| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341832.1073 | 243632.7933 | 98199.314 | 99173.2432 | 119959.1711 | -20785.9279 |
| Total P&L (%) | 341.8321 | 243.6328 | 98.1993 | 99.1732 | 119.9592 | -20.7859 |
| Avg Daily Profit (%) | 0.1791 | 0.1277 | 0.0515 | 0.0361 | 0.0413 | -0.0122 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87947 | -92419 | -52930 | -495905 | -362975 | -308463 |
| Profit Factor | 1.561 | 1.7651 | 1.3376 | 1.0466 | 1.1114 | 0.9802 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 52.6786 | 51.7857 | 53.5714 | 52.6786 | 51.7857 | 53.5714 |
| Ratio Avg Win / Avg Loss | 1.4023 | 1.6434 | 1.1593 | 0.9402 | 1.0348 | 0.8495 |
| Largest Winning Trade | 255109 | 255109 | 48717 | 197487 | 197487 | 120750 |
| Largest Losing Trade | -49114 | -30273 | -49114 | -192239 | -112673 | -192239 |
| Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
| Avg Bars in Winners | 43 | 29 | 56 | 43 | 29 | 56 |
| Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
| Bars Traded | 3558 | 1399 | 2159 | 3558 | 1399 | 2159 |
| 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 | 351588 | -198796 | -303479 | -314971 | -415238 | -760370 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3817,
"evaluation_days": 1908.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759177262440,
"expiration_time": 1764094032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 229,
"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": [
[
341832.1073459663,
243632.7933277522,
98199.3140182141,
99173.2432214951,
119959.1710999749,
-20785.9278784798
],
[
341.832107,
243.632793,
98.199314,
99.173243,
119.959171,
-20.785928
],
[
0.17911,
0.127657,
0.051454,
0.036108,
0.041312,
-0.012209
],
[
10,
10,
10,
10,
10,
10
],
[
-87947,
-92419,
-52930,
-495905,
-362975,
-308463
],
[
1.561023,
1.765121,
1.337596,
1.046582,
1.111417,
0.980248
],
[
112,
56,
56,
112,
56,
56
],
[
59,
29,
30,
59,
29,
30
],
[
53,
27,
26,
53,
27,
26
],
[
52.678571,
51.785714,
53.571429,
52.678571,
51.785714,
53.571429
],
[
1.402275,
1.643389,
1.15925,
0.94015,
1.034767,
0.849548
],
[
255109,
255109,
48717,
197487,
197487,
120750
],
[
-49114,
-30273,
-49114,
-192239,
-112673,
-192239
],
[
31,
24,
38,
31,
24,
38
],
[
43,
29,
56,
43,
29,
56
],
[
18,
20,
17,
18,
20,
17
],
[
3558,
1399,
2159,
3558,
1399,
2159
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351588,
-198796,
-303479,
-314971,
-415238,
-760370
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3817,
"evaluation_days": 1908.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759177262440,
"expiration_time": 1764094032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 229,
"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) |
|---|