Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321431.4017 | 216524.9935 | 104906.4082 | -543777.8608 | 34487.3747 | -578265.2355 |
Total P&L (%) | 321.4314 | 216.525 | 104.9064 | -543.7779 | 34.4874 | -578.2652 |
Avg Daily Profit (%) | 0.1683 | 0.1134 | 0.0549 | 0 | 0.0155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222468 | -124713 | -170419 | -759863 | -305691 | -741862 |
Profit Factor | 1.3548 | 1.5452 | 1.2061 | 0.7526 | 1.0405 | 0.5702 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 93 | 40 | 53 | 54 | 31 | 23 |
Losing Trades | 51 | 32 | 19 | 90 | 41 | 49 |
Profitability (%) | 64.5833 | 55.5556 | 73.6111 | 37.5 | 43.0556 | 31.9444 |
Ratio Avg Win / Avg Loss | 0.7429 | 1.2361 | 0.4324 | 1.2543 | 1.3761 | 1.2148 |
Largest Winning Trade | 53478 | 53478 | 35503 | 353625 | 249240 | 353625 |
Largest Losing Trade | -168736 | -52541 | -168736 | -457028 | -89289 | -457028 |
Avg Bars in Trades | 51 | 48 | 55 | 51 | 48 | 55 |
Avg Bars in Winners | 45 | 42 | 48 | 59 | 55 | 65 |
Avg Bars in Losers | 63 | 55 | 76 | 47 | 42 | 50 |
Bars Traded | 7472 | 3474 | 3998 | 7472 | 3474 | 3998 |
Profit Streak | 0 | 0 | 62.1076 | 15.1076 | 18.3576 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301447 | -118512 | -196864 | -583005 | -432438 | -665591 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7639, "evaluation_days": 1909.75, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286093338, "expiration_time": 1764226872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 131, "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": [ [ 321431.4017344209, 216524.9935194601, 104906.4082149607, -543777.8608254343, 34487.3746887487, -578265.2355141828 ], [ 321.431402, 216.524994, 104.906408, -543.777861, 34.487375, -578.265236 ], [ 0.168311, 0.113379, 0.054932, 0, 0.015516, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -222468, -124713, -170419, -759863, -305691, -741862 ], [ 1.354751, 1.545159, 1.206144, 0.752562, 1.040468, 0.570199 ], [ 144, 72, 72, 144, 72, 72 ], [ 93, 40, 53, 54, 31, 23 ], [ 51, 32, 19, 90, 41, 49 ], [ 64.583333, 55.555556, 73.611111, 37.5, 43.055556, 31.944444 ], [ 0.742928, 1.236128, 0.432391, 1.25427, 1.376103, 1.214771 ], [ 53478, 53478, 35503, 353625, 249240, 353625 ], [ -168736, -52541, -168736, -457028, -89289, -457028 ], [ 51, 48, 55, 51, 48, 55 ], [ 45, 42, 48, 59, 55, 65 ], [ 63, 55, 76, 47, 42, 50 ], [ 7472, 3474, 3998, 7472, 3474, 3998 ], [ 0, 0, 62.107562, 15.107562, 18.357562, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301447, -118512, -196864, -583005, -432438, -665591 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7639, "evaluation_days": 1909.75, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759286093338, "expiration_time": 1764226872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 131, "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) |
---|