| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388824.0619 | 342815.6952 | 46008.3668 | -63862.0836 | -115783.2858 | 51921.2022 |
| Total P&L (%) | 388.8241 | 342.8157 | 46.0084 | -63.8621 | -115.7833 | 51.9212 |
| Avg Daily Profit (%) | 0.2033 | 0.1792 | 0.0241 | -0.0532 | 0 | 0.0219 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -177625 | -159403 | -33443 | -555940 | -587911 | -49015 |
| Profit Factor | 1.5655 | 1.5873 | 1.443 | 0.9498 | 0.8973 | 1.3599 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
| Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
| Profitability (%) | 42.9907 | 32.0755 | 53.7037 | 42.9907 | 32.0755 | 53.7037 |
| Ratio Avg Win / Avg Loss | 2.076 | 3.3613 | 1.2439 | 1.2595 | 1.9002 | 1.1723 |
| Largest Winning Trade | 446135 | 446135 | 11935 | 472493 | 472493 | 24208 |
| Largest Losing Trade | -61361 | -61361 | -10563 | -281537 | -281537 | -21247 |
| Avg Bars in Trades | 200 | 391 | 12 | 200 | 391 | 12 |
| Avg Bars in Winners | 201 | 523 | 13 | 201 | 523 | 13 |
| Avg Bars in Losers | 198 | 328 | 12 | 198 | 328 | 12 |
| Bars Traded | 21407 | 20730 | 677 | 21407 | 20730 | 677 |
| Profit Streak | 87.2402 | 87.4902 | 87.2402 | 87.2402 | 87.4902 | 87.2402 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323486 | -176351 | -340204 | -580592 | -764745 | -343146 |
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22953,
"evaluation_days": 1912.75,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595376000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759599952655,
"expiration_time": 1765543017600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 61,
"offset": 0,
"std": 3.988
}
}
} {
"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": [
[
388824.0619432142,
342815.695158331,
46008.3667848832,
-63862.0835886229,
-115783.2857836586,
51921.2021950359
],
[
388.824062,
342.815695,
46.008367,
-63.862084,
-115.783286,
51.921202
],
[
0.20328,
0.179227,
0.024054,
-0.053199,
0,
0.021866
],
[
10,
10,
10,
10,
10,
10
],
[
-177625,
-159403,
-33443,
-555940,
-587911,
-49015
],
[
1.56548,
1.587283,
1.44295,
0.949782,
0.897302,
1.359867
],
[
107,
53,
54,
107,
53,
54
],
[
46,
17,
29,
46,
17,
29
],
[
61,
36,
25,
61,
36,
25
],
[
42.990654,
32.075472,
53.703704,
42.990654,
32.075472,
53.703704
],
[
2.075963,
3.361306,
1.243923,
1.259493,
1.900169,
1.172299
],
[
446135,
446135,
11935,
472493,
472493,
24208
],
[
-61361,
-61361,
-10563,
-281537,
-281537,
-21247
],
[
200,
391,
12,
200,
391,
12
],
[
201,
523,
13,
201,
523,
13
],
[
198,
328,
12,
198,
328,
12
],
[
21407,
20730,
677,
21407,
20730,
677
],
[
87.240193,
87.490193,
87.240193,
87.240193,
87.490193,
87.240193
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323486,
-176351,
-340204,
-580592,
-764745,
-343146
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22953,
"evaluation_days": 1912.75,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595376000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759599952655,
"expiration_time": 1765543017600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 61,
"offset": 0,
"std": 3.988
}
}
}
| # | 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) |
|---|