| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546384.4073 | 331281.9257 | 215102.4815 | 1254606.5817 | -9891.8314 | 1264498.4131 |
| Total P&L (%) | 546.3844 | 331.2819 | 215.1025 | 1254.6066 | -9.8918 | 1264.4984 |
| Avg Daily Profit (%) | 0.3026 | 0.1835 | 0.1191 | 0.1444 | -0.0058 | 0.1449 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84372 | -65485 | -33976 | -957093 | -725618 | -497565 |
| Profit Factor | 2.2201 | 2.2323 | 2.2019 | 1.3031 | 0.9961 | 1.7903 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.3589 | 2.6787 | 2.0724 | 1.3845 | 1.1953 | 1.685 |
| Largest Winning Trade | 244380 | 244380 | 63700 | 512898 | 420715 | 512898 |
| Largest Losing Trade | -43850 | -43850 | -28015 | -426866 | -426866 | -381070 |
| Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
| Avg Bars in Winners | 79 | 78 | 81 | 79 | 78 | 81 |
| Avg Bars in Losers | 24 | 30 | 17 | 24 | 30 | 17 |
| Bars Traded | 3396 | 1728 | 1668 | 3396 | 1728 | 1668 |
| Profit Streak | 44.0038 | 44.0038 | 67.5038 | 44.0038 | 44.0038 | 67.5038 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -114528 | 377633 | -28625 | -127360 | -580349 | 190111 |
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1609200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845131064,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 82,
"offset": 0,
"multiplier": 3.43934
}
}
}
{
"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": [
[
546384.4072674606,
331281.9257182086,
215102.4815492519,
1254606.5817071581,
-9891.8313559845,
1264498.413063142
],
[
546.384407,
331.281926,
215.102482,
1254.606582,
-9.891831,
1264.498413
],
[
0.302622,
0.183485,
0.119137,
0.144446,
-0.005769,
0.14485
],
[
10,
10,
10,
10,
10,
10
],
[
-84372,
-65485,
-33976,
-957093,
-725618,
-497565
],
[
2.22014,
2.232288,
2.201893,
1.303063,
0.996105,
1.790276
],
[
66,
33,
33,
66,
33,
33
],
[
32,
15,
17,
32,
15,
17
],
[
34,
18,
16,
34,
18,
16
],
[
48.484848,
45.454545,
51.515152,
48.484848,
45.454545,
51.515152
],
[
2.358899,
2.678745,
2.07237,
1.384504,
1.195326,
1.684966
],
[
244380,
244380,
63700,
512898,
420715,
512898
],
[
-43850,
-43850,
-28015,
-426866,
-426866,
-381070
],
[
51,
52,
50,
51,
52,
50
],
[
79,
78,
81,
79,
78,
81
],
[
24,
30,
17,
24,
30,
17
],
[
3396,
1728,
1668,
3396,
1728,
1668
],
[
44.003832,
44.003832,
67.503832,
44.003832,
44.003832,
67.503832
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114528,
377633,
-28625,
-127360,
-580349,
190111
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3611,
"evaluation_days": 1805.5,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1609200000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758845131064,
"expiration_time": 1763395056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 82,
"offset": 0,
"multiplier": 3.43934
}
}
}
| # | 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) |
|---|