| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 491997.3453 | 420386.0162 | 71611.3291 | -50206.9105 | 184750.3906 | -234957.3011 |
| Total P&L (%) | 491.9973 | 420.386 | 71.6113 | -50.2069 | 184.7504 | -234.9573 |
| Avg Daily Profit (%) | 0.2295 | 0.1961 | 0.0334 | -0.0325 | 0.0488 | 0 |
| Buy And Hold Return (%) | 26.4533 | 26.4533 | 26.4533 | 26.4533 | 26.4533 | 26.4533 |
| Max Trade Drawdown | -108818 | -66805 | -110838 | -249933 | -35284 | -272718 |
| Profit Factor | 1.6733 | 2.2466 | 1.182 | 0.913 | 2.0993 | 0.4256 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
| Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
| Profitability (%) | 61.3139 | 63.7681 | 58.8235 | 61.3139 | 63.7681 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.0558 | 1.2765 | 0.8274 | 0.5761 | 1.1928 | 0.2979 |
| Largest Winning Trade | 83568 | 83568 | 54008 | 58565 | 58565 | 36017 |
| Largest Losing Trade | -98541 | -55543 | -98541 | -249554 | -39329 | -249554 |
| Avg Bars in Trades | 29 | 32 | 27 | 29 | 32 | 27 |
| Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
| Avg Bars in Losers | 35 | 42 | 28 | 35 | 42 | 28 |
| Bars Traded | 4065 | 2211 | 1854 | 4065 | 2211 | 1854 |
| Profit Streak | 70.2802 | 82.7802 | 70.2802 | 70.2802 | 82.7802 | 70.2802 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490413 | -87731 | -280016 | -577087 | -223327 | -687158 |
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4288,
"evaluation_days": 2144,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1581379200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760121810107,
"expiration_time": 1765654848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 32,
"offset": 0,
"multiplier": 2.04981
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 247,
"offset": 0,
"multiplier": 2.57683
}
}
} {
"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": [
[
491997.3452975035,
420386.0162412946,
71611.3290562088,
-50206.9105072653,
184750.3906265854,
-234957.3011338506
],
[
491.997345,
420.386016,
71.611329,
-50.206911,
184.750391,
-234.957301
],
[
0.229476,
0.196076,
0.033401,
-0.032518,
0.04882,
0
],
[
26.453327,
26.453327,
26.453327,
26.453327,
26.453327,
26.453327
],
[
-108818,
-66805,
-110838,
-249933,
-35284,
-272718
],
[
1.673331,
2.246608,
1.182001,
0.913002,
2.099305,
0.425596
],
[
137,
69,
68,
137,
69,
68
],
[
84,
44,
40,
84,
44,
40
],
[
53,
25,
28,
53,
25,
28
],
[
61.313869,
63.768116,
58.823529,
61.313869,
63.768116,
58.823529
],
[
1.055792,
1.276482,
0.827401,
0.576061,
1.192787,
0.297917
],
[
83568,
83568,
54008,
58565,
58565,
36017
],
[
-98541,
-55543,
-98541,
-249554,
-39329,
-249554
],
[
29,
32,
27,
29,
32,
27
],
[
26,
26,
26,
26,
26,
26
],
[
35,
42,
28,
35,
42,
28
],
[
4065,
2211,
1854,
4065,
2211,
1854
],
[
70.280209,
82.780209,
70.280209,
70.28021,
82.78021,
70.28021
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490413,
-87731,
-280016,
-577087,
-223327,
-687158
]
]
}
{
"trading_pair": "BCH_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4288,
"evaluation_days": 2144,
"actual_first_datapoint_time": 1574899200000,
"first_datapoint_time": 1581379200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760121810107,
"expiration_time": 1765654848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 32,
"offset": 0,
"multiplier": 2.04981
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 247,
"offset": 0,
"multiplier": 2.57683
}
}
}
| # | 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) |
|---|