Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319817.3561 | 188851.8649 | 130965.4913 | -92518.6649 | -10662.9002 | -81855.7647 |
Total P&L (%) | 319.8174 | 188.8519 | 130.9655 | -92.5187 | -10.6629 | -81.8558 |
Avg Daily Profit (%) | 0.1685 | 0.0995 | 0.069 | -0.1365 | -0.0059 | -0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136319 | -82085 | -160292 | -109591 | -57553 | -80864 |
Profit Factor | 1.2183 | 1.2606 | 1.1768 | 0.6287 | 0.8804 | 0.4885 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 232 | 108 | 124 | 232 | 108 | 124 |
Losing Trades | 210 | 113 | 97 | 210 | 113 | 97 |
Profitability (%) | 52.4887 | 48.8688 | 56.1086 | 52.4887 | 48.8688 | 56.1086 |
Ratio Avg Win / Avg Loss | 1.1027 | 1.319 | 0.9206 | 0.5691 | 0.9212 | 0.3821 |
Largest Winning Trade | 74913 | 74913 | 33601 | 10327 | 10327 | 9512 |
Largest Losing Trade | -97427 | -57633 | -97427 | -73657 | -37200 | -73657 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 11227 | 6176 | 5051 | 11227 | 6176 | 5051 |
Profit Streak | 9.0097 | 0 | 10.0097 | 9.0097 | 0 | 10.0097 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378523 | -59892 | -126186 | -577199 | -580339 | -578443 |
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11391, "evaluation_days": 1898.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1596686400000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759277636620, "expiration_time": 1764183312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.34629 } } }
{ "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": [ [ 319817.3561395511, 188851.8648815703, 130965.4912579809, -92518.6649213339, -10662.9001734393, -81855.7647478945 ], [ 319.817356, 188.851865, 130.965491, -92.518665, -10.6629, -81.855765 ], [ 0.168458, 0.099474, 0.068984, -0.136476, -0.005939, -0.089863 ], [ 10, 10, 10, 10, 10, 10 ], [ -136319, -82085, -160292, -109591, -57553, -80864 ], [ 1.218268, 1.260637, 1.176819, 0.628701, 0.880398, 0.488475 ], [ 442, 221, 221, 442, 221, 221 ], [ 232, 108, 124, 232, 108, 124 ], [ 210, 113, 97, 210, 113, 97 ], [ 52.488688, 48.868778, 56.108597, 52.488688, 48.868778, 56.108597 ], [ 1.102742, 1.319, 0.920576, 0.569083, 0.921157, 0.382113 ], [ 74913, 74913, 33601, 10327, 10327, 9512 ], [ -97427, -57633, -97427, -73657, -37200, -73657 ], [ 25, 27, 22, 25, 27, 22 ], [ 21, 20, 22, 21, 20, 22 ], [ 29, 35, 23, 29, 35, 23 ], [ 11227, 6176, 5051, 11227, 6176, 5051 ], [ 9.009683, 0, 10.009683, 9.009683, 0, 10.009683 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378523, -59892, -126186, -577199, -580339, -578443 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11391, "evaluation_days": 1898.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1596686400000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759277636620, "expiration_time": 1764183312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.34629 } } }
# | 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) |
---|