Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475930.5795 | 419161.6053 | 56768.9742 | -72571.0957 | -128310.51 | 55739.4143 |
Total P&L (%) | 475.9306 | 419.1616 | 56.769 | -72.5711 | -128.3105 | 55.7394 |
Avg Daily Profit (%) | 0.2499 | 0.2201 | 0.0298 | -0.0679 | 0 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231032 | -224270 | -41056 | -627202 | -623507 | -102886 |
Profit Factor | 1.6248 | 1.6912 | 1.3654 | 0.9389 | 0.8707 | 1.2841 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 52.5641 | 44.8718 | 60.2564 | 52.5641 | 44.8718 | 60.2564 |
Ratio Avg Win / Avg Loss | 1.4663 | 2.0778 | 0.9006 | 0.8473 | 1.0697 | 0.8469 |
Largest Winning Trade | 586079 | 586079 | 26413 | 544787 | 544787 | 47076 |
Largest Losing Trade | -61833 | -61833 | -15525 | -379457 | -379457 | -56847 |
Avg Bars in Trades | 71 | 126 | 15 | 71 | 126 | 15 |
Avg Bars in Winners | 57 | 117 | 13 | 57 | 117 | 13 |
Avg Bars in Losers | 86 | 133 | 19 | 86 | 133 | 19 |
Bars Traded | 11095 | 9856 | 1239 | 11095 | 9856 | 1239 |
Profit Streak | 0 | 0 | 23.3994 | 0 | 0 | 23.3994 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401832 | -25455 | -187161 | -579628 | -615563 | -196451 |
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11429, "evaluation_days": 1904.83, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598097600000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815311670, "expiration_time": 1764746928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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": [ [ 475930.5794766919, 419161.6052518329, 56768.974224859, -72571.0957310447, -128310.510030358, 55739.4142993134 ], [ 475.930579, 419.161605, 56.768974, -72.571096, -128.31051, 55.739414 ], [ 0.249855, 0.220052, 0.029803, -0.067887, 0, 0.02326 ], [ 10, 10, 10, 10, 10, 10 ], [ -231032, -224270, -41056, -627202, -623507, -102886 ], [ 1.624768, 1.691236, 1.365362, 0.938925, 0.870655, 1.284053 ], [ 156, 78, 78, 156, 78, 78 ], [ 82, 35, 47, 82, 35, 47 ], [ 74, 43, 31, 74, 43, 31 ], [ 52.564103, 44.871795, 60.25641, 52.564103, 44.871795, 60.25641 ], [ 1.466254, 2.077804, 0.900558, 0.847323, 1.069662, 0.846929 ], [ 586079, 586079, 26413, 544787, 544787, 47076 ], [ -61833, -61833, -15525, -379457, -379457, -56847 ], [ 71, 126, 15, 71, 126, 15 ], [ 57, 117, 13, 57, 117, 13 ], [ 86, 133, 19, 86, 133, 19 ], [ 11095, 9856, 1239, 11095, 9856, 1239 ], [ 0, 0, 23.399441, 0, 0, 23.399441 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401832, -25455, -187161, -579628, -615563, -196451 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11429, "evaluation_days": 1904.83, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598097600000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759815311670, "expiration_time": 1764746928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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) |
---|