Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495964.5334 | 333379.7888 | 162584.7445 | 397811.2825 | -158657.8879 | 556469.1705 |
Total P&L (%) | 495.9645 | 333.3798 | 162.5847 | 397.8113 | -158.6579 | 556.4692 |
Avg Daily Profit (%) | 0.2613 | 0.1756 | 0.0857 | 0.0846 | 0 | 0.0992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130955 | -134150 | -48564 | -950807 | -863520 | -383157 |
Profit Factor | 1.7661 | 1.8215 | 1.6729 | 1.1227 | 0.9219 | 1.4598 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 55.2846 | 50.8197 | 59.6774 | 55.2846 | 50.8197 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.4284 | 1.7628 | 1.1303 | 0.908 | 0.8922 | 0.9864 |
Largest Winning Trade | 217676 | 217676 | 56108 | 343458 | 343458 | 215061 |
Largest Losing Trade | -61122 | -61122 | -39824 | -329452 | -278154 | -329452 |
Avg Bars in Trades | 39 | 57 | 22 | 39 | 57 | 22 |
Avg Bars in Winners | 44 | 67 | 25 | 44 | 67 | 25 |
Avg Bars in Losers | 34 | 48 | 16 | 34 | 48 | 16 |
Bars Traded | 4908 | 3534 | 1374 | 4908 | 3534 | 1374 |
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 | 410185 | -150705 | -229181 | -166241 | -742352 | -213389 |
{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5694, "evaluation_days": 1898, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759193643588, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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": [ [ 495964.5333514307, 333379.7888329732, 162584.7445184576, 397811.2825451109, -158657.8879297738, 556469.1704748847 ], [ 495.964533, 333.379789, 162.584745, 397.811283, -158.657888, 556.46917 ], [ 0.261309, 0.175648, 0.085661, 0.084601, 0, 0.099191 ], [ 10, 10, 10, 10, 10, 10 ], [ -130955, -134150, -48564, -950807, -863520, -383157 ], [ 1.76605, 1.821521, 1.672886, 1.122678, 0.921939, 1.4598 ], [ 123, 61, 62, 123, 61, 62 ], [ 68, 31, 37, 68, 31, 37 ], [ 55, 30, 25, 55, 30, 25 ], [ 55.284553, 50.819672, 59.677419, 55.284553, 50.819672, 59.677419 ], [ 1.428423, 1.762762, 1.130328, 0.908048, 0.892199, 0.986351 ], [ 217676, 217676, 56108, 343458, 343458, 215061 ], [ -61122, -61122, -39824, -329452, -278154, -329452 ], [ 39, 57, 22, 39, 57, 22 ], [ 44, 67, 25, 44, 67, 25 ], [ 34, 48, 16, 34, 48, 16 ], [ 4908, 3534, 1374, 4908, 3534, 1374 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410185, -150705, -229181, -166241, -742352, -213389 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5694, "evaluation_days": 1898, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759193643588, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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) |
---|