| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 539347.0515 | 448379.972 | 90967.0795 | 593080.4942 | 265584.1922 | 327496.302 |
| Total P&L (%) | 539.3471 | 448.38 | 90.9671 | 593.0805 | 265.5842 | 327.4963 |
| Avg Daily Profit (%) | 0.2529 | 0.2102 | 0.0427 | 0.0908 | 0.0608 | 0.0681 |
| Buy And Hold Return (%) | 185.0596 | 185.0596 | 185.0596 | 185.0596 | 185.0596 | 185.0596 |
| Max Trade Drawdown | -140263 | -125275 | -89857 | -1283913 | -1388766 | -425046 |
| Profit Factor | 1.7471 | 1.9072 | 1.3996 | 1.1649 | 1.0963 | 1.3897 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
| Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
| Profitability (%) | 63.4286 | 57.4713 | 69.3182 | 63.4286 | 57.4713 | 69.3182 |
| Ratio Avg Win / Avg Loss | 1.0073 | 1.4113 | 0.6195 | 0.6716 | 0.8113 | 0.6151 |
| Largest Winning Trade | 124205 | 124205 | 24812 | 518619 | 518619 | 126864 |
| Largest Losing Trade | -74121 | -49860 | -74121 | -556884 | -556884 | -354549 |
| Avg Bars in Trades | 71 | 123 | 19 | 71 | 123 | 19 |
| Avg Bars in Winners | 58 | 106 | 19 | 58 | 106 | 19 |
| Avg Bars in Losers | 93 | 147 | 19 | 93 | 147 | 19 |
| Bars Traded | 12465 | 10756 | 1709 | 12465 | 10756 | 1709 |
| Profit Streak | 96.2958 | 221.2958 | 96.2958 | 96.2958 | 221.2958 | 96.2958 |
| Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419083 | 297028 | -298591 | -110946 | -256279 | -107315 |
{
"trading_pair": "BCH_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12797,
"evaluation_days": 2132.83,
"actual_first_datapoint_time": 1574928000000,
"first_datapoint_time": 1577088000000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759215956863,
"expiration_time": 1764733104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 4.79695
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 115,
"offset": 0,
"std": 1.88889
}
}
} {
"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": [
[
539347.0515429364,
448379.9720031667,
90967.0795397697,
593080.4942117762,
265584.1922019012,
327496.3020098746
],
[
539.347052,
448.379972,
90.96708,
593.080494,
265.584192,
327.496302
],
[
0.252879,
0.210228,
0.042651,
0.090811,
0.060798,
0.068138
],
[
185.059578,
185.059578,
185.059578,
185.059578,
185.059578,
185.059578
],
[
-140263,
-125275,
-89857,
-1283913,
-1388766,
-425046
],
[
1.747104,
1.907164,
1.399589,
1.164861,
1.096327,
1.389712
],
[
175,
87,
88,
175,
87,
88
],
[
111,
50,
61,
111,
50,
61
],
[
64,
37,
27,
64,
37,
27
],
[
63.428571,
57.471264,
69.318182,
63.428571,
57.471264,
69.318182
],
[
1.007339,
1.411301,
0.61949,
0.671632,
0.811282,
0.615118
],
[
124205,
124205,
24812,
518619,
518619,
126864
],
[
-74121,
-49860,
-74121,
-556884,
-556884,
-354549
],
[
71,
123,
19,
71,
123,
19
],
[
58,
106,
19,
58,
106,
19
],
[
93,
147,
19,
93,
147,
19
],
[
12465,
10756,
1709,
12465,
10756,
1709
],
[
96.295797,
221.295797,
96.295797,
96.295797,
221.295797,
96.295797
],
[
6,
7,
3,
6,
7,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419083,
297028,
-298591,
-110946,
-256279,
-107315
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12797,
"evaluation_days": 2132.83,
"actual_first_datapoint_time": 1574928000000,
"first_datapoint_time": 1577088000000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759215956863,
"expiration_time": 1764733104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 4.79695
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 115,
"offset": 0,
"std": 1.88889
}
}
}
| # | 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) |
|---|