| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317305.8827 | 218659.9902 | 98645.8924 | -2442857.5476 | -916272.0738 | -1526585.4738 |
| Total P&L (%) | 317.3059 | 218.66 | 98.6459 | -2442.8575 | -916.2721 | -1526.5855 |
| Avg Daily Profit (%) | 0.1666 | 0.1148 | 0.0518 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -238195 | -58440 | -222506 | -3982378 | -2336560 | -2004081 |
| Profit Factor | 1.4427 | 1.6565 | 1.257 | 0.7202 | 0.8043 | 0.6227 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 64 | 29 | 35 | 46 | 25 | 21 |
| Losing Trades | 48 | 27 | 21 | 66 | 31 | 35 |
| Profitability (%) | 57.1429 | 51.7857 | 62.5 | 41.0714 | 44.6429 | 37.5 |
| Ratio Avg Win / Avg Loss | 1.082 | 1.5423 | 0.7542 | 1.0333 | 0.9974 | 1.0378 |
| Largest Winning Trade | 140635 | 140635 | 63872 | 952458 | 952458 | 920915 |
| Largest Losing Trade | -216553 | -57143 | -216553 | -978353 | -978353 | -487160 |
| Avg Bars in Trades | 98 | 118 | 79 | 98 | 118 | 79 |
| Avg Bars in Winners | 77 | 89 | 67 | 113 | 134 | 89 |
| Avg Bars in Losers | 127 | 149 | 99 | 88 | 105 | 73 |
| Bars Traded | 11068 | 6616 | 4452 | 11068 | 6616 | 4452 |
| Profit Streak | 15.481 | 0 | 18.981 | 0 | 147.981 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363472 | -216463 | -303489 | -582285 | -761503 | -764305 |
{
"trading_pair": "SXP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11431,
"evaluation_days": 1905.17,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597780800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759851154184,
"expiration_time": 1764776592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 177,
"offset": 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": [
[
317305.8826635932,
218659.9902171873,
98645.8924464059,
-2442857.547570636,
-916272.0737560896,
-1526585.4738145468
],
[
317.305883,
218.65999,
98.645892,
-2442.857548,
-916.272074,
-1526.585474
],
[
0.16655,
0.114772,
0.051778,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-238195,
-58440,
-222506,
-3982378,
-2336560,
-2004081
],
[
1.44265,
1.656523,
1.257041,
0.720152,
0.804345,
0.622704
],
[
112,
56,
56,
112,
56,
56
],
[
64,
29,
35,
46,
25,
21
],
[
48,
27,
21,
66,
31,
35
],
[
57.142857,
51.785714,
62.5,
41.071429,
44.642857,
37.5
],
[
1.081988,
1.54228,
0.754225,
1.033262,
0.997388,
1.037841
],
[
140635,
140635,
63872,
952458,
952458,
920915
],
[
-216553,
-57143,
-216553,
-978353,
-978353,
-487160
],
[
98,
118,
79,
98,
118,
79
],
[
77,
89,
67,
113,
134,
89
],
[
127,
149,
99,
88,
105,
73
],
[
11068,
6616,
4452,
11068,
6616,
4452
],
[
15.480951,
0,
18.980951,
0,
147.980951,
0
],
[
1,
0,
1,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363472,
-216463,
-303489,
-582285,
-761503,
-764305
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11431,
"evaluation_days": 1905.17,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597780800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759851154184,
"expiration_time": 1764776592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 177,
"offset": 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) |
|---|