Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403183.2235 | 302434.5146 | 100748.7088 | 115751.8355 | -189174.0815 | 304925.917 |
Total P&L (%) | 403.1832 | 302.4345 | 100.7487 | 115.7518 | -189.1741 | 304.9259 |
Avg Daily Profit (%) | 0.2107 | 0.1581 | 0.0527 | 0.0402 | 0 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99460 | -117831 | -12682 | -1091917 | -1272075 | -52995 |
Profit Factor | 1.7858 | 1.6739 | 2.5666 | 1.0456 | 0.9193 | 2.588 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 71.2644 | 69.7674 | 72.7273 | 71.2644 | 69.7674 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.7201 | 0.7253 | 0.9625 | 0.4216 | 0.3984 | 0.9705 |
Largest Winning Trade | 121568 | 121568 | 13066 | 621052 | 621052 | 67428 |
Largest Losing Trade | -74465 | -74465 | -12682 | -781484 | -781484 | -52995 |
Avg Bars in Trades | 43 | 85 | 2 | 43 | 85 | 2 |
Avg Bars in Winners | 19 | 39 | 1 | 19 | 39 | 1 |
Avg Bars in Losers | 102 | 193 | 4 | 102 | 193 | 4 |
Bars Traded | 3793 | 3688 | 105 | 3793 | 3688 | 105 |
Profit Streak | 0 | 85.9222 | 0 | 0 | 85.9222 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417174 | 404276 | -117205 | -307930 | -577203 | -89881 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3827, "evaluation_days": 1913.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595160000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759615682063, "expiration_time": 1764538992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 403183.2234630313, 302434.5146283654, 100748.7088346659, 115751.8355450604, -189174.0814612662, 304925.9170063266 ], [ 403.183223, 302.434515, 100.748709, 115.751836, -189.174081, 304.925917 ], [ 0.210705, 0.158053, 0.052652, 0.040194, 0, 0.073114 ], [ 10, 10, 10, 10, 10, 10 ], [ -99460, -117831, -12682, -1091917, -1272075, -52995 ], [ 1.785758, 1.673869, 2.566592, 1.045646, 0.919289, 2.58799 ], [ 87, 43, 44, 87, 43, 44 ], [ 62, 30, 32, 62, 30, 32 ], [ 25, 13, 12, 25, 13, 12 ], [ 71.264368, 69.767442, 72.727273, 71.264368, 69.767442, 72.727273 ], [ 0.720064, 0.725343, 0.962472, 0.421631, 0.398358, 0.970496 ], [ 121568, 121568, 13066, 621052, 621052, 67428 ], [ -74465, -74465, -12682, -781484, -781484, -52995 ], [ 43, 85, 2, 43, 85, 2 ], [ 19, 39, 1, 19, 39, 1 ], [ 102, 193, 4, 102, 193, 4 ], [ 3793, 3688, 105, 3793, 3688, 105 ], [ 0, 85.922246, 0, 0, 85.922246, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417174, 404276, -117205, -307930, -577203, -89881 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3827, "evaluation_days": 1913.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595160000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759615682063, "expiration_time": 1764538992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 21, "offset": 0, "scalar": 2 } } }
# | 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) |
---|