Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460951.8515 | 340374.82 | 120577.0316 | 197937.615 | 466838.1975 | -268900.5826 |
Total P&L (%) | 460.9519 | 340.3748 | 120.577 | 197.9376 | 466.8382 | -268.9006 |
Avg Daily Profit (%) | 0.2411 | 0.1781 | 0.0631 | 0.0571 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172026 | -99907 | -133851 | -1573891 | -1116972 | -942826 |
Profit Factor | 1.3164 | 1.5306 | 1.1479 | 1.0216 | 1.1092 | 0.9449 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 47.4576 | 45.9459 | 48.9796 | 47.4576 | 45.9459 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.4575 | 1.8007 | 1.1957 | 1.1311 | 1.305 | 0.9843 |
Largest Winning Trade | 81029 | 81029 | 41717 | 438908 | 438908 | 296191 |
Largest Losing Trade | -71718 | -30324 | -71718 | -387588 | -317129 | -387588 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 3770 | 1842 | 1928 | 3770 | 1842 | 1928 |
Profit Streak | 11.2473 | 11.2473 | 14.2473 | 11.2473 | 11.2473 | 14.2473 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362910 | 331681 | -166221 | -311452 | -172946 | -580468 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595548800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759427770059, "expiration_time": 1764361008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
{ "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": [ [ 460951.851545119, 340374.8199848745, 120577.031560244, 197937.614950356, 466838.1975477075, -268900.5825973519 ], [ 460.951852, 340.37482, 120.577032, 197.937615, 466.838198, -268.900583 ], [ 0.241147, 0.178067, 0.06308, 0.057129, 0.090803, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172026, -99907, -133851, -1573891, -1116972, -942826 ], [ 1.316434, 1.530612, 1.147905, 1.021623, 1.109219, 0.944895 ], [ 295, 148, 147, 295, 148, 147 ], [ 140, 68, 72, 140, 68, 72 ], [ 155, 80, 75, 155, 80, 75 ], [ 47.457627, 45.945946, 48.979592, 47.457627, 45.945946, 48.979592 ], [ 1.45748, 1.80072, 1.195734, 1.131083, 1.304964, 0.984265 ], [ 81029, 81029, 41717, 438908, 438908, 296191 ], [ -71718, -30324, -71718, -387588, -317129, -387588 ], [ 12, 12, 13, 12, 12, 13 ], [ 13, 12, 14, 13, 12, 14 ], [ 12, 12, 11, 12, 12, 11 ], [ 3770, 1842, 1928, 3770, 1842, 1928 ], [ 11.247338, 11.247339, 14.247339, 11.247339, 11.247339, 14.247339 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362910, 331681, -166221, -311452, -172946, -580468 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595548800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759427770059, "expiration_time": 1764361008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
# | 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) |
---|