| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 412812.2331 | 323795.5284 | 89016.7046 | 36412.3427 | 25639.3902 | 10772.9526 |
| Total P&L (%) | 412.8122 | 323.7955 | 89.0167 | 36.4123 | 25.6394 | 10.773 |
| Avg Daily Profit (%) | 0.2162 | 0.1696 | 0.0466 | 0.0163 | 0.012 | 0.0054 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171666 | -125207 | -108865 | -293078 | -266673 | -188614 |
| Profit Factor | 1.6445 | 1.8185 | 1.3635 | 1.0361 | 1.0398 | 1.0296 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
| Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
| Profitability (%) | 45.4545 | 31.8182 | 59.0909 | 45.4545 | 31.8182 | 59.0909 |
| Ratio Avg Win / Avg Loss | 1.9734 | 3.8967 | 0.944 | 1.2433 | 2.228 | 0.7128 |
| Largest Winning Trade | 309571 | 309571 | 54851 | 250258 | 250258 | 56161 |
| Largest Losing Trade | -38053 | -38053 | -35035 | -142972 | -142972 | -95263 |
| Avg Bars in Trades | 59 | 85 | 33 | 59 | 85 | 33 |
| Avg Bars in Winners | 74 | 134 | 42 | 74 | 134 | 42 |
| Avg Bars in Losers | 47 | 62 | 20 | 47 | 62 | 20 |
| Bars Traded | 5256 | 3773 | 1482 | 5256 | 3773 | 1482 |
| Profit Streak | 0 | 0 | 234.4079 | 0 | 0 | 234.4079 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336269 | 136746 | -129639 | -356045 | -363064 | -514864 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1909.67,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760204840797,
"expiration_time": 1765148256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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": [
[
412812.2330754008,
323795.5284380811,
89016.7046373196,
36412.3427237013,
25639.3901582793,
10772.952565422
],
[
412.812233,
323.795528,
89.016705,
36.412343,
25.63939,
10.772953
],
[
0.216169,
0.169556,
0.046614,
0.016261,
0.011953,
0.005358
],
[
10,
10,
10,
10,
10,
10
],
[
-171666,
-125207,
-108865,
-293078,
-266673,
-188614
],
[
1.644541,
1.818474,
1.363532,
1.036073,
1.039756,
1.029557
],
[
88,
44,
44,
88,
44,
44
],
[
40,
14,
26,
40,
14,
26
],
[
48,
30,
18,
48,
30,
18
],
[
45.454545,
31.818182,
59.090909,
45.454545,
31.818182,
59.090909
],
[
1.973449,
3.896731,
0.943984,
1.243288,
2.228048,
0.71277
],
[
309571,
309571,
54851,
250258,
250258,
56161
],
[
-38053,
-38053,
-35035,
-142972,
-142972,
-95263
],
[
59,
85,
33,
59,
85,
33
],
[
74,
134,
42,
74,
134,
42
],
[
47,
62,
20,
47,
62,
20
],
[
5256,
3773,
1482,
5256,
3773,
1482
],
[
0,
0,
234.40788,
0,
0,
234.40788
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336269,
136746,
-129639,
-356045,
-363064,
-514864
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5729,
"evaluation_days": 1909.67,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1600041600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760204840797,
"expiration_time": 1765148256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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) |
|---|