| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 482525.258 | 314276.3288 | 168248.9292 | 180626.5909 | 382870.543 | -202243.9521 |
| Total P&L (%) | 482.5253 | 314.2763 | 168.2489 | 180.6266 | 382.8705 | -202.244 |
| Avg Daily Profit (%) | 0.2536 | 0.1652 | 0.0884 | 0.0542 | 0.0828 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135872 | -112863 | -91271 | -657393 | -463925 | -482624 |
| Profit Factor | 1.334 | 1.4238 | 1.2393 | 1.0361 | 1.1646 | 0.9247 |
| Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
| Winning Trades | 167 | 81 | 86 | 167 | 81 | 86 |
| Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
| Profitability (%) | 53.871 | 52.2581 | 55.4839 | 53.871 | 52.2581 | 55.4839 |
| Ratio Avg Win / Avg Loss | 1.1423 | 1.3008 | 0.9943 | 0.8872 | 1.064 | 0.7419 |
| Largest Winning Trade | 125016 | 125016 | 51299 | 261789 | 261789 | 125602 |
| Largest Losing Trade | -40368 | -40368 | -37740 | -279671 | -206718 | -279671 |
| Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
| Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
| Bars Traded | 7539 | 3770 | 3769 | 7539 | 3770 | 3769 |
| Profit Streak | 0 | 0 | 23.8922 | 0 | 0 | 23.8922 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387781 | 323683 | -75071 | -300613 | -121028 | -578987 |
{
"trading_pair": "SXP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7611,
"evaluation_days": 1902.75,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1595246400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759634688473,
"expiration_time": 1764554328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04616,
"nb": 0.1,
"nc": 0.58656
}
}
} {
"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": [
[
482525.2579738781,
314276.3287669885,
168248.9292068891,
180626.5908775571,
382870.5430270215,
-202243.9521494647
],
[
482.525258,
314.276329,
168.248929,
180.626591,
382.870543,
-202.243952
],
[
0.253594,
0.16517,
0.088424,
0.054244,
0.082787,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-135872,
-112863,
-91271,
-657393,
-463925,
-482624
],
[
1.334029,
1.423839,
1.239308,
1.036055,
1.164632,
0.92465
],
[
310,
155,
155,
310,
155,
155
],
[
167,
81,
86,
167,
81,
86
],
[
143,
74,
69,
143,
74,
69
],
[
53.870968,
52.258065,
55.483871,
53.870968,
52.258065,
55.483871
],
[
1.142312,
1.300791,
0.994329,
0.887161,
1.063985,
0.741871
],
[
125016,
125016,
51299,
261789,
261789,
125602
],
[
-40368,
-40368,
-37740,
-279671,
-206718,
-279671
],
[
24,
24,
24,
24,
24,
24
],
[
24,
24,
24,
24,
24,
24
],
[
24,
24,
24,
24,
24,
24
],
[
7539,
3770,
3769,
7539,
3770,
3769
],
[
0,
0,
23.892228,
0,
0,
23.892228
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387781,
323683,
-75071,
-300613,
-121028,
-578987
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7611,
"evaluation_days": 1902.75,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1595246400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759634688473,
"expiration_time": 1764554328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04616,
"nb": 0.1,
"nc": 0.58656
}
}
}
| # | 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) |
|---|