Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655096.8322 | 396191.0443 | 258905.7879 | 2158766.8757 | 1411586.676 | 747180.1998 |
Total P&L (%) | 655.0968 | 396.191 | 258.9058 | 2158.7669 | 1411.5867 | 747.1802 |
Avg Daily Profit (%) | 0.3432 | 0.2076 | 0.1356 | 0.1635 | 0.1424 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248955 | -110389 | -138565 | -5358644 | -2388771 | -3134061 |
Profit Factor | 1.7091 | 1.8508 | 1.5651 | 1.1325 | 1.1673 | 1.0952 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 60.241 | 60.241 | 60.241 | 60.241 | 60.241 | 60.241 |
Ratio Avg Win / Avg Loss | 1.128 | 1.2215 | 1.033 | 0.7475 | 0.7704 | 0.7228 |
Largest Winning Trade | 72726 | 72726 | 44533 | 1317613 | 1317613 | 852015 |
Largest Losing Trade | -75630 | -35971 | -75630 | -2214889 | -781129 | -2214889 |
Avg Bars in Trades | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Winners | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
Bars Traded | 11205 | 5087 | 6118 | 11205 | 5087 | 6118 |
Profit Streak | 10.9343 | 69.2676 | 0 | 10.9343 | 69.2676 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512261 | 458621 | -8966 | -65872 | -38106 | -159285 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11452, "evaluation_days": 1908.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199123190, "expiration_time": 1764137664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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": [ [ 655096.8321800393, 396191.0442759569, 258905.7879040823, 2158766.8757155105, 1411586.6759524243, 747180.199763086 ], [ 655.096832, 396.191044, 258.905788, 2158.766876, 1411.586676, 747.1802 ], [ 0.343222, 0.207574, 0.135647, 0.163462, 0.142386, 0.112012 ], [ 10, 10, 10, 10, 10, 10 ], [ -248955, -110389, -138565, -5358644, -2388771, -3134061 ], [ 1.709099, 1.85075, 1.565113, 1.132506, 1.167251, 1.095159 ], [ 166, 83, 83, 166, 83, 83 ], [ 100, 50, 50, 100, 50, 50 ], [ 66, 33, 33, 66, 33, 33 ], [ 60.240964, 60.240964, 60.240964, 60.240964, 60.240964, 60.240964 ], [ 1.128005, 1.221495, 1.032975, 0.747454, 0.770386, 0.722805 ], [ 72726, 72726, 44533, 1317613, 1317613, 852015 ], [ -75630, -35971, -75630, -2214889, -781129, -2214889 ], [ 67, 61, 73, 67, 61, 73 ], [ 63, 55, 71, 63, 55, 71 ], [ 73, 70, 76, 73, 70, 76 ], [ 11205, 5087, 6118, 11205, 5087, 6118 ], [ 10.934296, 69.267629, 0, 10.934296, 69.26763, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 512261, 458621, -8966, -65872, -38106, -159285 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11452, "evaluation_days": 1908.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199123190, "expiration_time": 1764137664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 216, "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) |
---|