Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303249.2557 | 216544.5068 | 86704.7489 | 57945.8509 | 135501.1447 | -77555.2938 |
Total P&L (%) | 303.2493 | 216.5445 | 86.7047 | 57.9459 | 135.5011 | -77.5553 |
Avg Daily Profit (%) | 0.1578 | 0.1127 | 0.0451 | 0.0238 | 0.0446 | -0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97751 | -80744 | -54489 | -252537 | -194762 | -179343 |
Profit Factor | 1.5022 | 1.6586 | 1.3153 | 1.0446 | 1.2089 | 0.8807 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 49.1071 | 46.4286 | 51.7857 | 49.1071 | 46.4286 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.5568 | 1.9137 | 1.2246 | 1.0826 | 1.3948 | 0.8199 |
Largest Winning Trade | 236851 | 236851 | 47998 | 192100 | 192100 | 70853 |
Largest Losing Trade | -49114 | -32286 | -49114 | -152447 | -65622 | -152447 |
Avg Bars in Trades | 31 | 25 | 38 | 31 | 25 | 38 |
Avg Bars in Winners | 44 | 28 | 58 | 44 | 28 | 58 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 3558 | 1405 | 2153 | 3558 | 1405 | 2153 |
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 | 347098 | -220570 | -312288 | -333384 | -314996 | -760601 |
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3843, "evaluation_days": 1921.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760297195356, "expiration_time": 1765250928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "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": [ [ 303249.2556841366, 216544.5068183476, 86704.7488657889, 57945.8508637684, 135501.1446946262, -77555.293830858 ], [ 303.249256, 216.544507, 86.704749, 57.945851, 135.501145, -77.555294 ], [ 0.157819, 0.112696, 0.045123, 0.023791, 0.044587, -0.077728 ], [ 10, 10, 10, 10, 10, 10 ], [ -97751, -80744, -54489, -252537, -194762, -179343 ], [ 1.50221, 1.65855, 1.315279, 1.044619, 1.208856, 0.880664 ], [ 112, 56, 56, 112, 56, 56 ], [ 55, 26, 29, 55, 26, 29 ], [ 57, 30, 27, 57, 30, 27 ], [ 49.107143, 46.428571, 51.785714, 49.107143, 46.428571, 51.785714 ], [ 1.556836, 1.913712, 1.22457, 1.082606, 1.394834, 0.819929 ], [ 236851, 236851, 47998, 192100, 192100, 70853 ], [ -49114, -32286, -49114, -152447, -65622, -152447 ], [ 31, 25, 38, 31, 25, 38 ], [ 44, 28, 58, 44, 28, 58 ], [ 19, 22, 16, 19, 22, 16 ], [ 3558, 1405, 2153, 3558, 1405, 2153 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347098, -220570, -312288, -333384, -314996, -760601 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3843, "evaluation_days": 1921.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760297195356, "expiration_time": 1765250928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "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) |
---|