| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335358.8117 | 301327.3661 | 34031.4456 | -60036.9834 | -59260.2942 | -776.6892 |
| Total P&L (%) | 335.3588 | 301.3274 | 34.0314 | -60.037 | -59.2603 | -0.7767 |
| Avg Daily Profit (%) | 0.1748 | 0.1571 | 0.0177 | -0.0478 | -0.0468 | -0.0004 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217591 | -136730 | -127488 | -292022 | -283685 | -116136 |
| Profit Factor | 1.4186 | 1.7152 | 1.0896 | 0.9314 | 0.8765 | 0.998 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 51.5789 | 51.0638 | 52.0833 | 51.5789 | 51.0638 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.3317 | 1.6437 | 1.0024 | 0.8744 | 0.84 | 0.9182 |
| Largest Winning Trade | 260858 | 260858 | 64252 | 192969 | 192969 | 65179 |
| Largest Losing Trade | -76298 | -41858 | -76298 | -88579 | -77364 | -88579 |
| Avg Bars in Trades | 116 | 102 | 130 | 116 | 102 | 130 |
| Avg Bars in Winners | 122 | 109 | 134 | 122 | 109 | 134 |
| Avg Bars in Losers | 110 | 93 | 127 | 110 | 93 | 127 |
| Bars Traded | 11084 | 4797 | 6287 | 11084 | 4797 | 6287 |
| Profit Streak | 0 | 122.3629 | 0 | 0 | 122.3629 | 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 | 312209 | 434722 | -293520 | -580320 | -579207 | -580419 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11508,
"evaluation_days": 1918,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1759999351846,
"expiration_time": 1764968256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 104,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 245,
"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": [
[
335358.8117296663,
301327.366086829,
34031.4456428372,
-60036.9833887604,
-59260.2941647635,
-776.6892239969
],
[
335.358812,
301.327366,
34.031446,
-60.036983,
-59.260294,
-0.776689
],
[
0.174848,
0.157105,
0.017743,
-0.04781,
-0.046807,
-0.000407
],
[
10,
10,
10,
10,
10,
10
],
[
-217591,
-136730,
-127488,
-292022,
-283685,
-116136
],
[
1.418571,
1.715156,
1.089591,
0.931411,
0.876497,
0.998036
],
[
95,
47,
48,
95,
47,
48
],
[
49,
24,
25,
49,
24,
25
],
[
46,
23,
23,
46,
23,
23
],
[
51.578947,
51.06383,
52.083333,
51.578947,
51.06383,
52.083333
],
[
1.331719,
1.643692,
1.002423,
0.874385,
0.839976,
0.918193
],
[
260858,
260858,
64252,
192969,
192969,
65179
],
[
-76298,
-41858,
-76298,
-88579,
-77364,
-88579
],
[
116,
102,
130,
116,
102,
130
],
[
122,
109,
134,
122,
109,
134
],
[
110,
93,
127,
110,
93,
127
],
[
11084,
4797,
6287,
11084,
4797,
6287
],
[
0,
122.362869,
0,
0,
122.362869,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312209,
434722,
-293520,
-580320,
-579207,
-580419
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11508,
"evaluation_days": 1918,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1759999351846,
"expiration_time": 1764968256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 104,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 245,
"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) |
|---|