| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406209.9708 | 239604.7933 | 166605.1774 | 382317.1345 | 152806.9832 | 229510.1514 |
| Total P&L (%) | 406.21 | 239.6048 | 166.6052 | 382.3171 | 152.807 | 229.5102 |
| Avg Daily Profit (%) | 0.2127 | 0.1255 | 0.0872 | 0.0824 | 0.0486 | 0.0625 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107971 | -105549 | -60624 | -454261 | -315433 | -227568 |
| Profit Factor | 1.7418 | 1.7086 | 1.7955 | 1.2819 | 1.1835 | 1.4385 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 57.5758 | 54 | 61.2245 | 57.5758 | 54 | 61.2245 |
| Ratio Avg Win / Avg Loss | 1.2834 | 1.4555 | 1.1371 | 0.9446 | 1.0082 | 0.911 |
| Largest Winning Trade | 168642 | 168642 | 64779 | 328026 | 328026 | 209238 |
| Largest Losing Trade | -42245 | -34536 | -42245 | -130089 | -89706 | -130089 |
| Avg Bars in Trades | 111 | 76 | 148 | 111 | 76 | 148 |
| Avg Bars in Winners | 130 | 65 | 188 | 130 | 65 | 188 |
| Avg Bars in Losers | 87 | 88 | 84 | 87 | 88 | 84 |
| Bars Traded | 11082 | 3811 | 7270 | 11082 | 3811 | 7270 |
| Profit Streak | 0 | 0 | 44.5878 | 0 | 0 | 44.5878 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401981 | -202937 | -72091 | -83360 | -326219 | -108162 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11459,
"evaluation_days": 1909.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597176000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759298789747,
"expiration_time": 1764241488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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": [
[
406209.9707772488,
239604.7933295541,
166605.1774476945,
382317.1345448596,
152806.9831810163,
229510.1513638432
],
[
406.209971,
239.604793,
166.605177,
382.317135,
152.806983,
229.510151
],
[
0.212694,
0.125459,
0.087236,
0.08242,
0.048574,
0.062456
],
[
10,
10,
10,
10,
10,
10
],
[
-107971,
-105549,
-60624,
-454261,
-315433,
-227568
],
[
1.741818,
1.708586,
1.795473,
1.281936,
1.183532,
1.438455
],
[
99,
50,
49,
99,
50,
49
],
[
57,
27,
30,
57,
27,
30
],
[
42,
23,
19,
42,
23,
19
],
[
57.575758,
54,
61.22449,
57.575758,
54,
61.22449
],
[
1.283445,
1.455462,
1.137133,
0.944584,
1.008194,
0.911022
],
[
168642,
168642,
64779,
328026,
328026,
209238
],
[
-42245,
-34536,
-42245,
-130089,
-89706,
-130089
],
[
111,
76,
148,
111,
76,
148
],
[
130,
65,
188,
130,
65,
188
],
[
87,
88,
84,
87,
88,
84
],
[
11082,
3811,
7270,
11082,
3811,
7270
],
[
0,
0,
44.587844,
0,
0,
44.587844
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401981,
-202937,
-72091,
-83360,
-326219,
-108162
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11459,
"evaluation_days": 1909.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597176000000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759298789747,
"expiration_time": 1764241488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 200,
"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) |
|---|