Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412456.6991 | 274079.1409 | 138377.5582 | 235756.9863 | -85545.0017 | 321301.988 |
Total P&L (%) | 412.4567 | 274.0791 | 138.3776 | 235.757 | -85.545 | 321.302 |
Avg Daily Profit (%) | 0.2167 | 0.144 | 0.0727 | 0.0637 | -0.1016 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157962 | -136600 | -50207 | -1831982 | -1889298 | -534214 |
Profit Factor | 1.3543 | 1.3403 | 1.3859 | 1.0216 | 0.9889 | 1.1004 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 49.3927 | 44.7154 | 54.0323 | 49.3927 | 44.7154 | 54.0323 |
Ratio Avg Win / Avg Loss | 1.3876 | 1.6571 | 1.179 | 1.0467 | 1.2226 | 0.9362 |
Largest Winning Trade | 76569 | 76569 | 25693 | 790643 | 790643 | 204743 |
Largest Losing Trade | -29825 | -29825 | -25146 | -495276 | -489680 | -495276 |
Avg Bars in Trades | 15 | 25 | 4 | 15 | 25 | 4 |
Avg Bars in Winners | 17 | 32 | 5 | 17 | 32 | 5 |
Avg Bars in Losers | 12 | 20 | 3 | 12 | 20 | 3 |
Bars Traded | 3762 | 3160 | 602 | 3762 | 3160 | 602 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342486 | -1387 | -94694 | -303345 | -581116 | -203196 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594641600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758935659613, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.62376, "nc": 0.1 } } }
{ "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": [ [ 412456.6990844354, 274079.1409158575, 138377.5581685783, 235756.9862664893, -85545.0017050686, 321301.9879715575 ], [ 412.456699, 274.079141, 138.377558, 235.756986, -85.545002, 321.301988 ], [ 0.216683, 0.143987, 0.072696, 0.063651, -0.101558, 0.075583 ], [ 10, 10, 10, 10, 10, 10 ], [ -157962, -136600, -50207, -1831982, -1889298, -534214 ], [ 1.354326, 1.340284, 1.385864, 1.021624, 0.988894, 1.10041 ], [ 247, 123, 124, 247, 123, 124 ], [ 122, 55, 67, 122, 55, 67 ], [ 125, 68, 57, 125, 68, 57 ], [ 49.392713, 44.715447, 54.032258, 49.392713, 44.715447, 54.032258 ], [ 1.387629, 1.657079, 1.179018, 1.046746, 1.222632, 0.93617 ], [ 76569, 76569, 25693, 790643, 790643, 204743 ], [ -29825, -29825, -25146, -495276, -489680, -495276 ], [ 15, 25, 4, 15, 25, 4 ], [ 17, 32, 5, 17, 32, 5 ], [ 12, 20, 3, 12, 20, 3 ], [ 3762, 3160, 602, 3762, 3160, 602 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342486, -1387, -94694, -303345, -581116, -203196 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3807, "evaluation_days": 1903.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594641600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758935659613, "expiration_time": 1763649072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.62376, "nc": 0.1 } } }
# | 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) |
---|