| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427291.6438 | 321678.6305 | 105613.0133 | 97769.1924 | 461065.655 | -363296.4625 |
| Total P&L (%) | 427.2916 | 321.6786 | 105.613 | 97.7692 | 461.0657 | -363.2965 |
| Avg Daily Profit (%) | 0.2243 | 0.1688 | 0.0554 | 0.0358 | 0.0906 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -245321 | -118669 | -166012 | -1489851 | -573716 | -996932 |
| Profit Factor | 1.2602 | 1.4003 | 1.126 | 1.0162 | 1.1632 | 0.8863 |
| Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
| Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
| Losing Trades | 158 | 80 | 78 | 158 | 80 | 78 |
| Profitability (%) | 51.8293 | 51.2195 | 52.439 | 51.8293 | 51.2195 | 52.439 |
| Ratio Avg Win / Avg Loss | 1.1713 | 1.3336 | 1.0212 | 0.9445 | 1.1078 | 0.8039 |
| Largest Winning Trade | 81948 | 81948 | 39896 | 347702 | 347702 | 234395 |
| Largest Losing Trade | -43333 | -43333 | -35161 | -315555 | -228754 | -315555 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 5699 | 2848 | 2851 | 5699 | 2848 | 2851 |
| Profit Streak | 8.844 | 0 | 14.5107 | 8.844 | 0 | 14.5107 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380462 | 316463 | -199352 | -346506 | -112285 | -579289 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5716,
"evaluation_days": 1905.33,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1594281600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888925724,
"expiration_time": 1763812224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.46645,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.38431
}
}
}
{
"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": [
[
427291.6437944346,
321678.6304511453,
105613.01334329,
97769.1924373768,
461065.6549712794,
-363296.4625339025
],
[
427.291644,
321.67863,
105.613013,
97.769192,
461.065655,
-363.296463
],
[
0.224261,
0.168831,
0.05543,
0.035797,
0.090559,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-245321,
-118669,
-166012,
-1489851,
-573716,
-996932
],
[
1.26023,
1.40025,
1.125987,
1.016241,
1.163239,
0.886309
],
[
328,
164,
164,
328,
164,
164
],
[
170,
84,
86,
170,
84,
86
],
[
158,
80,
78,
158,
80,
78
],
[
51.829268,
51.219512,
52.439024,
51.829268,
51.219512,
52.439024
],
[
1.171272,
1.333572,
1.021244,
0.944506,
1.107847,
0.803862
],
[
81948,
81948,
39896,
347702,
347702,
234395
],
[
-43333,
-43333,
-35161,
-315555,
-228754,
-315555
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
5699,
2848,
2851,
5699,
2848,
2851
],
[
8.844048,
0,
14.510714,
8.844048,
0,
14.510714
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380462,
316463,
-199352,
-346506,
-112285,
-579289
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5716,
"evaluation_days": 1905.33,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1594281600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888925724,
"expiration_time": 1763812224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.46645,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.38431
}
}
}
| # | 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) |
|---|