Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434747.3408 | 310361.5369 | 124385.8039 | 87374.0985 | 200683.8806 | -113309.7821 |
Total P&L (%) | 434.7473 | 310.3615 | 124.3858 | 87.3741 | 200.6839 | -113.3098 |
Avg Daily Profit (%) | 0.2284 | 0.1631 | 0.0654 | 0.033 | 0.0579 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248897 | -182575 | -121592 | -892259 | -555609 | -627142 |
Profit Factor | 1.198 | 1.2683 | 1.1198 | 1.0139 | 1.0606 | 0.9616 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 295 | 141 | 154 | 295 | 141 | 154 |
Losing Trades | 281 | 147 | 134 | 281 | 147 | 134 |
Profitability (%) | 51.2153 | 48.9583 | 53.4722 | 51.2153 | 48.9583 | 53.4722 |
Ratio Avg Win / Avg Loss | 1.1412 | 1.3223 | 0.9743 | 0.9658 | 1.1058 | 0.8368 |
Largest Winning Trade | 80650 | 80650 | 30506 | 172671 | 172671 | 146956 |
Largest Losing Trade | -33583 | -27571 | -33583 | -151641 | -151641 | -151177 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 7480 | 3740 | 3740 | 7480 | 3740 | 3740 |
Profit Streak | 0 | 0 | 14.4395 | 0 | 0 | 14.4395 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309648 | 288681 | -193857 | -352216 | -268680 | -578507 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596823200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861171648, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.33238 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.91323 } } }
{ "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": [ [ 434747.3407970194, 310361.5369406657, 124385.8038563533, 87374.0985101688, 200683.8806443065, -113309.7821341371 ], [ 434.747341, 310.361537, 124.385804, 87.374099, 200.683881, -113.309782 ], [ 0.228424, 0.163069, 0.065354, 0.032998, 0.057859, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -248897, -182575, -121592, -892259, -555609, -627142 ], [ 1.198018, 1.268283, 1.119758, 1.013947, 1.060622, 0.961647 ], [ 576, 288, 288, 576, 288, 288 ], [ 295, 141, 154, 295, 141, 154 ], [ 281, 147, 134, 281, 147, 134 ], [ 51.215278, 48.958333, 53.472222, 51.215278, 48.958333, 53.472222 ], [ 1.141163, 1.322252, 0.974335, 0.965827, 1.105755, 0.836758 ], [ 80650, 80650, 30506, 172671, 172671, 146956 ], [ -33583, -27571, -33583, -151641, -151641, -151177 ], [ 12, 12, 12, 12, 12, 12 ], [ 12, 12, 12, 12, 12, 12 ], [ 12, 12, 12, 12, 12, 12 ], [ 7480, 3740, 3740, 7480, 3740, 3740 ], [ 0, 0, 14.439487, 0, 0, 14.439487 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309648, 288681, -193857, -352216, -268680, -578507 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596823200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758861171648, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.33238 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.91323 } } }
# | 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) |
---|