| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 373093.2065 | 248256.9791 | 124836.2274 | -14534.5603 | 203065.8227 | -217600.3829 |
| Total P&L (%) | 373.0932 | 248.257 | 124.8362 | -14.5346 | 203.0658 | -217.6004 |
| Avg Daily Profit (%) | 0.1966 | 0.1308 | 0.0658 | -0.0083 | 0.0584 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119873 | -78450 | -131289 | -385134 | -241530 | -456810 |
| Profit Factor | 1.2004 | 1.3067 | 1.1187 | 0.9959 | 1.1398 | 0.8968 |
| Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
| Winning Trades | 221 | 104 | 117 | 221 | 104 | 117 |
| Losing Trades | 233 | 123 | 110 | 233 | 123 | 110 |
| Profitability (%) | 48.6784 | 45.815 | 51.5419 | 48.6784 | 45.815 | 51.5419 |
| Ratio Avg Win / Avg Loss | 1.2656 | 1.5454 | 1.0517 | 1.05 | 1.348 | 0.8432 |
| Largest Winning Trade | 62885 | 62885 | 33301 | 131730 | 131730 | 75342 |
| Largest Losing Trade | -54403 | -41678 | -54403 | -177201 | -103522 | -177201 |
| Avg Bars in Trades | 12 | 10 | 14 | 12 | 10 | 14 |
| Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
| Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
| Bars Traded | 5651 | 2323 | 3328 | 5651 | 2323 | 3328 |
| Profit Streak | 4.8706 | 0 | 21.2039 | 4.8706 | 0 | 21.2039 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352772 | -17889 | -192513 | -576379 | -182401 | -578200 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5694,
"evaluation_days": 1898,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1595836800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759208017411,
"expiration_time": 1764110016000,
"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": "hilo",
"factors": {
"length": 0,
"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": [
[
373093.2065095313,
248256.9790663798,
124836.2274431511,
-14534.5602600336,
203065.8226644439,
-217600.3829244775
],
[
373.093207,
248.256979,
124.836227,
-14.53456,
203.065823,
-217.600383
],
[
0.196572,
0.130799,
0.065773,
-0.008275,
0.058435,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-119873,
-78450,
-131289,
-385134,
-241530,
-456810
],
[
1.200443,
1.3067,
1.118677,
0.995919,
1.13976,
0.896808
],
[
454,
227,
227,
454,
227,
227
],
[
221,
104,
117,
221,
104,
117
],
[
233,
123,
110,
233,
123,
110
],
[
48.678414,
45.814978,
51.54185,
48.678414,
45.814978,
51.54185
],
[
1.265625,
1.545424,
1.051748,
1.049996,
1.347985,
0.843153
],
[
62885,
62885,
33301,
131730,
131730,
75342
],
[
-54403,
-41678,
-54403,
-177201,
-103522,
-177201
],
[
12,
10,
14,
12,
10,
14
],
[
15,
11,
18,
15,
11,
18
],
[
9,
8,
10,
9,
8,
10
],
[
5651,
2323,
3328,
5651,
2323,
3328
],
[
4.870572,
0,
21.203905,
4.870572,
0,
21.203905
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352772,
-17889,
-192513,
-576379,
-182401,
-578200
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5694,
"evaluation_days": 1898,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1595836800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759208017411,
"expiration_time": 1764110016000,
"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": "hilo",
"factors": {
"length": 0,
"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) |
|---|