| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 368870.8206 | 311821.9743 | 57048.8463 | -15401.8445 | 221878.9654 | -237280.81 |
| Total P&L (%) | 368.8708 | 311.822 | 57.0488 | -15.4018 | 221.879 | -237.2808 |
| Avg Daily Profit (%) | 0.1924 | 0.1626 | 0.0298 | -0.0087 | 0.061 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233276 | -124010 | -136556 | -636331 | -215643 | -462535 |
| Profit Factor | 1.3071 | 1.4662 | 1.1072 | 0.9921 | 1.2278 | 0.7572 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
| Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
| Profitability (%) | 48.6772 | 51.5789 | 45.7447 | 48.6772 | 51.5789 | 45.7447 |
| Ratio Avg Win / Avg Loss | 1.3781 | 1.3764 | 1.3131 | 1.046 | 1.1526 | 0.898 |
| Largest Winning Trade | 85872 | 85872 | 38383 | 145818 | 145818 | 102062 |
| Largest Losing Trade | -56829 | -56829 | -28187 | -137077 | -137077 | -118301 |
| Avg Bars in Trades | 39 | 53 | 26 | 39 | 53 | 26 |
| Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
| Avg Bars in Losers | 37 | 60 | 17 | 37 | 60 | 17 |
| Bars Traded | 7535 | 5061 | 2474 | 7535 | 5061 | 2474 |
| Profit Streak | 88.2186 | 88.2186 | 151.4686 | 88.2186 | 88.2186 | 151.4686 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344296 | 333559 | -257369 | -577230 | -110987 | -581495 |
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7670,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759965285475,
"expiration_time": 1764916560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 125,
"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": [
[
368870.8205594107,
311821.9742888108,
57048.8462705999,
-15401.844506322,
221878.9654447625,
-237280.8099510843
],
[
368.870821,
311.821974,
57.048846,
-15.401845,
221.878965,
-237.28081
],
[
0.192371,
0.162619,
0.029752,
-0.008722,
0.060984,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233276,
-124010,
-136556,
-636331,
-215643,
-462535
],
[
1.30708,
1.466212,
1.107159,
0.992106,
1.227777,
0.75715
],
[
189,
95,
94,
189,
95,
94
],
[
92,
49,
43,
92,
49,
43
],
[
97,
46,
51,
97,
46,
51
],
[
48.677249,
51.578947,
45.744681,
48.677249,
51.578947,
45.744681
],
[
1.378117,
1.376443,
1.313142,
1.046025,
1.152607,
0.898016
],
[
85872,
85872,
38383,
145818,
145818,
102062
],
[
-56829,
-56829,
-28187,
-137077,
-137077,
-118301
],
[
39,
53,
26,
39,
53,
26
],
[
41,
46,
36,
41,
46,
36
],
[
37,
60,
17,
37,
60,
17
],
[
7535,
5061,
2474,
7535,
5061,
2474
],
[
88.218582,
88.218582,
151.468582,
88.218582,
88.218582,
151.468582
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344296,
333559,
-257369,
-577230,
-110987,
-581495
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7670,
"evaluation_days": 1917.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596974400000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759965285475,
"expiration_time": 1764916560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 125,
"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) |
|---|