| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 332637.4131 | 305772.1115 | 26865.3016 | -51223.103 | 78702.4115 | -129925.5145 |
| Total P&L (%) | 332.6374 | 305.7721 | 26.8653 | -51.2231 | 78.7024 | -129.9255 |
| Avg Daily Profit (%) | 0.1735 | 0.1595 | 0.014 | -0.0374 | 0.0303 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154586 | -82890 | -138584 | -114973 | -60768 | -158132 |
| Profit Factor | 1.1937 | 1.3582 | 1.0311 | 0.952 | 1.1533 | 0.7654 |
| Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
| Winning Trades | 172 | 78 | 94 | 172 | 78 | 94 |
| Losing Trades | 161 | 88 | 73 | 161 | 88 | 73 |
| Profitability (%) | 51.6517 | 46.988 | 56.2874 | 51.6517 | 46.988 | 56.2874 |
| Ratio Avg Win / Avg Loss | 1.1174 | 1.5324 | 0.8007 | 0.8911 | 1.3012 | 0.5944 |
| Largest Winning Trade | 133236 | 133236 | 43825 | 48204 | 48204 | 14108 |
| Largest Losing Trade | -38591 | -27513 | -38591 | -35356 | -27584 | -35356 |
| Avg Bars in Trades | 34 | 35 | 32 | 34 | 35 | 32 |
| Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
| Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
| Bars Traded | 11376 | 5952 | 5424 | 11376 | 5952 | 5424 |
| Profit Streak | 15.5228 | 23.5228 | 15.5228 | 15.5228 | 23.5228 | 15.5228 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 106323 | 306494 | -363785 | -577751 | -204642 | -579061 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11506,
"evaluation_days": 1917.67,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595160000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759969973632,
"expiration_time": 1764938592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 15,
"offset": 0,
"multiplier": 4.54351
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 199,
"offset": 0,
"std": 3.29922
}
}
} {
"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": [
[
332637.4130685205,
305772.1115062886,
26865.3015622323,
-51223.1029784163,
78702.4115260156,
-129925.5145044317
],
[
332.637413,
305.772112,
26.865302,
-51.223103,
78.702412,
-129.925515
],
[
0.173459,
0.15945,
0.014009,
-0.03743,
0.030278,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-154586,
-82890,
-138584,
-114973,
-60768,
-158132
],
[
1.193691,
1.358247,
1.0311,
0.952002,
1.153302,
0.765398
],
[
333,
166,
167,
333,
166,
167
],
[
172,
78,
94,
172,
78,
94
],
[
161,
88,
73,
161,
88,
73
],
[
51.651652,
46.987952,
56.287425,
51.651652,
46.987952,
56.287425
],
[
1.11735,
1.532382,
0.800748,
0.891118,
1.301162,
0.594405
],
[
133236,
133236,
43825,
48204,
48204,
14108
],
[
-38591,
-27513,
-38591,
-35356,
-27584,
-35356
],
[
34,
35,
32,
34,
35,
32
],
[
31,
33,
29,
31,
33,
29
],
[
37,
37,
36,
37,
37,
36
],
[
11376,
5952,
5424,
11376,
5952,
5424
],
[
15.522843,
23.522843,
15.522843,
15.522843,
23.522843,
15.522843
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
106323,
306494,
-363785,
-577751,
-204642,
-579061
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11506,
"evaluation_days": 1917.67,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1595160000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759969973632,
"expiration_time": 1764938592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 15,
"offset": 0,
"multiplier": 4.54351
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 199,
"offset": 0,
"std": 3.29922
}
}
}
| # | 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) |
|---|