| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 67073.5723 | 8219.7066 | 58853.8657 | 59680.3236 | 5940.9784 | 53739.3452 |
| Total P&L (%) | 67.0736 | 8.2197 | 58.8539 | 59.6803 | 5.941 | 53.7393 |
| Avg Daily Profit (%) | 0.2576 | 0.0316 | 0.226 | 0.1799 | 0.0222 | 0.1653 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35048 | -32488 | -18073 | -49262 | -31984 | -26333 |
| Profit Factor | 1.2394 | 1.0506 | 1.4993 | 1.1851 | 1.033 | 1.3776 |
| Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
| Winning Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Profitability (%) | 57.9592 | 58.1967 | 57.7236 | 57.9592 | 58.1967 | 57.7236 |
| Ratio Avg Win / Avg Loss | 0.899 | 0.7547 | 1.0981 | 0.8596 | 0.742 | 1.0089 |
| Largest Winning Trade | 14352 | 14352 | 10286 | 15412 | 15412 | 10789 |
| Largest Losing Trade | -28331 | -28331 | -16370 | -27526 | -27526 | -23294 |
| Avg Bars in Trades | 98 | 98 | 99 | 98 | 98 | 99 |
| Avg Bars in Winners | 83 | 71 | 96 | 83 | 71 | 96 |
| Avg Bars in Losers | 119 | 135 | 103 | 119 | 135 | 103 |
| Bars Traded | 24208 | 11994 | 12214 | 24208 | 11994 | 12214 |
| Profit Streak | 12.8511 | 19.4761 | 12.8511 | 12.8511 | 19.4761 | 12.8511 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306603 | -482099 | 334299 | -9219 | -514015 | 276560 |
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736460000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758806732846,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 115,
"offset": 0,
"multiplier": 3.91924
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 124
}
}
}
{
"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": [
[
67073.57225167,
8219.7065610546,
58853.8656906154,
59680.3235704074,
5940.9783655802,
53739.3452048271
],
[
67.073572,
8.219707,
58.853866,
59.680324,
5.940978,
53.739345
],
[
0.257559,
0.031563,
0.225996,
0.179873,
0.022164,
0.165288
],
[
10,
10,
10,
10,
10,
10
],
[
-35048,
-32488,
-18073,
-49262,
-31984,
-26333
],
[
1.239351,
1.050624,
1.499336,
1.185146,
1.033002,
1.377585
],
[
245,
122,
123,
245,
122,
123
],
[
142,
71,
71,
142,
71,
71
],
[
103,
51,
52,
103,
51,
52
],
[
57.959184,
58.196721,
57.723577,
57.959184,
58.196721,
57.723577
],
[
0.898966,
0.754674,
1.098105,
0.859648,
0.742016,
1.008935
],
[
14352,
14352,
10286,
15412,
15412,
10789
],
[
-28331,
-28331,
-16370,
-27526,
-27526,
-23294
],
[
98,
98,
99,
98,
98,
99
],
[
83,
71,
96,
83,
71,
96
],
[
119,
135,
103,
119,
135,
103
],
[
24208,
11994,
12214,
24208,
11994,
12214
],
[
12.851074,
19.476074,
12.851074,
12.851075,
19.476075,
12.851075
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306603,
-482099,
334299,
-9219,
-514015,
276560
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736460000000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758806732846,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 115,
"offset": 0,
"multiplier": 3.91924
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 135,
"offset": 124
}
}
}
| # | 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) |
|---|