Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379975.4222 | 241547.1677 | 138428.2544 | 70341.5305 | 133800.9894 | -63459.4589 |
Total P&L (%) | 379.9754 | 241.5472 | 138.4283 | 70.3415 | 133.801 | -63.4595 |
Avg Daily Profit (%) | 0.1992 | 0.1266 | 0.0726 | 0.0279 | 0.0445 | -0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189802 | -161521 | -62546 | -1012378 | -753334 | -312930 |
Profit Factor | 1.5066 | 1.5384 | 1.4592 | 1.0376 | 1.1148 | 0.9102 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 47.3684 | 40.9091 | 53.7313 | 47.3684 | 40.9091 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.674 | 2.2222 | 1.2565 | 1.1529 | 1.6103 | 0.7838 |
Largest Winning Trade | 208713 | 208713 | 45447 | 681837 | 681837 | 82613 |
Largest Losing Trade | -60785 | -42384 | -60785 | -249529 | -249529 | -117955 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 102 | 111 | 95 | 102 | 111 | 95 |
Avg Bars in Losers | 65 | 60 | 73 | 65 | 60 | 73 |
Bars Traded | 11061 | 5354 | 5707 | 11061 | 5354 | 5707 |
Profit Streak | 0 | 124.6755 | 0 | 0 | 124.6755 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338416 | -147971 | -211194 | -335435 | -353163 | -696974 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11446, "evaluation_days": 1907.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597348800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119160242, "expiration_time": 1764048672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 139, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 379975.4221596701, 241547.1677469513, 138428.2544127189, 70341.5304794211, 133800.9894049836, -63459.4589255625 ], [ 379.975422, 241.547168, 138.428254, 70.34153, 133.800989, -63.459459 ], [ 0.199183, 0.126619, 0.072564, 0.027925, 0.04453, -0.05276 ], [ 10, 10, 10, 10, 10, 10 ], [ -189802, -161521, -62546, -1012378, -753334, -312930 ], [ 1.506577, 1.538425, 1.459182, 1.037578, 1.114843, 0.910218 ], [ 133, 66, 67, 133, 66, 67 ], [ 63, 27, 36, 63, 27, 36 ], [ 70, 39, 31, 70, 39, 31 ], [ 47.368421, 40.909091, 53.731343, 47.368421, 40.909091, 53.731343 ], [ 1.673974, 2.22217, 1.256518, 1.152864, 1.610329, 0.783799 ], [ 208713, 208713, 45447, 681837, 681837, 82613 ], [ -60785, -42384, -60785, -249529, -249529, -117955 ], [ 83, 81, 85, 83, 81, 85 ], [ 102, 111, 95, 102, 111, 95 ], [ 65, 60, 73, 65, 60, 73 ], [ 11061, 5354, 5707, 11061, 5354, 5707 ], [ 0, 124.675466, 0, 0, 124.675466, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338416, -147971, -211194, -335435, -353163, -696974 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11446, "evaluation_days": 1907.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597348800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119160242, "expiration_time": 1764048672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 139, "offset": 0, "scalar": 2 } } }
# | 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) |
---|