| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 388245.0758 | 327150.4533 | 61094.6225 | -183356.0755 | 56020.456 | -239376.5315 |
| Total P&L (%) | 388.2451 | 327.1505 | 61.0946 | -183.3561 | 56.0205 | -239.3765 |
| Avg Daily Profit (%) | 0.2036 | 0.1715 | 0.032 | 0 | 0.0233 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -215131 | -96924 | -166251 | -423803 | -157833 | -349405 |
| Profit Factor | 1.469 | 1.9394 | 1.1274 | 0.8343 | 1.1629 | 0.686 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 72 | 31 | 41 | 74 | 36 | 38 |
| Losing Trades | 73 | 41 | 32 | 71 | 36 | 35 |
| Profitability (%) | 49.6552 | 43.0556 | 56.1644 | 51.0345 | 50 | 52.0548 |
| Ratio Avg Win / Avg Loss | 1.4894 | 2.5651 | 0.8799 | 0.8004 | 1.1629 | 0.6318 |
| Largest Winning Trade | 259401 | 259401 | 69919 | 151627 | 151627 | 97011 |
| Largest Losing Trade | -117563 | -40075 | -117563 | -265405 | -63991 | -265405 |
| Avg Bars in Trades | 75 | 75 | 76 | 75 | 75 | 76 |
| Avg Bars in Winners | 98 | 106 | 93 | 69 | 76 | 61 |
| Avg Bars in Losers | 52 | 51 | 53 | 82 | 73 | 91 |
| Bars Traded | 10967 | 5413 | 5554 | 10967 | 5413 | 5554 |
| Profit Streak | 0 | 0 | 0 | 143.4717 | 265.1383 | 143.4717 |
| Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324647 | -71097 | -303615 | -578815 | -282133 | -651118 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11443,
"evaluation_days": 1907.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597521600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759072751910,
"expiration_time": 1764004176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 203
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 179,
"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": [
[
388245.0757860065,
327150.4533130643,
61094.6224729422,
-183356.075527948,
56020.4559789643,
-239376.5315069123
],
[
388.245076,
327.150453,
61.094622,
-183.356076,
56.020456,
-239.376532
],
[
0.203571,
0.171537,
0.032034,
0,
0.023326,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-215131,
-96924,
-166251,
-423803,
-157833,
-349405
],
[
1.469027,
1.939432,
1.127407,
0.834267,
1.162853,
0.685998
],
[
145,
72,
73,
145,
72,
73
],
[
72,
31,
41,
74,
36,
38
],
[
73,
41,
32,
71,
36,
35
],
[
49.655172,
43.055556,
56.164384,
51.034483,
50,
52.054795
],
[
1.48943,
2.565056,
0.879927,
0.800446,
1.162853,
0.631841
],
[
259401,
259401,
69919,
151627,
151627,
97011
],
[
-117563,
-40075,
-117563,
-265405,
-63991,
-265405
],
[
75,
75,
76,
75,
75,
76
],
[
98,
106,
93,
69,
76,
61
],
[
52,
51,
53,
82,
73,
91
],
[
10967,
5413,
5554,
10967,
5413,
5554
],
[
0,
0,
0,
143.471666,
265.138332,
143.471666
],
[
0,
0,
0,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324647,
-71097,
-303615,
-578815,
-282133,
-651118
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11443,
"evaluation_days": 1907.17,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597521600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759072751910,
"expiration_time": 1764004176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 203
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 179,
"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) |
|---|