| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 355104.6948 | 260567.444 | 94537.2508 | -107130.8906 | 366531.6635 | -473662.5541 |
| Total P&L (%) | 355.1047 | 260.5674 | 94.5373 | -107.1309 | 366.5317 | -473.6626 |
| Avg Daily Profit (%) | 0.1861 | 0.1366 | 0.0495 | 0 | 0.0808 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179245 | -80720 | -133534 | -678868 | -131218 | -665173 |
| Profit Factor | 1.2715 | 1.4302 | 1.1346 | 0.9257 | 2.2802 | 0.5899 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 141 | 66 | 75 | 110 | 62 | 48 |
| Losing Trades | 103 | 56 | 47 | 134 | 60 | 74 |
| Profitability (%) | 57.7869 | 54.0984 | 61.4754 | 45.082 | 50.8197 | 39.3443 |
| Ratio Avg Win / Avg Loss | 0.9288 | 1.2135 | 0.711 | 1.1276 | 2.2067 | 0.9094 |
| Largest Winning Trade | 43889 | 43889 | 35612 | 150550 | 96761 | 150550 |
| Largest Losing Trade | -101372 | -35414 | -101372 | -630672 | -72013 | -630672 |
| Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
| Avg Bars in Winners | 71 | 66 | 75 | 114 | 106 | 123 |
| Avg Bars in Losers | 121 | 112 | 132 | 74 | 67 | 80 |
| Bars Traded | 22567 | 10687 | 11880 | 22567 | 10687 | 11880 |
| Profit Streak | 28.8267 | 35.91 | 28.8267 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341875 | -8554 | -199096 | -579747 | -80922 | -585152 |
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22897,
"evaluation_days": 1908.08,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759197027738,
"expiration_time": 1765125302400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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": [
[
355104.6948150398,
260567.4440082276,
94537.2508068123,
-107130.8906344401,
366531.6635057953,
-473662.5541402351
],
[
355.104695,
260.567444,
94.537251,
-107.130891,
366.531664,
-473.662554
],
[
0.186106,
0.13656,
0.049546,
0,
0.08075,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179245,
-80720,
-133534,
-678868,
-131218,
-665173
],
[
1.271467,
1.430216,
1.134586,
0.925666,
2.280234,
0.58987
],
[
244,
122,
122,
244,
122,
122
],
[
141,
66,
75,
110,
62,
48
],
[
103,
56,
47,
134,
60,
74
],
[
57.786885,
54.098361,
61.47541,
45.081967,
50.819672,
39.344262
],
[
0.928802,
1.213516,
0.711007,
1.127629,
2.206678,
0.909382
],
[
43889,
43889,
35612,
150550,
96761,
150550
],
[
-101372,
-35414,
-101372,
-630672,
-72013,
-630672
],
[
92,
87,
97,
92,
87,
97
],
[
71,
66,
75,
114,
106,
123
],
[
121,
112,
132,
74,
67,
80
],
[
22567,
10687,
11880,
22567,
10687,
11880
],
[
28.82671,
35.910043,
28.82671,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341875,
-8554,
-199096,
-579747,
-80922,
-585152
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22897,
"evaluation_days": 1908.08,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759197027738,
"expiration_time": 1765125302400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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) |
|---|