| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 503267.5496 | 304180.6904 | 199086.8592 | 443067.0082 | -663229.7025 | 1106296.7107 |
| Total P&L (%) | 503.2676 | 304.1807 | 199.0869 | 443.067 | -663.2297 | 1106.2967 |
| Avg Daily Profit (%) | 0.2788 | 0.1685 | 0.1103 | 0.0938 | 0 | 0.138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115937 | -182420 | -42636 | -832360 | -1285763 | -310212 |
| Profit Factor | 1.7125 | 1.666 | 1.7976 | 1.1022 | 0.7765 | 1.8084 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
| Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
| Profitability (%) | 44.9367 | 37.9747 | 51.8987 | 44.9367 | 37.9747 | 51.8987 |
| Ratio Avg Win / Avg Loss | 2.0984 | 2.7211 | 1.6661 | 1.3506 | 1.2683 | 1.6761 |
| Largest Winning Trade | 332859 | 332859 | 47741 | 432487 | 432487 | 224282 |
| Largest Losing Trade | -29251 | -29251 | -19834 | -244529 | -244529 | -121243 |
| Avg Bars in Trades | 44 | 44 | 43 | 44 | 44 | 43 |
| Avg Bars in Winners | 59 | 67 | 54 | 59 | 67 | 54 |
| Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
| Bars Traded | 6987 | 3531 | 3455 | 6987 | 3531 | 3455 |
| Profit Streak | 0 | 32.0898 | 0 | 0 | 32.0898 | 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 | 389349 | -20586 | -69065 | -177035 | -610205 | -31625 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874158224,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.00364
}
}
}
{
"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": [
[
503267.549569935,
304180.6903530319,
199086.8592169033,
443067.0082400163,
-663229.7024554557,
1106296.7106954732
],
[
503.26755,
304.18069,
199.086859,
443.067008,
-663.229702,
1106.296711
],
[
0.27878,
0.168498,
0.110282,
0.093774,
0,
0.138034
],
[
10,
10,
10,
10,
10,
10
],
[
-115937,
-182420,
-42636,
-832360,
-1285763,
-310212
],
[
1.712487,
1.665965,
1.79762,
1.102188,
0.776487,
1.80841
],
[
158,
79,
79,
158,
79,
79
],
[
71,
30,
41,
71,
30,
41
],
[
87,
49,
38,
87,
49,
38
],
[
44.936709,
37.974684,
51.898734,
44.936709,
37.974684,
51.898734
],
[
2.0984,
2.721075,
1.666086,
1.350569,
1.268262,
1.676087
],
[
332859,
332859,
47741,
432487,
432487,
224282
],
[
-29251,
-29251,
-19834,
-244529,
-244529,
-121243
],
[
44,
44,
43,
44,
44,
43
],
[
59,
67,
54,
59,
67,
54
],
[
31,
30,
32,
31,
30,
32
],
[
6987,
3531,
3455,
6987,
3531,
3455
],
[
0,
32.089794,
0,
0,
32.089794,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389349,
-20586,
-69065,
-177035,
-610205,
-31625
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758874158224,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.00364
}
}
}
| # | 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) |
|---|