73908.2435 | 103.722 |
| Total P&L (%) | 405.6845 | 399.962 | 5.7225 | -73.8045 | -73.9082 | 0.1037 |
| Avg Daily Profit (%) | 0.2138 | 0.2108 | 0.003 | -0.0706 | -0.0708 | 0.0001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157856 | -162124 | -21232 | -613884 | -605280 | -39261 |
| Profit Factor | 1.8374 | 1.9573 | 1.0858 | 0.9227 | 0.9124 | 1.0009 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.893 | 2.3487 | 0.9652 | 0.9507 | 1.0948 | 0.8897 |
| Largest Winning Trade | 488797 | 488797 | 10291 | 529999 | 529999 | 35001 |
| Largest Losing Trade | -75164 | -75164 | -10705 | -345240 | -345240 | -37978 |
| Avg Bars in Trades | 278 | 548 | 16 | 278 | 548 | 16 |
| Avg Bars in Winners | 272 | 580 | 15 | 272 | 580 | 15 |
| Avg Bars in Losers | 284 | 521 | 17 | 284 | 521 | 17 |
| Bars Traded | 18655 | 18099 | 556 | 18655 | 18099 | 556 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -110064 | 347002 | -481697 | -702068 | -580903 | -579044 |
{
"trading_pair": "SXP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22765,
"evaluation_days": 1897.08,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1596420000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759196632437,
"expiration_time": 1765091088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 247,
"offset": 0,
"std": 2.92252
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 164,
"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": [
[
405684.4588016771,
399961.986261629,
5722.4725400483,
-73804.5214968588,
-73908.2434721411,
103.7219752824
],
[
405.684459,
399.961986,
5.722473,
-73.804521,
-73.908243,
0.103722
],
[
0.213847,
0.21083,
0.003016,
-0.070588,
-0.070797,
5.5e-5
],
[
10,
10,
10,
10,
10,
10
],
[
-157856,
-162124,
-21232,
-613884,
-605280,
-39261
],
[
1.837368,
1.95729,
1.085834,
0.922743,
0.912358,
1.000926
],
[
67,
33,
34,
67,
33,
34
],
[
33,
15,
18,
33,
15,
18
],
[
34,
18,
16,
34,
18,
16
],
[
49.253731,
45.454545,
52.941176,
49.253731,
45.454545,
52.941176
],
[
1.893046,
2.348748,
0.965186,
0.950705,
1.09483,
0.889712
],
[
488797,
488797,
10291,
529999,
529999,
35001
],
[
-75164,
-75164,
-10705,
-345240,
-345240,
-37978
],
[
278,
548,
16,
278,
548,
16
],
[
272,
580,
15,
272,
580,
15
],
[
284,
521,
17,
284,
521,
17
],
[
18655,
18099,
556,
18655,
18099,
556
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110064,
347002,
-481697,
-702068,
-580903,
-579044
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22765,
"evaluation_days": 1897.08,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1596420000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759196632437,
"expiration_time": 1765091088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 247,
"offset": 0,
"std": 2.92252
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 164,
"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) |
|---|