| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415315.3248 | 465437.8826 | -50122.5578 | -76731.6468 | 184842.9718 | -261574.6186 |
| Total P&L (%) | 415.3153 | 465.4379 | -50.1226 | -76.7316 | 184.843 | -261.5746 |
| Avg Daily Profit (%) | 0.1817 | 0.2036 | -0.0219 | -0.0638 | 0.0458 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -337751 | -275702 | -82547 | -807991 | -554554 | -325342 |
| Profit Factor | 1.3975 | 1.5812 | 0.7946 | 0.9575 | 1.1414 | 0.4737 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
| Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Profitability (%) | 46.8571 | 45.977 | 47.7273 | 46.8571 | 45.977 | 47.7273 |
| Ratio Avg Win / Avg Loss | 1.585 | 1.8579 | 0.8702 | 1.0859 | 1.3412 | 0.5188 |
| Largest Winning Trade | 385945 | 385945 | 14735 | 633632 | 633632 | 33569 |
| Largest Losing Trade | -61084 | -61084 | -19703 | -227402 | -227402 | -115071 |
| Avg Bars in Trades | 75 | 143 | 8 | 75 | 143 | 8 |
| Avg Bars in Winners | 58 | 111 | 7 | 58 | 111 | 7 |
| Avg Bars in Losers | 90 | 170 | 8 | 90 | 170 | 8 |
| Bars Traded | 13185 | 12474 | 711 | 13185 | 12474 | 711 |
| Profit Streak | 11.763 | 0 | 14.263 | 11.763 | 0 | 14.263 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344762 | 312438 | -581109 | -578789 | -198612 | -581109 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563321600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925126789,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 192,
"offset": 0,
"multiplier": 3.10341
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 69,
"offset": 0,
"std": 2.13509
}
}
}
{
"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": [
[
415315.3247632284,
465437.8825626392,
-50122.5577994106,
-76731.6468391096,
184842.9717572802,
-261574.6185963899
],
[
415.315325,
465.437883,
-50.122558,
-76.731647,
184.842972,
-261.574619
],
[
0.181652,
0.203574,
-0.021923,
-0.063753,
0.045794,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-337751,
-275702,
-82547,
-807991,
-554554,
-325342
],
[
1.397489,
1.581171,
0.794567,
0.95747,
1.141408,
0.473716
],
[
175,
87,
88,
175,
87,
88
],
[
82,
40,
42,
82,
40,
42
],
[
93,
47,
46,
93,
47,
46
],
[
46.857143,
45.977011,
47.727273,
46.857143,
45.977011,
47.727273
],
[
1.584957,
1.857875,
0.87024,
1.085911,
1.341154,
0.518832
],
[
385945,
385945,
14735,
633632,
633632,
33569
],
[
-61084,
-61084,
-19703,
-227402,
-227402,
-115071
],
[
75,
143,
8,
75,
143,
8
],
[
58,
111,
7,
58,
111,
7
],
[
90,
170,
8,
90,
170,
8
],
[
13185,
12474,
711,
13185,
12474,
711
],
[
11.763041,
0,
14.263041,
11.763042,
0,
14.263042
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344762,
312438,
-581109,
-578789,
-198612,
-581109
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563321600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925126789,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 192,
"offset": 0,
"multiplier": 3.10341
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 69,
"offset": 0,
"std": 2.13509
}
}
}
| # | 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) |
|---|