Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408982.3442 | 319280.5901 | 89701.754 | 85986.9971 | -88630.4818 | 174617.4789 |
Total P&L (%) | 408.9823 | 319.2806 | 89.7018 | 85.987 | -88.6305 | 174.6175 |
Avg Daily Profit (%) | 0.2131 | 0.1664 | 0.0467 | 0.0323 | -0.1132 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149771 | -104277 | -90148 | -426002 | -538122 | -226912 |
Profit Factor | 1.7923 | 2.2271 | 1.3503 | 1.0487 | 0.9116 | 1.229 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.852 | 2.9124 | 1.1121 | 1.0837 | 1.1921 | 1.0121 |
Largest Winning Trade | 332069 | 332069 | 58349 | 385578 | 385578 | 191787 |
Largest Losing Trade | -46858 | -31804 | -46858 | -159644 | -159644 | -136638 |
Avg Bars in Trades | 90 | 62 | 118 | 90 | 62 | 118 |
Avg Bars in Winners | 126 | 88 | 156 | 126 | 88 | 156 |
Avg Bars in Losers | 56 | 42 | 73 | 56 | 42 | 73 |
Bars Traded | 5538 | 1862 | 3676 | 5538 | 1862 | 3676 |
Profit Streak | 0 | 68.4542 | 0 | 0 | 68.4542 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155186 | 341649 | -129512 | -482944 | -581193 | -122373 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5758, "evaluation_days": 1919.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760093645296, "expiration_time": 1765058112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 3.27393 } } }
{ "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": [ [ 408982.3441808571, 319280.5901368171, 89701.7540440398, 85986.9970607593, -88630.4818166159, 174617.4788773752 ], [ 408.982344, 319.28059, 89.701754, 85.986997, -88.630482, 174.617479 ], [ 0.213086, 0.16635, 0.046736, 0.032335, -0.113217, 0.052647 ], [ 10, 10, 10, 10, 10, 10 ], [ -149771, -104277, -90148, -426002, -538122, -226912 ], [ 1.792252, 2.2271, 1.350348, 1.048722, 0.911568, 1.228976 ], [ 61, 30, 31, 61, 30, 31 ], [ 30, 13, 17, 30, 13, 17 ], [ 31, 17, 14, 31, 17, 14 ], [ 49.180328, 43.333333, 54.83871, 49.180328, 43.333333, 54.83871 ], [ 1.851994, 2.912362, 1.112051, 1.083679, 1.192051, 1.012098 ], [ 332069, 332069, 58349, 385578, 385578, 191787 ], [ -46858, -31804, -46858, -159644, -159644, -136638 ], [ 90, 62, 118, 90, 62, 118 ], [ 126, 88, 156, 126, 88, 156 ], [ 56, 42, 73, 56, 42, 73 ], [ 5538, 1862, 3676, 5538, 1862, 3676 ], [ 0, 68.454228, 0, 0, 68.454228, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155186, 341649, -129512, -482944, -581193, -122373 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5758, "evaluation_days": 1919.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760093645296, "expiration_time": 1765058112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 3.27393 } } }
# | 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) |
---|