| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 322524.7852 | 239786.1872 | 82738.598 | 28747.5716 | -96845.998 | 125593.5696 |
| Total P&L (%) | 322.5248 | 239.7862 | 82.7386 | 28.7476 | -96.846 | 125.5936 |
| Avg Daily Profit (%) | 0.1687 | 0.1254 | 0.0433 | 0.0132 | -0.1807 | 0.0426 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105822 | -115759 | -43299 | -399879 | -454483 | -75406 |
| Profit Factor | 1.3633 | 1.3589 | 1.3769 | 1.0171 | 0.9276 | 1.362 |
| Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
| Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
| Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Profitability (%) | 67.8392 | 70.7071 | 65 | 67.8392 | 70.7071 | 65 |
| Ratio Avg Win / Avg Loss | 0.6463 | 0.563 | 0.7414 | 0.4822 | 0.3843 | 0.7334 |
| Largest Winning Trade | 42787 | 42787 | 21386 | 80202 | 70553 | 80202 |
| Largest Losing Trade | -69424 | -69424 | -32300 | -242224 | -242224 | -62045 |
| Avg Bars in Trades | 18 | 36 | 2 | 18 | 36 | 2 |
| Avg Bars in Winners | 8 | 15 | 1 | 8 | 15 | 1 |
| Avg Bars in Losers | 40 | 86 | 2 | 40 | 86 | 2 |
| Bars Traded | 3765 | 3564 | 200 | 3765 | 3564 | 200 |
| Profit Streak | 0 | 53.8631 | 0 | 0 | 53.8631 | 0 |
| Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352447 | -22525 | -134271 | -378182 | -576532 | -135314 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3823,
"evaluation_days": 1911.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595376000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759437773797,
"expiration_time": 1764361008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 243,
"offset": 0,
"std": 2.00761
}
}
} {
"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": [
[
322524.7851609189,
239786.187159034,
82738.5980018847,
28747.5715586796,
-96845.9979957662,
125593.5695544458
],
[
322.524785,
239.786187,
82.738598,
28.747572,
-96.845998,
125.59357
],
[
0.168729,
0.125444,
0.043285,
0.01322,
-0.180663,
0.042571
],
[
10,
10,
10,
10,
10,
10
],
[
-105822,
-115759,
-43299,
-399879,
-454483,
-75406
],
[
1.36334,
1.358874,
1.376932,
1.017074,
0.927555,
1.362027
],
[
199,
99,
100,
199,
99,
100
],
[
135,
70,
65,
135,
70,
65
],
[
64,
29,
35,
64,
29,
35
],
[
67.839196,
70.707071,
65,
67.839196,
70.707071,
65
],
[
0.646324,
0.562962,
0.741425,
0.482168,
0.384273,
0.733399
],
[
42787,
42787,
21386,
80202,
70553,
80202
],
[
-69424,
-69424,
-32300,
-242224,
-242224,
-62045
],
[
18,
36,
2,
18,
36,
2
],
[
8,
15,
1,
8,
15,
1
],
[
40,
86,
2,
40,
86,
2
],
[
3765,
3564,
200,
3765,
3564,
200
],
[
0,
53.863123,
0,
0,
53.863123,
0
],
[
0,
6,
0,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352447,
-22525,
-134271,
-378182,
-576532,
-135314
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3823,
"evaluation_days": 1911.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595376000000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759437773797,
"expiration_time": 1764361008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 243,
"offset": 0,
"std": 2.00761
}
}
}
| # | 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) |
|---|