| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 338752.2519 | 189800.0497 | 148952.2021 | 9296.0617 | -11141.0126 | 20437.0743 |
| Total P&L (%) | 338.7523 | 189.8001 | 148.9522 | 9.2961 | -11.141 | 20.4371 |
| Avg Daily Profit (%) | 0.1786 | 0.1001 | 0.0785 | 0.0047 | -0.0062 | 0.0098 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149864 | -117959 | -96724 | -273369 | -223299 | -166331 |
| Profit Factor | 1.2378 | 1.2459 | 1.2282 | 1.0044 | 0.9904 | 1.0211 |
| Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
| Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
| Losing Trades | 175 | 94 | 81 | 175 | 94 | 81 |
| Profitability (%) | 44.0895 | 39.7436 | 48.4076 | 44.0895 | 39.7436 | 48.4076 |
| Ratio Avg Win / Avg Loss | 1.5697 | 1.8889 | 1.309 | 1.2736 | 1.5016 | 1.0882 |
| Largest Winning Trade | 169372 | 169372 | 45351 | 160747 | 160747 | 41613 |
| Largest Losing Trade | -37656 | -37656 | -23314 | -103149 | -103149 | -61707 |
| Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
| Avg Bars in Winners | 96 | 102 | 91 | 96 | 102 | 91 |
| Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
| Bars Traded | 22429 | 11342 | 11087 | 22429 | 11342 | 11087 |
| Profit Streak | 30.0382 | 30.0382 | 31.0382 | 30.0382 | 30.0382 | 31.0382 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326067 | -61678 | -87782 | -567263 | -581186 | -383035 |
{
"trading_pair": "SXP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22756,
"evaluation_days": 1896.33,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597068000000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759128897123,
"expiration_time": 1765023955200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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": [
[
338752.2518500265,
189800.0497372992,
148952.2021127276,
9296.0617090779,
-11141.0126285076,
20437.0743375856
],
[
338.752252,
189.80005,
148.952202,
9.296062,
-11.141013,
20.437074
],
[
0.178636,
0.100088,
0.078548,
0.004688,
-0.006229,
0.009807
],
[
10,
10,
10,
10,
10,
10
],
[
-149864,
-117959,
-96724,
-273369,
-223299,
-166331
],
[
1.237798,
1.245881,
1.228237,
1.004357,
0.990422,
1.021065
],
[
313,
156,
157,
313,
156,
157
],
[
138,
62,
76,
138,
62,
76
],
[
175,
94,
81,
175,
94,
81
],
[
44.089457,
39.74359,
48.407643,
44.089457,
39.74359,
48.407643
],
[
1.569671,
1.888917,
1.309042,
1.273642,
1.501607,
1.08824
],
[
169372,
169372,
45351,
160747,
160747,
41613
],
[
-37656,
-37656,
-23314,
-103149,
-103149,
-61707
],
[
71,
72,
70,
71,
72,
70
],
[
96,
102,
91,
96,
102,
91
],
[
52,
53,
51,
52,
53,
51
],
[
22429,
11342,
11087,
22429,
11342,
11087
],
[
30.038161,
30.038161,
31.038161,
30.038161,
30.038161,
31.038161
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326067,
-61678,
-87782,
-567263,
-581186,
-383035
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22756,
"evaluation_days": 1896.33,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1597068000000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759128897123,
"expiration_time": 1765023955200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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) |
|---|