Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371539.4468 | 294752.5565 | 76786.8902 | 63785.2256 | 198018.0575 | -134232.8319 |
Total P&L (%) | 371.5394 | 294.7526 | 76.7869 | 63.7852 | 198.0181 | -134.2328 |
Avg Daily Profit (%) | 0.1943 | 0.1542 | 0.0402 | 0.0258 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209614 | -134202 | -132910 | -1514128 | -1256894 | -678990 |
Profit Factor | 1.2526 | 1.3917 | 1.1069 | 1.0092 | 1.0551 | 0.96 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 195 | 91 | 104 | 195 | 91 | 104 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 52.2788 | 48.6631 | 55.914 | 52.2788 | 48.6631 | 55.914 |
Ratio Avg Win / Avg Loss | 1.1434 | 1.4681 | 0.8728 | 0.9212 | 1.113 | 0.7569 |
Largest Winning Trade | 83076 | 83076 | 33538 | 292163 | 292163 | 203281 |
Largest Losing Trade | -53865 | -53865 | -42003 | -513838 | -513838 | -271184 |
Avg Bars in Trades | 30 | 37 | 23 | 30 | 37 | 23 |
Avg Bars in Winners | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Losers | 33 | 40 | 25 | 33 | 40 | 25 |
Bars Traded | 11332 | 6955 | 4377 | 11332 | 6955 | 4377 |
Profit Streak | 11.3439 | 11.3439 | 33.5106 | 11.3439 | 11.3439 | 33.5106 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385315 | 302824 | -240943 | -367570 | -276069 | -577867 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11472, "evaluation_days": 1912, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595260800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759493714543, "expiration_time": 1764434304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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": [ [ 371539.4467842209, 294752.5565423688, 76786.8902418522, 63785.2255991174, 198018.0574505409, -134232.8318514241 ], [ 371.539447, 294.752557, 76.78689, 63.785226, 198.018057, -134.232832 ], [ 0.19432, 0.154159, 0.040161, 0.025808, 0.057128, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -209614, -134202, -132910, -1514128, -1256894, -678990 ], [ 1.252602, 1.391653, 1.106907, 1.009179, 1.05505, 0.959954 ], [ 373, 187, 186, 373, 187, 186 ], [ 195, 91, 104, 195, 91, 104 ], [ 178, 96, 82, 178, 96, 82 ], [ 52.27882, 48.663102, 55.913978, 52.27882, 48.663102, 55.913978 ], [ 1.143401, 1.468117, 0.872753, 0.921199, 1.113019, 0.756887 ], [ 83076, 83076, 33538, 292163, 292163, 203281 ], [ -53865, -53865, -42003, -513838, -513838, -271184 ], [ 30, 37, 23, 30, 37, 23 ], [ 27, 33, 21, 27, 33, 21 ], [ 33, 40, 25, 33, 40, 25 ], [ 11332, 6955, 4377, 11332, 6955, 4377 ], [ 11.343918, 11.343918, 33.510585, 11.343918, 11.343918, 33.510585 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385315, 302824, -240943, -367570, -276069, -577867 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11472, "evaluation_days": 1912, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595260800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759493714543, "expiration_time": 1764434304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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) |
---|