| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270627.0678 | 142320.3341 | 128306.7337 | -40694.3916 | -24479.391 | -16215.0006 |
| Total P&L (%) | 270.6271 | 142.3203 | 128.3067 | -40.6944 | -24.4794 | -16.215 |
| Avg Daily Profit (%) | 0.1625 | 0.0855 | 0.077 | -0.0314 | -0.0169 | -0.0106 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191264 | -108498 | -102408 | -221861 | -84501 | -142333 |
| Profit Factor | 1.2518 | 1.3077 | 1.2095 | 0.9497 | 0.9201 | 0.9678 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
| Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Profitability (%) | 55.814 | 56.9767 | 54.6512 | 55.814 | 56.9767 | 54.6512 |
| Ratio Avg Win / Avg Loss | 0.991 | 0.9875 | 1.0037 | 0.7519 | 0.6948 | 0.803 |
| Largest Winning Trade | 75067 | 75067 | 69348 | 60194 | 27440 | 60194 |
| Largest Losing Trade | -57992 | -34506 | -57992 | -75645 | -43545 | -75645 |
| Avg Bars in Trades | 28 | 19 | 36 | 28 | 19 | 36 |
| Avg Bars in Winners | 29 | 15 | 43 | 29 | 15 | 43 |
| Avg Bars in Losers | 27 | 24 | 29 | 27 | 24 | 29 |
| Bars Traded | 4864 | 1686 | 3177 | 4864 | 1686 | 3177 |
| Profit Streak | 73.2434 | 73.2434 | 85.5768 | 73.2434 | 73.2434 | 85.5768 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316078 | -78569 | -89307 | -577421 | -578953 | -579538 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4996,
"evaluation_days": 1665.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616745600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759643431366,
"expiration_time": 1763938944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 34,
"offset": 0,
"multiplier": 4.06373
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 85,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
270627.0677777022,
142320.3340747216,
128306.733702981,
-40694.3915610711,
-24479.3909531779,
-16215.0006078931
],
[
270.627068,
142.320334,
128.306734,
-40.694392,
-24.479391,
-16.215001
],
[
0.162507,
0.085461,
0.077046,
-0.031368,
-0.016858,
-0.010623
],
[
10,
10,
10,
10,
10,
10
],
[
-191264,
-108498,
-102408,
-221861,
-84501,
-142333
],
[
1.251794,
1.307723,
1.209548,
0.949707,
0.920089,
0.967751
],
[
172,
86,
86,
172,
86,
86
],
[
96,
49,
47,
96,
49,
47
],
[
76,
37,
39,
76,
37,
39
],
[
55.813953,
56.976744,
54.651163,
55.813953,
56.976744,
54.651163
],
[
0.991004,
0.987465,
1.003668,
0.751851,
0.694761,
0.803028
],
[
75067,
75067,
69348,
60194,
27440,
60194
],
[
-57992,
-34506,
-57992,
-75645,
-43545,
-75645
],
[
28,
19,
36,
28,
19,
36
],
[
29,
15,
43,
29,
15,
43
],
[
27,
24,
29,
27,
24,
29
],
[
4864,
1686,
3177,
4864,
1686,
3177
],
[
73.243418,
73.243419,
85.576752,
73.243419,
73.243419,
85.576752
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316078,
-78569,
-89307,
-577421,
-578953,
-579538
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4996,
"evaluation_days": 1665.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616745600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759643431366,
"expiration_time": 1763938944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 34,
"offset": 0,
"multiplier": 4.06373
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 85,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|