| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 440668.4433 | 244270.8933 | 196397.55 | 461493.6605 | 130650.444 | 330843.2165 |
| Total P&L (%) | 440.6684 | 244.2709 | 196.3976 | 461.4937 | 130.6504 | 330.8432 |
| Avg Daily Profit (%) | 0.2315 | 0.1283 | 0.1032 | 0.0907 | 0.0439 | 0.0768 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98260 | -93346 | -128050 | -222511 | -162945 | -219772 |
| Profit Factor | 1.5686 | 1.5622 | 1.5769 | 1.2851 | 1.1355 | 1.5055 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
| Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
| Profitability (%) | 47.2222 | 40.2778 | 54.1667 | 47.2222 | 40.2778 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.7532 | 2.3163 | 1.3343 | 1.4362 | 1.6836 | 1.2739 |
| Largest Winning Trade | 120447 | 120447 | 53627 | 189689 | 189689 | 102252 |
| Largest Losing Trade | -36837 | -34291 | -36837 | -190611 | -109014 | -190611 |
| Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
| Avg Bars in Winners | 47 | 53 | 43 | 47 | 53 | 43 |
| Avg Bars in Losers | 30 | 35 | 23 | 30 | 35 | 23 |
| Bars Traded | 5539 | 3076 | 2463 | 5539 | 3076 | 2463 |
| Profit Streak | 16.2175 | 0 | 27.8842 | 16.2175 | 0 | 27.8842 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381738 | -102160 | -131572 | -72032 | -287907 | -167227 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5711,
"evaluation_days": 1903.67,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598774400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759698794256,
"expiration_time": 1764614304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 16,
"offset": 0,
"std": 4.24047
}
}
} {
"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": [
[
440668.4433401092,
244270.8933298324,
196397.5500102768,
461493.660516853,
130650.4440103236,
330843.2165065293
],
[
440.668443,
244.270893,
196.39755,
461.493661,
130.650444,
330.843217
],
[
0.231484,
0.128316,
0.103168,
0.090678,
0.043911,
0.076754
],
[
10,
10,
10,
10,
10,
10
],
[
-98260,
-93346,
-128050,
-222511,
-162945,
-219772
],
[
1.568629,
1.562172,
1.576869,
1.285052,
1.13546,
1.505502
],
[
144,
72,
72,
144,
72,
72
],
[
68,
29,
39,
68,
29,
39
],
[
76,
43,
33,
76,
43,
33
],
[
47.222222,
40.277778,
54.166667,
47.222222,
40.277778,
54.166667
],
[
1.753173,
2.316325,
1.334273,
1.436235,
1.683613,
1.273887
],
[
120447,
120447,
53627,
189689,
189689,
102252
],
[
-36837,
-34291,
-36837,
-190611,
-109014,
-190611
],
[
38,
42,
34,
38,
42,
34
],
[
47,
53,
43,
47,
53,
43
],
[
30,
35,
23,
30,
35,
23
],
[
5539,
3076,
2463,
5539,
3076,
2463
],
[
16.217526,
0,
27.884193,
16.217526,
0,
27.884193
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381738,
-102160,
-131572,
-72032,
-287907,
-167227
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5711,
"evaluation_days": 1903.67,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598774400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759698794256,
"expiration_time": 1764614304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 16,
"offset": 0,
"std": 4.24047
}
}
}
| # | 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) |
|---|