| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391240.6567 | 266268.3558 | 124972.3008 | 562852.8437 | 261022.8031 | 301830.0406 |
| Total P&L (%) | 391.2407 | 266.2684 | 124.9723 | 562.8528 | 261.0228 | 301.83 |
| Avg Daily Profit (%) | 0.2025 | 0.1378 | 0.0647 | 0.0979 | 0.0665 | 0.072 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87429 | -84717 | -49765 | -418440 | -293327 | -266302 |
| Profit Factor | 1.769 | 1.9113 | 1.577 | 1.3135 | 1.2478 | 1.4069 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 49.4505 | 48.8889 | 50 | 49.4505 | 48.8889 | 50 |
| Ratio Avg Win / Avg Loss | 1.8083 | 1.9982 | 1.577 | 1.3427 | 1.3045 | 1.4069 |
| Largest Winning Trade | 164938 | 164938 | 46000 | 163937 | 163937 | 152263 |
| Largest Losing Trade | -42051 | -42051 | -31570 | -196719 | -147728 | -196719 |
| Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
| Avg Bars in Winners | 54 | 51 | 57 | 54 | 51 | 57 |
| Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
| Bars Traded | 3545 | 1743 | 1801 | 3545 | 1743 | 1801 |
| Profit Streak | 0 | 77.9144 | 0 | 0 | 77.9144 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396939 | -5225 | -103598 | -61599 | -104223 | -95972 |
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3864,
"evaluation_days": 1932,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759960603168,
"expiration_time": 1764932544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 186,
"offset": 0,
"multiplier": 2.74644
}
}
} {
"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": [
[
391240.6566782265,
266268.35583419,
124972.3008440366,
562852.8437047097,
261022.8030634474,
301830.0406412624
],
[
391.240657,
266.268356,
124.972301,
562.852844,
261.022803,
301.830041
],
[
0.202506,
0.13782,
0.064685,
0.097946,
0.06647,
0.072017
],
[
10,
10,
10,
10,
10,
10
],
[
-87429,
-84717,
-49765,
-418440,
-293327,
-266302
],
[
1.769013,
1.911316,
1.577034,
1.313533,
1.247772,
1.406934
],
[
91,
45,
46,
91,
45,
46
],
[
45,
22,
23,
45,
22,
23
],
[
46,
23,
23,
46,
23,
23
],
[
49.450549,
48.888889,
50,
49.450549,
48.888889,
50
],
[
1.808324,
1.998194,
1.577034,
1.342722,
1.304489,
1.406934
],
[
164938,
164938,
46000,
163937,
163937,
152263
],
[
-42051,
-42051,
-31570,
-196719,
-147728,
-196719
],
[
38,
38,
39,
38,
38,
39
],
[
54,
51,
57,
54,
51,
57
],
[
24,
26,
21,
24,
26,
21
],
[
3545,
1743,
1801,
3545,
1743,
1801
],
[
0,
77.914388,
0,
0,
77.914389,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396939,
-5225,
-103598,
-61599,
-104223,
-95972
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3864,
"evaluation_days": 1932,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759960603168,
"expiration_time": 1764932544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 186,
"offset": 0,
"multiplier": 2.74644
}
}
}
| # | 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) |
|---|