| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1900540.0643 | 1864410.7747 | 36129.2896 | 78640.8259 | 2344367.4022 | -2265726.5763 |
| Total P&L (%) | 1900.5401 | 1864.4108 | 36.1293 | 78.6408 | 2344.3674 | -2265.7266 |
| Avg Daily Profit (%) | 0.8231 | 0.8075 | 0.0156 | 0.0251 | 0.1385 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195525 | -164890 | -134657 | -5204405 | -2887264 | -3470051 |
| Profit Factor | 3.1877 | 5.1984 | 1.0851 | 1.0072 | 1.4078 | 0.5616 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 45.122 | 41.4634 | 48.7805 | 45.122 | 41.4634 | 48.7805 |
| Ratio Avg Win / Avg Loss | 3.8769 | 7.3389 | 1.1393 | 1.225 | 1.9875 | 0.5897 |
| Largest Winning Trade | 1696275 | 1696275 | 79256 | 4112066 | 4112066 | 1000509 |
| Largest Losing Trade | -68084 | -40739 | -68084 | -2530298 | -2035135 | -2530298 |
| Avg Bars in Trades | 82 | 85 | 80 | 82 | 85 | 80 |
| Avg Bars in Winners | 117 | 117 | 116 | 117 | 117 | 116 |
| Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
| Bars Traded | 6766 | 3485 | 3281 | 6766 | 3485 | 3281 |
| Profit Streak | 0 | 0 | 66.6546 | 0 | 0 | 66.6546 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309732 | 641838 | -301332 | -382575 | -9116 | -580657 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6927,
"evaluation_days": 2309,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758843761183,
"expiration_time": 1764800928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 102,
"offset": 0,
"multiplier": 4.09731
}
}
}
{
"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": [
[
1900540.0642526182,
1864410.7747018274,
36129.2895507911,
78640.8258920626,
2344367.4021869767,
-2265726.576294913
],
[
1900.540064,
1864.410775,
36.12929,
78.640826,
2344.367402,
-2265.726576
],
[
0.823101,
0.807454,
0.015647,
0.025131,
0.138527,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-195525,
-164890,
-134657,
-5204405,
-2887264,
-3470051
],
[
3.187691,
5.198401,
1.085077,
1.007204,
1.407845,
0.5616
],
[
82,
41,
41,
82,
41,
41
],
[
37,
17,
20,
37,
17,
20
],
[
45,
24,
21,
45,
24,
21
],
[
45.121951,
41.463415,
48.780488,
45.121951,
41.463415,
48.780488
],
[
3.876922,
7.338919,
1.139331,
1.224978,
1.987546,
0.58968
],
[
1696275,
1696275,
79256,
4112066,
4112066,
1000509
],
[
-68084,
-40739,
-68084,
-2530298,
-2035135,
-2530298
],
[
82,
85,
80,
82,
85,
80
],
[
117,
117,
116,
117,
117,
116
],
[
53,
61,
44,
53,
61,
44
],
[
6766,
3485,
3281,
6766,
3485,
3281
],
[
0,
0,
66.654643,
0,
0,
66.654643
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309732,
641838,
-301332,
-382575,
-9116,
-580657
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6927,
"evaluation_days": 2309,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758843761183,
"expiration_time": 1764800928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 151,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 102,
"offset": 0,
"multiplier": 4.09731
}
}
}
| # | 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) |
|---|