| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374682.496 | 259322.4628 | 115360.0332 | 13670.7515 | -556497.3008 | 570168.0523 |
| Total P&L (%) | 374.6825 | 259.3225 | 115.36 | 13.6708 | -556.4973 | 570.1681 |
| Avg Daily Profit (%) | 0.196 | 0.1357 | 0.0604 | 0.0067 | 0 | 0.0996 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -211749 | -164411 | -126687 | -3723321 | -2043101 | -1727259 |
| Profit Factor | 1.3556 | 1.5 | 1.2157 | 1.0014 | 0.8977 | 1.1375 |
| Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
| Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
| Profitability (%) | 60.3352 | 57.7778 | 62.9213 | 60.3352 | 57.7778 | 62.9213 |
| Ratio Avg Win / Avg Loss | 0.8912 | 1.0962 | 0.7164 | 0.6583 | 0.656 | 0.6703 |
| Largest Winning Trade | 49533 | 49533 | 33410 | 758822 | 758822 | 684627 |
| Largest Losing Trade | -74162 | -52245 | -74162 | -890071 | -890071 | -737359 |
| Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
| Avg Bars in Winners | 23 | 19 | 28 | 23 | 19 | 28 |
| Avg Bars in Losers | 43 | 38 | 48 | 43 | 38 | 48 |
| Bars Traded | 5622 | 2446 | 3175 | 5622 | 2446 | 3175 |
| Profit Streak | 44.4116 | 56.7449 | 44.4116 | 44.4116 | 56.7449 | 44.4116 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365928 | -8226 | -111805 | -452249 | -578405 | -127909 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5734,
"evaluation_days": 1911.33,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596556800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398758636,
"expiration_time": 1764346176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 14,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 80,
"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": [
[
374682.4959920011,
259322.4627737906,
115360.0332182105,
13670.7514578617,
-556497.3007945952,
570168.0522524558
],
[
374.682496,
259.322463,
115.360033,
13.670751,
-556.497301,
570.168052
],
[
0.196032,
0.135676,
0.060356,
0.006704,
0,
0.09958
],
[
10,
10,
10,
10,
10,
10
],
[
-211749,
-164411,
-126687,
-3723321,
-2043101,
-1727259
],
[
1.355639,
1.500013,
1.21566,
1.001426,
0.89766,
1.137524
],
[
179,
90,
89,
179,
90,
89
],
[
108,
52,
56,
108,
52,
56
],
[
71,
38,
33,
71,
38,
33
],
[
60.335196,
57.777778,
62.921348,
60.335196,
57.777778,
62.921348
],
[
0.891207,
1.096163,
0.716371,
0.658345,
0.655982,
0.670327
],
[
49533,
49533,
33410,
758822,
758822,
684627
],
[
-74162,
-52245,
-74162,
-890071,
-890071,
-737359
],
[
31,
27,
35,
31,
27,
35
],
[
23,
19,
28,
23,
19,
28
],
[
43,
38,
48,
43,
38,
48
],
[
5622,
2446,
3175,
5622,
2446,
3175
],
[
44.411558,
56.744892,
44.411558,
44.411558,
56.744892,
44.411558
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365928,
-8226,
-111805,
-452249,
-578405,
-127909
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5734,
"evaluation_days": 1911.33,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596556800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759398758636,
"expiration_time": 1764346176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 14,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 80,
"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) |
|---|