| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441691.8529 | 330748.1746 | 110943.6783 | 63243.8817 | 408685.1095 | -345441.2278 |
| Total P&L (%) | 441.6919 | 330.7482 | 110.9437 | 63.2439 | 408.6851 | -345.4412 |
| Avg Daily Profit (%) | 0.231 | 0.173 | 0.058 | 0.0256 | 0.0851 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163925 | -92197 | -159807 | -712227 | -412444 | -693937 |
| Profit Factor | 1.2698 | 1.4339 | 1.1268 | 1.0124 | 1.1787 | 0.8775 |
| Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
| Winning Trades | 227 | 114 | 113 | 227 | 114 | 113 |
| Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Profitability (%) | 56.0494 | 56.1576 | 55.9406 | 56.0494 | 56.1576 | 55.9406 |
| Ratio Avg Win / Avg Loss | 0.9957 | 1.1195 | 0.8875 | 0.7938 | 0.9202 | 0.6912 |
| Largest Winning Trade | 73457 | 73457 | 36977 | 165255 | 165255 | 125310 |
| Largest Losing Trade | -62271 | -32712 | -62271 | -280589 | -183990 | -280589 |
| Avg Bars in Trades | 55 | 54 | 57 | 55 | 54 | 57 |
| Avg Bars in Winners | 47 | 46 | 49 | 47 | 46 | 49 |
| Avg Bars in Losers | 66 | 63 | 68 | 66 | 63 | 68 |
| Bars Traded | 22634 | 10962 | 11672 | 22634 | 10962 | 11672 |
| Profit Streak | 15.9584 | 35.6251 | 0 | 15.9584 | 35.6251 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345551 | 397354 | -196823 | -364170 | -102231 | -579505 |
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22942,
"evaluation_days": 1911.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595534400000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759518007697,
"expiration_time": 1765460966400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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": [
[
441691.8528527993,
330748.1745731647,
110943.6782796351,
63243.8816926353,
408685.1095008914,
-345441.2278082558
],
[
441.691853,
330.748175,
110.943678,
63.243882,
408.68511,
-345.441228
],
[
0.231031,
0.173001,
0.05803,
0.025637,
0.08512,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-163925,
-92197,
-159807,
-712227,
-412444,
-693937
],
[
1.269846,
1.433938,
1.126847,
1.01238,
1.178664,
0.877543
],
[
405,
203,
202,
405,
203,
202
],
[
227,
114,
113,
227,
114,
113
],
[
178,
89,
89,
178,
89,
89
],
[
56.049383,
56.157635,
55.940594,
56.049383,
56.157635,
55.940594
],
[
0.995738,
1.119478,
0.887517,
0.793849,
0.920185,
0.691162
],
[
73457,
73457,
36977,
165255,
165255,
125310
],
[
-62271,
-32712,
-62271,
-280589,
-183990,
-280589
],
[
55,
54,
57,
55,
54,
57
],
[
47,
46,
49,
47,
46,
49
],
[
66,
63,
68,
66,
63,
68
],
[
22634,
10962,
11672,
22634,
10962,
11672
],
[
15.958422,
35.625089,
0,
15.958422,
35.625089,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345551,
397354,
-196823,
-364170,
-102231,
-579505
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22942,
"evaluation_days": 1911.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595534400000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759518007697,
"expiration_time": 1765460966400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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) |
|---|