Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365495.6916 | 266546.507 | 98949.1846 | -129418.4817 | 244762.7276 | -374181.2093 |
Total P&L (%) | 365.4957 | 266.5465 | 98.9492 | -129.4185 | 244.7627 | -374.1812 |
Avg Daily Profit (%) | 0.1913 | 0.1395 | 0.0518 | 0 | 0.0648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159402 | -72860 | -118866 | -751543 | -229055 | -644747 |
Profit Factor | 1.2983 | 1.4913 | 1.1449 | 0.9274 | 1.4539 | 0.6988 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 122 | 61 | 61 | 103 | 51 | 52 |
Losing Trades | 96 | 48 | 48 | 115 | 58 | 57 |
Profitability (%) | 55.9633 | 55.9633 | 55.9633 | 47.2477 | 46.789 | 47.7064 |
Ratio Avg Win / Avg Loss | 1.0216 | 1.1735 | 0.9009 | 1.0354 | 1.6535 | 0.766 |
Largest Winning Trade | 60035 | 60035 | 44702 | 155655 | 93724 | 155655 |
Largest Losing Trade | -105119 | -28014 | -105119 | -561993 | -89238 | -561993 |
Avg Bars in Trades | 103 | 94 | 112 | 103 | 94 | 112 |
Avg Bars in Winners | 82 | 73 | 91 | 120 | 117 | 124 |
Avg Bars in Losers | 130 | 122 | 138 | 87 | 74 | 100 |
Bars Traded | 22550 | 10342 | 12208 | 22550 | 10342 | 12208 |
Profit Streak | 45.3443 | 58.3443 | 45.3443 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398828 | -3600 | -185064 | -579040 | -105766 | -581934 |
{ "trading_pair": "SNX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22923, "evaluation_days": 1910.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595354400000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759385745870, "expiration_time": 1765319241600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 1.18888 } } }
{ "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": [ [ 365495.6915678218, 266546.5069505197, 98949.1846173018, -129418.4816500189, 244762.7276269932, -374181.2092770119 ], [ 365.495692, 266.546507, 98.949185, -129.418482, 244.762728, -374.181209 ], [ 0.191334, 0.139535, 0.051799, 0, 0.064813, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -159402, -72860, -118866, -751543, -229055, -644747 ], [ 1.298252, 1.491322, 1.144885, 0.927363, 1.453921, 0.698849 ], [ 218, 109, 109, 218, 109, 109 ], [ 122, 61, 61, 103, 51, 52 ], [ 96, 48, 48, 115, 58, 57 ], [ 55.963303, 55.963303, 55.963303, 47.247706, 46.788991, 47.706422 ], [ 1.021576, 1.173499, 0.900893, 1.035406, 1.653479, 0.766046 ], [ 60035, 60035, 44702, 155655, 93724, 155655 ], [ -105119, -28014, -105119, -561993, -89238, -561993 ], [ 103, 94, 112, 103, 94, 112 ], [ 82, 73, 91, 120, 117, 124 ], [ 130, 122, 138, 87, 74, 100 ], [ 22550, 10342, 12208, 22550, 10342, 12208 ], [ 45.344281, 58.344281, 45.344281, 0, 0, 0 ], [ 5, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398828, -3600, -185064, -579040, -105766, -581934 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22923, "evaluation_days": 1910.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595354400000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759385745870, "expiration_time": 1765319241600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 1.18888 } } }
# | 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) |
---|