| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 544464.1579 | 281096.8654 | 263367.2925 | 1440836.4321 | 413450.9055 | 1027385.5266 |
| Total P&L (%) | 544.4642 | 281.0969 | 263.3673 | 1440.8364 | 413.4509 | 1027.3855 |
| Avg Daily Profit (%) | 0.2877 | 0.1486 | 0.1392 | 0.1446 | 0.0865 | 0.1281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128344 | -98158 | -68994 | -1787119 | -1451827 | -774176 |
| Profit Factor | 1.7517 | 1.6503 | 1.9016 | 1.2088 | 1.101 | 1.3661 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
| Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
| Profitability (%) | 52.8986 | 43.4783 | 62.3188 | 52.8986 | 43.4783 | 62.3188 |
| Ratio Avg Win / Avg Loss | 1.5597 | 2.1455 | 1.1498 | 1.0764 | 1.4313 | 0.826 |
| Largest Winning Trade | 122598 | 122598 | 53268 | 1208317 | 1208317 | 519429 |
| Largest Losing Trade | -32629 | -32629 | -28832 | -774176 | -662760 | -774176 |
| Avg Bars in Trades | 80 | 87 | 73 | 80 | 87 | 73 |
| Avg Bars in Winners | 91 | 100 | 85 | 91 | 100 | 85 |
| Avg Bars in Losers | 68 | 78 | 54 | 68 | 78 | 54 |
| Bars Traded | 11151 | 6071 | 5079 | 11151 | 6071 | 5079 |
| Profit Streak | 0 | 0 | 91.9803 | 0 | 0 | 91.9803 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462594 | -96097 | -103847 | 26483 | -291389 | -121880 |
{
"trading_pair": "SXP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11353,
"evaluation_days": 1892.17,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758857501063,
"expiration_time": 1763619696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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": [
[
544464.1578809703,
281096.8653922403,
263367.2924887301,
1440836.4320712045,
413450.9054770317,
1027385.5265941727
],
[
544.464158,
281.096865,
263.367292,
1440.836432,
413.450905,
1027.385527
],
[
0.287746,
0.148558,
0.139188,
0.144643,
0.086498,
0.128109
],
[
10,
10,
10,
10,
10,
10
],
[
-128344,
-98158,
-68994,
-1787119,
-1451827,
-774176
],
[
1.75166,
1.650347,
1.901562,
1.208837,
1.101007,
1.366134
],
[
138,
69,
69,
138,
69,
69
],
[
73,
30,
43,
73,
30,
43
],
[
65,
39,
26,
65,
39,
26
],
[
52.898551,
43.478261,
62.318841,
52.898551,
43.478261,
62.318841
],
[
1.559697,
2.145451,
1.149782,
1.076362,
1.431309,
0.826035
],
[
122598,
122598,
53268,
1208317,
1208317,
519429
],
[
-32629,
-32629,
-28832,
-774176,
-662760,
-774176
],
[
80,
87,
73,
80,
87,
73
],
[
91,
100,
85,
91,
100,
85
],
[
68,
78,
54,
68,
78,
54
],
[
11151,
6071,
5079,
11151,
6071,
5079
],
[
0,
0,
91.980336,
0,
0,
91.980336
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462594,
-96097,
-103847,
26483,
-291389,
-121880
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11353,
"evaluation_days": 1892.17,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758857501063,
"expiration_time": 1763619696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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) |
|---|