| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 414740.4788 | 242162.8512 | 172577.6276 | -8785127.8755 | -1881605.8307 | -6903522.0448 |
| Total P&L (%) | 414.7405 | 242.1629 | 172.5776 | -8785.1279 | -1881.6058 | -6903.522 |
| Avg Daily Profit (%) | 0.2167 | 0.1265 | 0.0902 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180718 | -37262 | -59813 | -9917768 | -2960174 | -7231158 |
| Profit Factor | 1.8745 | 2.8639 | 1.5012 | 0.6096 | 0.768 | 0.5203 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 56 | 28 | 28 | 35 | 19 | 16 |
| Losing Trades | 35 | 18 | 17 | 56 | 27 | 29 |
| Profitability (%) | 61.5385 | 60.8696 | 62.2222 | 38.4615 | 41.3043 | 35.5556 |
| Ratio Avg Win / Avg Loss | 1.1715 | 1.8411 | 0.9114 | 0.9753 | 1.0914 | 0.943 |
| Largest Winning Trade | 66420 | 66420 | 47648 | 2482247 | 1497790 | 2482247 |
| Largest Losing Trade | -180718 | -21977 | -180718 | -2317515 | -1482624 | -2317515 |
| Avg Bars in Trades | 56 | 18 | 95 | 56 | 18 | 95 |
| Avg Bars in Winners | 40 | 13 | 67 | 62 | 24 | 107 |
| Avg Bars in Losers | 81 | 25 | 140 | 52 | 13 | 88 |
| Bars Traded | 5107 | 829 | 4278 | 5107 | 829 | 4278 |
| Profit Streak | 0 | 0 | 0 | 99.3799 | 99.3799 | 105.3799 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430167 | -16882 | -71288 | -584063 | -581581 | -585768 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5742,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655225030,
"expiration_time": 1764583488000,
"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": "kcl",
"factors": {
"length": 243,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
414740.4788019652,
242162.8511738263,
172577.6276281392,
-8785127.875478366,
-1881605.8307151957,
-6903522.044763169
],
[
414.740479,
242.162851,
172.577628,
-8785.127875,
-1881.605831,
-6903.522045
],
[
0.216688,
0.126522,
0.090166,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180718,
-37262,
-59813,
-9917768,
-2960174,
-7231158
],
[
1.874471,
2.863947,
1.50116,
0.609576,
0.767994,
0.5203
],
[
91,
46,
45,
91,
46,
45
],
[
56,
28,
28,
35,
19,
16
],
[
35,
18,
17,
56,
27,
29
],
[
61.538462,
60.869565,
62.222222,
38.461538,
41.304348,
35.555556
],
[
1.171544,
1.841109,
0.911418,
0.975321,
1.09136,
0.943044
],
[
66420,
66420,
47648,
2482247,
1497790,
2482247
],
[
-180718,
-21977,
-180718,
-2317515,
-1482624,
-2317515
],
[
56,
18,
95,
56,
18,
95
],
[
40,
13,
67,
62,
24,
107
],
[
81,
25,
140,
52,
13,
88
],
[
5107,
829,
4278,
5107,
829,
4278
],
[
0,
0,
0,
99.379919,
99.379919,
105.379919
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430167,
-16882,
-71288,
-584063,
-581581,
-585768
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5742,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1601251200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655225030,
"expiration_time": 1764583488000,
"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": "kcl",
"factors": {
"length": 243,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|