| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389578.6031 | 230420.7374 | 159157.8657 | -71326.98 | -35273.4323 | -36053.5478 |
| Total P&L (%) | 389.5786 | 230.4207 | 159.1579 | -71.327 | -35.2734 | -36.0535 |
| Avg Daily Profit (%) | 0.2047 | 0.1211 | 0.0836 | -0.0656 | -0.0229 | -0.0235 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111530 | -78746 | -110560 | -59734 | -13013 | -64209 |
| Profit Factor | 1.6834 | 1.6853 | 1.6806 | 0.6094 | 0.6428 | 0.5702 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 64.7727 | 65.9091 | 63.6364 | 64.7727 | 65.9091 | 63.6364 |
| Ratio Avg Win / Avg Loss | 0.9155 | 0.8717 | 0.9603 | 0.3314 | 0.3325 | 0.3258 |
| Largest Winning Trade | 88352 | 88352 | 63753 | 10100 | 10100 | 8826 |
| Largest Losing Trade | -96854 | -64986 | -96854 | -59396 | -57263 | -59396 |
| Avg Bars in Trades | 61 | 76 | 46 | 61 | 76 | 46 |
| Avg Bars in Winners | 49 | 48 | 51 | 49 | 48 | 51 |
| Avg Bars in Losers | 82 | 131 | 36 | 82 | 131 | 36 |
| Bars Traded | 5402 | 3377 | 2024 | 5402 | 3377 | 2024 |
| Profit Streak | 85.1861 | 134.8528 | 85.1861 | 85.1861 | 134.8528 | 85.1861 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 412620 | -27866 | -78502 | -577389 | -577697 | -578393 |
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5709,
"evaluation_days": 1903,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759638478587,
"expiration_time": 1764554976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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": [
[
389578.6031301965,
230420.737433757,
159157.8656964396,
-71326.980035991,
-35273.4322806013,
-36053.5477553897
],
[
389.578603,
230.420737,
159.157866,
-71.32698,
-35.273432,
-36.053548
],
[
0.204718,
0.121083,
0.083635,
-0.065623,
-0.022856,
-0.023493
],
[
10,
10,
10,
10,
10,
10
],
[
-111530,
-78746,
-110560,
-59734,
-13013,
-64209
],
[
1.683387,
1.685348,
1.680567,
0.609433,
0.642753,
0.570214
],
[
88,
44,
44,
88,
44,
44
],
[
57,
29,
28,
57,
29,
28
],
[
31,
15,
16,
31,
15,
16
],
[
64.772727,
65.909091,
63.636364,
64.772727,
65.909091,
63.636364
],
[
0.915526,
0.871732,
0.960324,
0.331446,
0.332459,
0.325837
],
[
88352,
88352,
63753,
10100,
10100,
8826
],
[
-96854,
-64986,
-96854,
-59396,
-57263,
-59396
],
[
61,
76,
46,
61,
76,
46
],
[
49,
48,
51,
49,
48,
51
],
[
82,
131,
36,
82,
131,
36
],
[
5402,
3377,
2024,
5402,
3377,
2024
],
[
85.186095,
134.852761,
85.186095,
85.186095,
134.852761,
85.186095
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
412620,
-27866,
-78502,
-577389,
-577697,
-578393
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5709,
"evaluation_days": 1903,
"actual_first_datapoint_time": 1595232000000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759638478587,
"expiration_time": 1764554976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 123,
"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) |
|---|