| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 407319.8123 | 312982.1321 | 94337.6802 | 93540.7826 | -110698.5898 | 204239.3724 |
| Total P&L (%) | 407.3198 | 312.9821 | 94.3377 | 93.5408 | -110.6986 | 204.2394 |
| Avg Daily Profit (%) | 0.2123 | 0.1631 | 0.0492 | 0.0344 | 0 | 0.058 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156606 | -80608 | -116485 | -852829 | -595438 | -479541 |
| Profit Factor | 1.5294 | 1.897 | 1.2244 | 1.0288 | 0.932 | 1.1258 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Profitability (%) | 51.3514 | 48.6486 | 54.0541 | 51.3514 | 48.6486 | 54.0541 |
| Ratio Avg Win / Avg Loss | 1.4489 | 2.0024 | 1.0407 | 0.9746 | 0.9838 | 0.9569 |
| Largest Winning Trade | 310358 | 310358 | 56205 | 335484 | 335484 | 179086 |
| Largest Losing Trade | -34339 | -34339 | -33710 | -328451 | -328451 | -222455 |
| Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
| Avg Bars in Winners | 46 | 33 | 58 | 46 | 33 | 58 |
| Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
| Bars Traded | 5345 | 2273 | 3072 | 5345 | 2273 | 3072 |
| Profit Streak | 0 | 67.1509 | 0 | 0 | 67.1509 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352036 | -52587 | -191281 | -336894 | -644273 | -262974 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5756,
"evaluation_days": 1918.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1600934400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760038639870,
"expiration_time": 1764998784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
407319.812292856,
312982.1320727626,
94337.6802200935,
93540.7826416514,
-110698.5897829918,
204239.3724246434
],
[
407.319812,
312.982132,
94.33768,
93.540783,
-110.69859,
204.239372
],
[
0.212293,
0.163125,
0.049168,
0.034421,
0,
0.058007
],
[
10,
10,
10,
10,
10,
10
],
[
-156606,
-80608,
-116485,
-852829,
-595438,
-479541
],
[
1.529433,
1.896966,
1.22439,
1.028768,
0.931986,
1.125762
],
[
148,
74,
74,
148,
74,
74
],
[
76,
36,
40,
76,
36,
40
],
[
72,
38,
34,
72,
38,
34
],
[
51.351351,
48.648649,
54.054054,
51.351351,
48.648649,
54.054054
],
[
1.448936,
2.002353,
1.040732,
0.974622,
0.983763,
0.956897
],
[
310358,
310358,
56205,
335484,
335484,
179086
],
[
-34339,
-34339,
-33710,
-328451,
-328451,
-222455
],
[
36,
30,
41,
36,
30,
41
],
[
46,
33,
58,
46,
33,
58
],
[
25,
28,
22,
25,
28,
22
],
[
5345,
2273,
3072,
5345,
2273,
3072
],
[
0,
67.150924,
0,
0,
67.150924,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352036,
-52587,
-191281,
-336894,
-644273,
-262974
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5756,
"evaluation_days": 1918.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1600934400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760038639870,
"expiration_time": 1764998784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|