| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305757.8046 | 129452.6786 | 176305.126 | -1974694.7321 | -492761.426 | -1481933.3061 |
| Total P&L (%) | 305.7578 | 129.4527 | 176.3051 | -1974.6947 | -492.7614 | -1481.9333 |
| Avg Daily Profit (%) | 0.1607 | 0.068 | 0.0926 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140281 | -11107 | -140281 | -1980782 | -494257 | -1486524 |
| Profit Factor | 2.0796 | 4.3963 | 1.7193 | 0.3289 | 0.3164 | 0.333 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 76 | 37 | 39 | 17 | 10 | 7 |
| Losing Trades | 17 | 10 | 7 | 76 | 37 | 39 |
| Profitability (%) | 81.7204 | 78.7234 | 84.7826 | 18.2796 | 21.2766 | 15.2174 |
| Ratio Avg Win / Avg Loss | 0.4652 | 1.1882 | 0.3086 | 1.4705 | 1.1707 | 1.8553 |
| Largest Winning Trade | 34437 | 16150 | 34437 | 351407 | 83015 | 351407 |
| Largest Losing Trade | -140281 | -8223 | -140281 | -323050 | -90337 | -323050 |
| Avg Bars in Trades | 72 | 5 | 142 | 72 | 5 | 142 |
| Avg Bars in Winners | 44 | 3 | 82 | 147 | 11 | 341 |
| Avg Bars in Losers | 200 | 10 | 471 | 56 | 3 | 106 |
| Bars Traded | 6782 | 246 | 6536 | 6782 | 246 | 6536 |
| Profit Streak | 226.9801 | 226.9801 | 530.9801 | 0 | 0 | 0 |
| Trades During Streak | 12 | 6 | 18 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 525791 | -90364 | -62837 | -638297 | -625255 | -651135 |
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7613,
"evaluation_days": 1903.25,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596412800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821478834,
"expiration_time": 1763648424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 99,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
305757.8046366324,
129452.678595731,
176305.1260409014,
-1974694.7320875374,
-492761.4259803462,
-1481933.3061071918
],
[
305.757805,
129.452679,
176.305126,
-1974.694732,
-492.761426,
-1481.933306
],
[
0.16065,
0.068017,
0.092634,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-140281,
-11107,
-140281,
-1980782,
-494257,
-1486524
],
[
2.079564,
4.396325,
1.719296,
0.328935,
0.316401,
0.333002
],
[
93,
47,
46,
93,
47,
46
],
[
76,
37,
39,
17,
10,
7
],
[
17,
10,
7,
76,
37,
39
],
[
81.72043,
78.723404,
84.782609,
18.27957,
21.276596,
15.217391
],
[
0.465166,
1.188196,
0.308592,
1.470534,
1.170683,
1.855295
],
[
34437,
16150,
34437,
351407,
83015,
351407
],
[
-140281,
-8223,
-140281,
-323050,
-90337,
-323050
],
[
72,
5,
142,
72,
5,
142
],
[
44,
3,
82,
147,
11,
341
],
[
200,
10,
471,
56,
3,
106
],
[
6782,
246,
6536,
6782,
246,
6536
],
[
226.980079,
226.980079,
530.980079,
0,
0,
0
],
[
12,
6,
18,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525791,
-90364,
-62837,
-638297,
-625255,
-651135
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7613,
"evaluation_days": 1903.25,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596412800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758821478834,
"expiration_time": 1763648424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 99,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|