| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 405044.1544 | 272314.2997 | 132729.8547 | 218093.8585 | -147507.0672 | 365600.9257 |
| Total P&L (%) | 405.0442 | 272.3143 | 132.7299 | 218.0939 | -147.5071 | 365.6009 |
| Avg Daily Profit (%) | 0.2112 | 0.142 | 0.0692 | 0.0604 | 0 | 0.0802 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100641 | -80393 | -66921 | -505358 | -629092 | -279249 |
| Profit Factor | 1.4698 | 1.5971 | 1.3269 | 1.0699 | 0.9169 | 1.272 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
| Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
| Profitability (%) | 50 | 45.5696 | 54.4304 | 50 | 45.5696 | 54.4304 |
| Ratio Avg Win / Avg Loss | 1.4698 | 1.9076 | 1.1109 | 1.0699 | 1.0952 | 1.0649 |
| Largest Winning Trade | 151915 | 151915 | 59643 | 216118 | 159646 | 216118 |
| Largest Losing Trade | -42053 | -26600 | -42053 | -176732 | -176732 | -158886 |
| Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
| Avg Bars in Winners | 26 | 23 | 29 | 26 | 23 | 29 |
| Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
| Bars Traded | 3743 | 1585 | 2159 | 3743 | 1585 | 2159 |
| Profit Streak | 0 | 75.3228 | 0 | 0 | 75.3228 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357985 | -27474 | -126394 | -254876 | -606093 | -112029 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3836,
"evaluation_days": 1918,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596542400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759995885653,
"expiration_time": 1764939456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 53,
"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": [
[
405044.1544160093,
272314.2997402726,
132729.8546757367,
218093.8584810059,
-147507.0672157663,
365600.9256967721
],
[
405.044154,
272.3143,
132.729855,
218.093858,
-147.507067,
365.600926
],
[
0.21118,
0.141978,
0.069202,
0.060351,
0,
0.080228
],
[
10,
10,
10,
10,
10,
10
],
[
-100641,
-80393,
-66921,
-505358,
-629092,
-279249
],
[
1.46984,
1.597072,
1.326916,
1.069894,
0.916948,
1.271974
],
[
158,
79,
79,
158,
79,
79
],
[
79,
36,
43,
79,
36,
43
],
[
79,
43,
36,
79,
43,
36
],
[
50,
45.56962,
54.43038,
50,
45.56962,
54.43038
],
[
1.46984,
1.907614,
1.110906,
1.069894,
1.095244,
1.064908
],
[
151915,
151915,
59643,
216118,
159646,
216118
],
[
-42053,
-26600,
-42053,
-176732,
-176732,
-158886
],
[
23,
20,
27,
23,
20,
27
],
[
26,
23,
29,
26,
23,
29
],
[
20,
16,
24,
20,
16,
24
],
[
3743,
1585,
2159,
3743,
1585,
2159
],
[
0,
75.32275,
0,
0,
75.322751,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357985,
-27474,
-126394,
-254876,
-606093,
-112029
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3836,
"evaluation_days": 1918,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596542400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759995885653,
"expiration_time": 1764939456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 53,
"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) |
|---|