Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439922.0863 | 342541.9414 | 97380.1449 | 100562.0604 | -150954.6346 | 251516.6951 |
Total P&L (%) | 439.9221 | 342.5419 | 97.3801 | 100.5621 | -150.9546 | 251.5167 |
Avg Daily Profit (%) | 0.2298 | 0.1789 | 0.0509 | 0.0364 | 0 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108664 | -67838 | -75304 | -996330 | -650133 | -494377 |
Profit Factor | 1.6299 | 1.9813 | 1.2788 | 1.0214 | 0.9396 | 1.1139 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 46.4912 | 42.1053 | 50.8772 | 46.4912 | 42.1053 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.8759 | 2.7243 | 1.2347 | 1.1755 | 1.2919 | 1.0755 |
Largest Winning Trade | 308901 | 308901 | 52683 | 348021 | 348021 | 308941 |
Largest Losing Trade | -58503 | -35974 | -58503 | -418283 | -418283 | -300106 |
Avg Bars in Trades | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Winners | 42 | 34 | 48 | 42 | 34 | 48 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 3559 | 1519 | 2040 | 3559 | 1519 | 2040 |
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 | 356399 | -171642 | -304973 | -342413 | -761959 | -380391 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759698949438, "expiration_time": 1764627984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 439922.086337226, 342541.9414311805, 97380.1449060454, 100562.0604474934, -150954.6346309725, 251516.6950784661 ], [ 439.922086, 342.541941, 97.380145, 100.56206, -150.954635, 251.516695 ], [ 0.229784, 0.17892, 0.050865, 0.036358, 0, 0.065683 ], [ 10, 10, 10, 10, 10, 10 ], [ -108664, -67838, -75304, -996330, -650133, -494377 ], [ 1.629921, 1.981276, 1.278788, 1.021368, 0.939578, 1.113915 ], [ 114, 57, 57, 114, 57, 57 ], [ 53, 24, 29, 53, 24, 29 ], [ 61, 33, 28, 61, 33, 28 ], [ 46.491228, 42.105263, 50.877193, 46.491228, 42.105263, 50.877193 ], [ 1.875947, 2.724255, 1.234692, 1.175536, 1.291919, 1.075504 ], [ 308901, 308901, 52683, 348021, 348021, 308941 ], [ -58503, -35974, -58503, -418283, -418283, -300106 ], [ 31, 26, 35, 31, 26, 35 ], [ 42, 34, 48, 42, 34, 48 ], [ 21, 20, 22, 21, 20, 22 ], [ 3559, 1519, 2040, 3559, 1519, 2040 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356399, -171642, -304973, -342413, -761959, -380391 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759698949438, "expiration_time": 1764627984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|