| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 464517.3161 | 304136.4306 | 160380.8855 | -139615.2038 | 22939.5325 | -162554.7363 |
| Total P&L (%) | 464.5173 | 304.1364 | 160.3809 | -139.6152 | 22.9395 | -162.5547 |
| Avg Daily Profit (%) | 0.2433 | 0.1593 | 0.084 | 0 | 0.0108 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236475 | -117172 | -150478 | -478167 | -261489 | -216678 |
| Profit Factor | 1.4975 | 1.6712 | 1.3337 | 0.7957 | 1.0732 | 0.5607 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 78 | 38 | 40 | 62 | 34 | 28 |
| Losing Trades | 58 | 30 | 28 | 74 | 34 | 40 |
| Profitability (%) | 57.3529 | 55.8824 | 58.8235 | 45.5882 | 50 | 41.1765 |
| Ratio Avg Win / Avg Loss | 1.1135 | 1.3194 | 0.9336 | 0.9497 | 1.0732 | 0.801 |
| Largest Winning Trade | 113405 | 113405 | 38145 | 105083 | 105083 | 43060 |
| Largest Losing Trade | -103058 | -46741 | -103058 | -158412 | -158412 | -149295 |
| Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
| Bars Traded | 5592 | 2790 | 2802 | 5592 | 2790 | 2802 |
| Profit Streak | 0 | 0 | 0 | 78.5128 | 78.5128 | 92.1794 |
| Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381439 | -99089 | -190202 | -580669 | -431491 | -692307 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5727,
"evaluation_days": 1909,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596931200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205902271,
"expiration_time": 1764138528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 88,
"offset": 5
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04073,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
464517.3161149448,
304136.4305935389,
160380.8855214058,
-139615.2038004369,
22939.5325426893,
-162554.7363431262
],
[
464.517316,
304.136431,
160.380886,
-139.615204,
22.939533,
-162.554736
],
[
0.24333,
0.159317,
0.084013,
0,
0.010819,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-236475,
-117172,
-150478,
-478167,
-261489,
-216678
],
[
1.497492,
1.671204,
1.333712,
0.795661,
1.073239,
0.560712
],
[
136,
68,
68,
136,
68,
68
],
[
78,
38,
40,
62,
34,
28
],
[
58,
30,
28,
74,
34,
40
],
[
57.352941,
55.882353,
58.823529,
45.588235,
50,
41.176471
],
[
1.11352,
1.319372,
0.933598,
0.94966,
1.073239,
0.801018
],
[
113405,
113405,
38145,
105083,
105083,
43060
],
[
-103058,
-46741,
-103058,
-158412,
-158412,
-149295
],
[
41,
41,
41,
41,
41,
41
],
[
41,
41,
41,
41,
41,
41
],
[
41,
40,
41,
41,
40,
41
],
[
5592,
2790,
2802,
5592,
2790,
2802
],
[
0,
0,
0,
78.512758,
78.512758,
92.179424
],
[
0,
0,
0,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381439,
-99089,
-190202,
-580669,
-431491,
-692307
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5727,
"evaluation_days": 1909,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596931200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759205902271,
"expiration_time": 1764138528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 88,
"offset": 5
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04073,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|