| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 681621.8059 | 607190.706 | 74431.0999 | 830832.9409 | 818059.3141 | 12773.6269 |
| Total P&L (%) | 681.6218 | 607.1907 | 74.4311 | 830.8329 | 818.0593 | 12.7736 |
| Avg Daily Profit (%) | 0.2944 | 0.2622 | 0.0321 | 0.0964 | 0.0958 | 0.0052 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197106 | -115710 | -209678 | -1721943 | -1702983 | -767371 |
| Profit Factor | 1.5283 | 1.9391 | 1.1157 | 1.1095 | 1.2003 | 1.0036 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Profitability (%) | 41.8269 | 42.3077 | 41.3462 | 41.8269 | 42.3077 | 41.3462 |
| Ratio Avg Win / Avg Loss | 2.1256 | 2.6442 | 1.5827 | 1.5431 | 1.6368 | 1.4238 |
| Largest Winning Trade | 115777 | 115777 | 79531 | 1166700 | 1166700 | 590998 |
| Largest Losing Trade | -32030 | -30319 | -32030 | -309797 | -309797 | -298675 |
| Avg Bars in Trades | 32 | 25 | 38 | 32 | 25 | 38 |
| Avg Bars in Winners | 50 | 34 | 65 | 50 | 34 | 65 |
| Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
| Bars Traded | 6706 | 2688 | 4018 | 6706 | 2688 | 4018 |
| 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 | 336419 | 333406 | -245780 | -164967 | -67075 | -485534 |
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6947,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759407796540,
"expiration_time": 1765394208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 167,
"offset": 0,
"multiplier": 2.75027
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
681621.8059212029,
607190.7060005924,
74431.0999206103,
830832.9409387249,
818059.3140601222,
12773.6268786031
],
[
681.621806,
607.190706,
74.4311,
830.832941,
818.059314,
12.773627
],
[
0.294352,
0.26221,
0.032142,
0.096386,
0.095789,
0.005191
],
[
10,
10,
10,
10,
10,
10
],
[
-197106,
-115710,
-209678,
-1721943,
-1702983,
-767371
],
[
1.528347,
1.939078,
1.115662,
1.109467,
1.200329,
1.003643
],
[
208,
104,
104,
208,
104,
104
],
[
87,
44,
43,
87,
44,
43
],
[
121,
60,
61,
121,
60,
61
],
[
41.826923,
42.307692,
41.346154,
41.826923,
42.307692,
41.346154
],
[
2.125632,
2.644197,
1.582684,
1.543051,
1.636813,
1.423773
],
[
115777,
115777,
79531,
1166700,
1166700,
590998
],
[
-32030,
-30319,
-32030,
-309797,
-309797,
-298675
],
[
32,
25,
38,
32,
25,
38
],
[
50,
34,
65,
50,
34,
65
],
[
19,
19,
19,
19,
19,
19
],
[
6706,
2688,
4018,
6706,
2688,
4018
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336419,
333406,
-245780,
-164967,
-67075,
-485534
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6947,
"evaluation_days": 2315.67,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1563667200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759407796540,
"expiration_time": 1765394208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 167,
"offset": 0,
"multiplier": 2.75027
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|