| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 222042.3552 | 314116.6963 | -92074.3411 | 1551591.3311 | -20525.5356 | 1572116.8667 |
| Total P&L (%) | 222.0424 | 314.1167 | -92.0743 | 1551.5913 | -20.5255 | 1572.1169 |
| Avg Daily Profit (%) | 0.1393 | 0.197 | -0.0578 | 0.1761 | -0.0144 | 0.1768 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -276634 | -59242 | -319494 | -1739481 | -678723 | -1412500 |
| Profit Factor | 1.1986 | 1.7783 | 0.8711 | 1.2218 | 0.9945 | 1.4862 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 78 | 35 | 43 | 64 | 33 | 31 |
| Losing Trades | 47 | 27 | 20 | 61 | 29 | 32 |
| Profitability (%) | 62.4 | 56.4516 | 68.254 | 51.2 | 53.2258 | 49.2063 |
| Ratio Avg Win / Avg Loss | 0.7223 | 1.3718 | 0.4052 | 1.1645 | 0.874 | 1.5341 |
| Largest Winning Trade | 68312 | 68312 | 46237 | 1156384 | 332579 | 1156384 |
| Largest Losing Trade | -252703 | -48372 | -252703 | -414319 | -414319 | -307016 |
| Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
| Avg Bars in Winners | 42 | 40 | 44 | 51 | 51 | 51 |
| Avg Bars in Losers | 61 | 63 | 58 | 47 | 49 | 46 |
| Bars Traded | 6207 | 3134 | 3073 | 6207 | 3134 | 3073 |
| Profit Streak | 78.6857 | 80.4357 | 78.6857 | 78.6857 | 80.4357 | 78.6857 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -7349 | -142119 | -723722 | 339732 | -733172 | -135447 |
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624233600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882441136,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 0,
"multiplier": 3.12847
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 101,
"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": [
[
222042.3552094043,
314116.6962664707,
-92074.3410570663,
1551591.3311319074,
-20525.5355968138,
1572116.866728721
],
[
222.042355,
314.116696,
-92.074341,
1551.591331,
-20.525536,
1572.116867
],
[
0.139277,
0.197031,
-0.057754,
0.176057,
-0.014409,
0.176833
],
[
10,
10,
10,
10,
10,
10
],
[
-276634,
-59242,
-319494,
-1739481,
-678723,
-1412500
],
[
1.198635,
1.778288,
0.871088,
1.22181,
0.994544,
1.486203
],
[
125,
62,
63,
125,
62,
63
],
[
78,
35,
43,
64,
33,
31
],
[
47,
27,
20,
61,
29,
32
],
[
62.4,
56.451613,
68.253968,
51.2,
53.225806,
49.206349
],
[
0.722254,
1.371822,
0.405157,
1.164537,
0.873993,
1.534145
],
[
68312,
68312,
46237,
1156384,
332579,
1156384
],
[
-252703,
-48372,
-252703,
-414319,
-414319,
-307016
],
[
49,
50,
48,
49,
50,
48
],
[
42,
40,
44,
51,
51,
51
],
[
61,
63,
58,
47,
49,
46
],
[
6207,
3134,
3073,
6207,
3134,
3073
],
[
78.685661,
80.435661,
78.685661,
78.685661,
80.435661,
78.685661
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-7349,
-142119,
-723722,
339732,
-733172,
-135447
]
]
}
{
"trading_pair": "AR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6377,
"evaluation_days": 1594.25,
"actual_first_datapoint_time": 1620993600000,
"first_datapoint_time": 1624233600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882441136,
"expiration_time": 1762847496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 0,
"multiplier": 3.12847
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 101,
"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) |
|---|