| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 565024.1632 | 477568.4408 | 87455.7224 | 199146.1063 | 143787.3974 | 55358.7089 |
| Total P&L (%) | 565.0242 | 477.5684 | 87.4557 | 199.1461 | 143.7874 | 55.3587 |
| Avg Daily Profit (%) | 0.2954 | 0.2497 | 0.0457 | 0.0573 | 0.0466 | 0.023 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146886 | -154059 | -50239 | -1166721 | -1043424 | -209052 |
| Profit Factor | 1.8895 | 2.3338 | 1.3155 | 1.0729 | 1.0841 | 1.0542 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 41.0256 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.3214 | 3.3548 | 1.3848 | 1.3181 | 1.5583 | 1.1097 |
| Largest Winning Trade | 433691 | 433691 | 67592 | 993800 | 993800 | 198996 |
| Largest Losing Trade | -35095 | -35095 | -30944 | -260512 | -260512 | -143828 |
| Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
| Avg Bars in Winners | 68 | 65 | 71 | 68 | 65 | 71 |
| Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
| Bars Traded | 3779 | 1667 | 2112 | 3779 | 1667 | 2112 |
| Profit Streak | 0 | 22.3185 | 0 | 0 | 22.3185 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -28331 | 344490 | -132134 | -297497 | -260531 | -324437 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3825,
"evaluation_days": 1912.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595332800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759520322465,
"expiration_time": 1764450000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 2.15579
}
}
} {
"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": [
[
565024.1631692502,
477568.4408045032,
87455.7223647469,
199146.1062859891,
143787.3973901483,
55358.7088958405
],
[
565.024163,
477.568441,
87.455722,
199.146106,
143.787397,
55.358709
],
[
0.295437,
0.249709,
0.045728,
0.057311,
0.046606,
0.023039
],
[
10,
10,
10,
10,
10,
10
],
[
-146886,
-154059,
-50239,
-1166721,
-1043424,
-209052
],
[
1.889473,
2.333791,
1.315518,
1.072903,
1.084064,
1.05421
],
[
78,
39,
39,
78,
39,
39
],
[
35,
16,
19,
35,
16,
19
],
[
43,
23,
20,
43,
23,
20
],
[
44.871795,
41.025641,
48.717949,
44.871795,
41.025641,
48.717949
],
[
2.321353,
3.354825,
1.384756,
1.318138,
1.558341,
1.109694
],
[
433691,
433691,
67592,
993800,
993800,
198996
],
[
-35095,
-35095,
-30944,
-260512,
-260512,
-143828
],
[
48,
42,
54,
48,
42,
54
],
[
68,
65,
71,
68,
65,
71
],
[
31,
26,
37,
31,
26,
37
],
[
3779,
1667,
2112,
3779,
1667,
2112
],
[
0,
22.318547,
0,
0,
22.318547,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-28331,
344490,
-132134,
-297497,
-260531,
-324437
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3825,
"evaluation_days": 1912.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595332800000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759520322465,
"expiration_time": 1764450000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 193,
"offset": 0,
"std": 2.15579
}
}
}
| # | 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) |
|---|