Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310900.9431 | 289747.5846 | 21153.3585 | -62600.4356 | 55149.2877 | -117749.7234 |
Total P&L (%) | 310.9009 | 289.7476 | 21.1534 | -62.6004 | 55.1493 | -117.7497 |
Avg Daily Profit (%) | 0.1625 | 0.1515 | 0.0111 | -0.0514 | 0.023 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213120 | -123158 | -144513 | -371011 | -168604 | -224806 |
Profit Factor | 1.1179 | 1.2284 | 1.0155 | 0.9743 | 1.0449 | 0.9022 |
Total Trades | 728 | 364 | 364 | 728 | 364 | 364 |
Winning Trades | 366 | 178 | 188 | 366 | 178 | 188 |
Losing Trades | 362 | 186 | 176 | 362 | 186 | 176 |
Profitability (%) | 50.2747 | 48.9011 | 51.6484 | 50.2747 | 48.9011 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.1057 | 1.2836 | 0.9506 | 0.9636 | 1.0919 | 0.8446 |
Largest Winning Trade | 87215 | 87215 | 30429 | 139805 | 139805 | 43343 |
Largest Losing Trade | -42253 | -30319 | -42253 | -83100 | -58117 | -83100 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7528 | 3765 | 3763 | 7528 | 3765 | 3763 |
Profit Streak | 3.6261 | 11.3761 | 0 | 3.6261 | 11.3761 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79991 | 329083 | -387533 | -577227 | -332041 | -578939 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7652, "evaluation_days": 1913, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596736800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759568492066, "expiration_time": 1764516096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.56752 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.16728, "nc": 0.97015 } } }
{ "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": [ [ 310900.9430591474, 289747.584586616, 21153.3584725313, -62600.4356422951, 55149.2877416446, -117749.7233839393 ], [ 310.900943, 289.747585, 21.153358, -62.600436, 55.149288, -117.749723 ], [ 0.16252, 0.151462, 0.011058, -0.051399, 0.022962, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -213120, -123158, -144513, -371011, -168604, -224806 ], [ 1.117895, 1.228394, 1.015458, 0.974261, 1.044889, 0.902167 ], [ 728, 364, 364, 728, 364, 364 ], [ 366, 178, 188, 366, 178, 188 ], [ 362, 186, 176, 362, 186, 176 ], [ 50.274725, 48.901099, 51.648352, 50.274725, 48.901099, 51.648352 ], [ 1.105678, 1.283603, 0.950641, 0.963613, 1.091851, 0.844582 ], [ 87215, 87215, 30429, 139805, 139805, 43343 ], [ -42253, -30319, -42253, -83100, -58117, -83100 ], [ 10, 10, 10, 10, 10, 10 ], [ 10, 10, 10, 10, 10, 10 ], [ 10, 10, 10, 10, 10, 10 ], [ 7528, 3765, 3763, 7528, 3765, 3763 ], [ 3.626065, 11.376065, 0, 3.626066, 11.376066, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79991, 329083, -387533, -577227, -332041, -578939 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7652, "evaluation_days": 1913, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596736800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759568492066, "expiration_time": 1764516096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.56752 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.16728, "nc": 0.97015 } } }
# | 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) |
---|