Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375269.2986 | 284557.0744 | 90712.2242 | -6260932.9074 | -5550536.9776 | -710395.9298 |
Total P&L (%) | 375.2693 | 284.5571 | 90.7122 | -6260.9329 | -5550.537 | -710.3959 |
Avg Daily Profit (%) | 0.1967 | 0.1491 | 0.0475 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247756 | -85855 | -239794 | -20699049 | -12317631 | -9717108 |
Profit Factor | 1.3956 | 1.7152 | 1.1647 | 0.8931 | 0.8171 | 0.9748 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 115 | 55 | 60 | 82 | 43 | 39 |
Losing Trades | 74 | 40 | 34 | 107 | 52 | 55 |
Profitability (%) | 60.8466 | 57.8947 | 63.8298 | 43.3862 | 45.2632 | 41.4894 |
Ratio Avg Win / Avg Loss | 0.898 | 1.2474 | 0.66 | 1.1654 | 0.9881 | 1.3748 |
Largest Winning Trade | 62478 | 62478 | 37703 | 7857606 | 5631228 | 7857606 |
Largest Losing Trade | -239794 | -53685 | -239794 | -4896433 | -4896433 | -3159854 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 44 | 46 | 41 | 71 | 72 | 71 |
Avg Bars in Losers | 80 | 75 | 87 | 48 | 47 | 49 |
Bars Traded | 11056 | 5591 | 5465 | 11056 | 5591 | 5465 |
Profit Streak | 50.4858 | 76.9858 | 50.4858 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383163 | 372868 | -167188 | -580693 | -582920 | -582724 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11449, "evaluation_days": 1908.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759160369923, "expiration_time": 1764093168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "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": [ [ 375269.2986360636, 284557.0744098831, 90712.2242261804, -6260932.907351274, -5550536.977576498, -710395.9297747756 ], [ 375.269299, 284.557074, 90.712224, -6260.932907, -5550.536978, -710.39593 ], [ 0.196664, 0.149126, 0.047539, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -247756, -85855, -239794, -20699049, -12317631, -9717108 ], [ 1.395602, 1.715231, 1.164706, 0.8931, 0.817072, 0.974831 ], [ 189, 95, 94, 189, 95, 94 ], [ 115, 55, 60, 82, 43, 39 ], [ 74, 40, 34, 107, 52, 55 ], [ 60.846561, 57.894737, 63.829787, 43.386243, 45.263158, 41.489362 ], [ 0.898039, 1.247441, 0.66, 1.165387, 0.988087, 1.374762 ], [ 62478, 62478, 37703, 7857606, 5631228, 7857606 ], [ -239794, -53685, -239794, -4896433, -4896433, -3159854 ], [ 58, 58, 58, 58, 58, 58 ], [ 44, 46, 41, 71, 72, 71 ], [ 80, 75, 87, 48, 47, 49 ], [ 11056, 5591, 5465, 11056, 5591, 5465 ], [ 50.485763, 76.985763, 50.485763, 0, 0, 0 ], [ 9, 5, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383163, 372868, -167188, -580693, -582920, -582724 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11449, "evaluation_days": 1908.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759160369923, "expiration_time": 1764093168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 154, "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) |
---|