Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348437.8052 | 299804.9187 | 48632.8865 | -77833.6783 | 330338.2945 | -408171.9728 |
Total P&L (%) | 348.4378 | 299.8049 | 48.6329 | -77.8337 | 330.3383 | -408.172 |
Avg Daily Profit (%) | 0.1815 | 0.1562 | 0.0253 | -0.0785 | 0.0761 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185691 | -87054 | -128823 | -585492 | -230629 | -578425 |
Profit Factor | 1.2508 | 1.4905 | 1.0625 | 0.9605 | 1.5027 | 0.6894 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 55.8394 | 51.0949 | 60.5839 | 55.8394 | 51.0949 | 60.5839 |
Ratio Avg Win / Avg Loss | 0.9892 | 1.4266 | 0.6913 | 0.7596 | 1.4383 | 0.4485 |
Largest Winning Trade | 69554 | 69554 | 34629 | 105521 | 105521 | 75563 |
Largest Losing Trade | -86755 | -44018 | -86755 | -366477 | -80990 | -366477 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 5699 | 2947 | 2752 | 5699 | 2947 | 2752 |
Profit Streak | 17.0077 | 18.6743 | 17.0077 | 17.0077 | 18.6743 | 17.0077 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328164 | 334245 | -311886 | -577242 | -89272 | -578748 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5758, "evaluation_days": 1919.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1594972800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760112661300, "expiration_time": 1765058112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 3.7586 } } }
{ "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": [ [ 348437.805219777, 299804.9186774414, 48632.8865423359, -77833.6783298316, 330338.2944825477, -408171.9728123791 ], [ 348.437805, 299.804919, 48.632887, -77.833678, 330.338294, -408.171973 ], [ 0.181541, 0.156203, 0.025338, -0.078465, 0.076066, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -185691, -87054, -128823, -585492, -230629, -578425 ], [ 1.250798, 1.490477, 1.062505, 0.960519, 1.502686, 0.689432 ], [ 274, 137, 137, 274, 137, 137 ], [ 153, 70, 83, 153, 70, 83 ], [ 121, 67, 54, 121, 67, 54 ], [ 55.839416, 51.094891, 60.583942, 55.839416, 51.094891, 60.583942 ], [ 0.989193, 1.4266, 0.691268, 0.759626, 1.438286, 0.448546 ], [ 69554, 69554, 34629, 105521, 105521, 75563 ], [ -86755, -44018, -86755, -366477, -80990, -366477 ], [ 20, 21, 20, 20, 21, 20 ], [ 17, 17, 16, 17, 17, 16 ], [ 25, 25, 25, 25, 25, 25 ], [ 5699, 2947, 2752, 5699, 2947, 2752 ], [ 17.007654, 18.67432, 17.007654, 17.007654, 18.674321, 17.007654 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328164, 334245, -311886, -577242, -89272, -578748 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5758, "evaluation_days": 1919.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1594972800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760112661300, "expiration_time": 1765058112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 3.7586 } } }
# | 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) |
---|