| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 205627.2602 | 69169.6519 | 136457.6083 | 308129.714 | 103207.6144 | 204922.0996 |
| Total P&L (%) | 205.6273 | 69.1697 | 136.4576 | 308.1297 | 103.2076 | 204.9221 |
| Avg Daily Profit (%) | 0.3948 | 0.1328 | 0.262 | 0.2704 | 0.1362 | 0.2143 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -59237 | -41388 | -66582 | -192060 | -153835 | -136652 |
| Profit Factor | 1.2716 | 1.1774 | 1.3716 | 1.16 | 1.1035 | 1.2207 |
| Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
| Winning Trades | 196 | 97 | 99 | 196 | 97 | 99 |
| Losing Trades | 208 | 105 | 103 | 208 | 105 | 103 |
| Profitability (%) | 48.5149 | 48.0198 | 49.0099 | 48.5149 | 48.0198 | 49.0099 |
| Ratio Avg Win / Avg Loss | 1.3494 | 1.2745 | 1.427 | 1.231 | 1.1945 | 1.2701 |
| Largest Winning Trade | 28222 | 28222 | 27385 | 72279 | 72279 | 45843 |
| Largest Losing Trade | -12496 | -12348 | -12496 | -40591 | -40591 | -25085 |
| Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
| Avg Bars in Winners | 78 | 66 | 89 | 78 | 66 | 89 |
| Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
| Bars Traded | 24566 | 11083 | 13483 | 24566 | 11083 | 13483 |
| Profit Streak | 7.6504 | 8.0879 | 7.6504 | 7.6504 | 8.0879 | 7.6504 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 425508 | -40474 | 336942 | -33663 | -117128 | 289065 |
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713997800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758800191700,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 4.70885
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
205627.2601676311,
69169.6518852738,
136457.6082823575,
308129.7140223417,
103207.6144287391,
204922.0995936022
],
[
205.62726,
69.169652,
136.457608,
308.129714,
103.207614,
204.9221
],
[
0.394807,
0.132807,
0.262,
0.270398,
0.136233,
0.214289
],
[
10,
10,
10,
10,
10,
10
],
[
-59237,
-41388,
-66582,
-192060,
-153835,
-136652
],
[
1.271583,
1.17738,
1.371626,
1.160016,
1.103492,
1.220735
],
[
404,
202,
202,
404,
202,
202
],
[
196,
97,
99,
196,
97,
99
],
[
208,
105,
103,
208,
105,
103
],
[
48.514851,
48.019802,
49.009901,
48.514851,
48.019802,
49.009901
],
[
1.349435,
1.274483,
1.427045,
1.231037,
1.194502,
1.270057
],
[
28222,
28222,
27385,
72279,
72279,
45843
],
[
-12496,
-12348,
-12496,
-40591,
-40591,
-25085
],
[
60,
54,
66,
60,
54,
66
],
[
78,
66,
89,
78,
66,
89
],
[
44,
43,
44,
44,
43,
44
],
[
24566,
11083,
13483,
24566,
11083,
13483
],
[
7.650367,
8.087867,
7.650367,
7.650367,
8.087867,
7.650367
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
425508,
-40474,
336942,
-33663,
-117128,
289065
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713997800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758800191700,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 228,
"offset": 0,
"multiplier": 4.70885
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|