Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396744.4293 | 323354.9494 | 73389.48 | -31847.4139 | -61668.732 | 29821.3181 |
Total P&L (%) | 396.7444 | 323.3549 | 73.3895 | -31.8474 | -61.6687 | 29.8213 |
Avg Daily Profit (%) | 0.2076 | 0.1692 | 0.0384 | -0.0201 | -0.0502 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192053 | -96196 | -107789 | -100961 | -115144 | -22384 |
Profit Factor | 1.4014 | 1.5726 | 1.1732 | 0.9433 | 0.8208 | 1.137 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4981 | 1.5726 | 1.3409 | 1.0084 | 0.8208 | 1.2994 |
Largest Winning Trade | 224534 | 224534 | 39545 | 33490 | 33490 | 23531 |
Largest Losing Trade | -55561 | -55561 | -44522 | -42789 | -38450 | -42789 |
Avg Bars in Trades | 30 | 38 | 21 | 30 | 38 | 21 |
Avg Bars in Winners | 40 | 48 | 31 | 40 | 48 | 31 |
Avg Bars in Losers | 21 | 29 | 13 | 21 | 29 | 13 |
Bars Traded | 3654 | 2339 | 1315 | 3654 | 2339 | 1315 |
Profit Streak | 65.7473 | 65.7473 | 74.7473 | 65.7473 | 65.7473 | 74.7473 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339974 | -158403 | -340801 | -578056 | -749399 | -416815 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759427770659, "expiration_time": 1764361008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.48437 } } }
{ "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": [ [ 396744.4293463913, 323354.949375556, 73389.4799708354, -31847.4138731059, -61668.7319777945, 29821.3181046886 ], [ 396.744429, 323.354949, 73.38948, -31.847414, -61.668732, 29.821318 ], [ 0.207557, 0.169163, 0.038394, -0.020057, -0.050152, 0.013655 ], [ 10, 10, 10, 10, 10, 10 ], [ -192053, -96196, -107789, -100961, -115144, -22384 ], [ 1.401433, 1.572601, 1.173249, 0.943321, 0.82082, 1.136974 ], [ 120, 60, 60, 120, 60, 60 ], [ 58, 30, 28, 58, 30, 28 ], [ 62, 30, 32, 62, 30, 32 ], [ 48.333333, 50, 46.666667, 48.333333, 50, 46.666667 ], [ 1.498084, 1.572601, 1.340856, 1.008377, 0.82082, 1.299399 ], [ 224534, 224534, 39545, 33490, 33490, 23531 ], [ -55561, -55561, -44522, -42789, -38450, -42789 ], [ 30, 38, 21, 30, 38, 21 ], [ 40, 48, 31, 40, 48, 31 ], [ 21, 29, 13, 21, 29, 13 ], [ 3654, 2339, 1315, 3654, 2339, 1315 ], [ 65.747345, 65.747346, 74.747345, 65.747346, 65.747346, 74.747346 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339974, -158403, -340801, -578056, -749399, -416815 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759427770659, "expiration_time": 1764361008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.48437 } } }
# | 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) |
---|