| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 509286.1575 | 339849.1065 | 169437.051 | 281449.5497 | 780121.5336 | -498671.9838 |
| Total P&L (%) | 509.2862 | 339.8491 | 169.4371 | 281.4496 | 780.1215 | -498.672 |
| Avg Daily Profit (%) | 0.2665 | 0.1778 | 0.0887 | 0.0701 | 0.1139 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151560 | -110313 | -115122 | -1111391 | -638930 | -1040882 |
| Profit Factor | 1.446 | 1.7054 | 1.2566 | 1.0453 | 1.31 | 0.8652 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
| Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Profitability (%) | 59.2593 | 61.1111 | 57.4074 | 59.2593 | 61.1111 | 57.4074 |
| Ratio Avg Win / Avg Loss | 0.9941 | 1.0853 | 0.9323 | 0.7186 | 0.8336 | 0.6419 |
| Largest Winning Trade | 50258 | 50258 | 46343 | 301068 | 301068 | 208143 |
| Largest Losing Trade | -69048 | -35439 | -69048 | -539660 | -322510 | -539660 |
| Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
| Avg Bars in Winners | 39 | 32 | 46 | 39 | 32 | 46 |
| Avg Bars in Losers | 70 | 58 | 80 | 70 | 58 | 80 |
| Bars Traded | 11269 | 4647 | 6622 | 11269 | 4647 | 6622 |
| Profit Streak | 22.9577 | 22.9577 | 43.1243 | 22.9577 | 22.9577 | 43.1243 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406235 | 405817 | -74319 | -268379 | -40359 | -578662 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11466,
"evaluation_days": 1911,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759402742808,
"expiration_time": 1764345312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 82,
"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": [
[
509286.1575174569,
339849.1065212675,
169437.0509961892,
281449.5497118781,
780121.5335602293,
-498671.98384835
],
[
509.286158,
339.849107,
169.437051,
281.44955,
780.121534,
-498.671984
],
[
0.266502,
0.177838,
0.088664,
0.070083,
0.113874,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-151560,
-110313,
-115122,
-1111391,
-638930,
-1040882
],
[
1.445961,
1.705415,
1.256635,
1.04528,
1.309964,
0.865186
],
[
216,
108,
108,
216,
108,
108
],
[
128,
66,
62,
128,
66,
62
],
[
88,
42,
46,
88,
42,
46
],
[
59.259259,
61.111111,
57.407407,
59.259259,
61.111111,
57.407407
],
[
0.994098,
1.085264,
0.932342,
0.71863,
0.833614,
0.641912
],
[
50258,
50258,
46343,
301068,
301068,
208143
],
[
-69048,
-35439,
-69048,
-539660,
-322510,
-539660
],
[
52,
43,
61,
52,
43,
61
],
[
39,
32,
46,
39,
32,
46
],
[
70,
58,
80,
70,
58,
80
],
[
11269,
4647,
6622,
11269,
4647,
6622
],
[
22.957671,
22.957671,
43.124338,
22.957671,
22.957671,
43.124338
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406235,
405817,
-74319,
-268379,
-40359,
-578662
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11466,
"evaluation_days": 1911,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596024000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759402742808,
"expiration_time": 1764345312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 82,
"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) |
|---|