| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 420818.1986 | 241638.0515 | 179180.1471 | 544180.2161 | 64013.2188 | 480166.9973 |
| Total P&L (%) | 420.8182 | 241.6381 | 179.1801 | 544.1802 | 64.0132 | 480.167 |
| Avg Daily Profit (%) | 0.2323 | 0.1334 | 0.0989 | 0.1029 | 0.0273 | 0.0971 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108413 | -97677 | -82248 | -1718344 | -1544785 | -776070 |
| Profit Factor | 1.5546 | 1.6038 | 1.4997 | 1.0823 | 1.0176 | 1.1616 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Profitability (%) | 45.7746 | 45.0704 | 46.4789 | 45.7746 | 45.0704 | 46.4789 |
| Ratio Avg Win / Avg Loss | 1.8416 | 1.9546 | 1.7269 | 1.2821 | 1.2402 | 1.3375 |
| Largest Winning Trade | 85726 | 85726 | 74400 | 614662 | 614662 | 536795 |
| Largest Losing Trade | -30328 | -30328 | -30079 | -379812 | -379812 | -275334 |
| Avg Bars in Trades | 36 | 22 | 50 | 36 | 22 | 50 |
| Avg Bars in Winners | 46 | 24 | 68 | 46 | 24 | 68 |
| Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
| Bars Traded | 5208 | 1620 | 3588 | 5208 | 1620 | 3588 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337694 | -100529 | -146847 | -186489 | -446567 | -194497 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5435,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604246400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759296482460,
"expiration_time": 1763972640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 51,
"offset": 0,
"multiplier": 3.17737
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 33,
"offset": 0
}
}
} {
"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": [
[
420818.1986081186,
241638.0514957964,
179180.1471123223,
544180.2161335074,
64013.2188042277,
480166.9973292793
],
[
420.818199,
241.638051,
179.180147,
544.180216,
64.013219,
480.166997
],
[
0.232282,
0.133379,
0.098903,
0.102876,
0.027314,
0.097093
],
[
10,
10,
10,
10,
10,
10
],
[
-108413,
-97677,
-82248,
-1718344,
-1544785,
-776070
],
[
1.554578,
1.603775,
1.499671,
1.082297,
1.017585,
1.161551
],
[
142,
71,
71,
142,
71,
71
],
[
65,
32,
33,
65,
32,
33
],
[
77,
39,
38,
77,
39,
38
],
[
45.774648,
45.070423,
46.478873,
45.774648,
45.070423,
46.478873
],
[
1.841577,
1.954601,
1.726893,
1.282105,
1.240182,
1.337543
],
[
85726,
85726,
74400,
614662,
614662,
536795
],
[
-30328,
-30328,
-30079,
-379812,
-379812,
-275334
],
[
36,
22,
50,
36,
22,
50
],
[
46,
24,
68,
46,
24,
68
],
[
28,
21,
35,
28,
21,
35
],
[
5208,
1620,
3588,
5208,
1620,
3588
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337694,
-100529,
-146847,
-186489,
-446567,
-194497
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5435,
"evaluation_days": 1811.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1604246400000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759296482460,
"expiration_time": 1763972640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 51,
"offset": 0,
"multiplier": 3.17737
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 33,
"offset": 0
}
}
}
| # | 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) |
|---|