| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 401146.457 | 261374.262 | 139772.1951 | -75462.0952 | 66506.4453 | -141968.5406 |
| Total P&L (%) | 401.1465 | 261.3743 | 139.7722 | -75.4621 | 66.5064 | -141.9685 |
| Avg Daily Profit (%) | 0.2086 | 0.1359 | 0.0727 | -0.073 | 0.0265 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103755 | -112220 | -110745 | -133849 | -33892 | -169447 |
| Profit Factor | 1.2196 | 1.299 | 1.1467 | 0.8897 | 1.2569 | 0.666 |
| Total Trades | 599 | 300 | 299 | 599 | 300 | 299 |
| Winning Trades | 394 | 191 | 203 | 394 | 191 | 203 |
| Losing Trades | 205 | 109 | 96 | 205 | 109 | 96 |
| Profitability (%) | 65.7763 | 63.6667 | 67.893 | 65.7763 | 63.6667 | 67.893 |
| Ratio Avg Win / Avg Loss | 0.6345 | 0.7413 | 0.5423 | 0.4629 | 0.7173 | 0.3149 |
| Largest Winning Trade | 25940 | 25940 | 18403 | 17380 | 17380 | 12647 |
| Largest Losing Trade | -96992 | -37715 | -96992 | -124499 | -14939 | -124499 |
| Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 29 | 34 | 25 | 29 | 34 | 25 |
| Bars Traded | 11488 | 6288 | 5200 | 11488 | 6288 | 5200 |
| Profit Streak | 0 | 0 | 16.0518 | 0 | 0 | 16.0518 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398605 | -10136 | -152547 | -575325 | -156471 | -576595 |
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11540,
"evaluation_days": 1923.33,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1593532800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759223672577,
"expiration_time": 1764204480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.40109,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 33,
"offset": 0,
"multiplier": 1.82977
}
}
} {
"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": [
[
401146.4570433834,
261374.2619654288,
139772.195077954,
-75462.0952054052,
66506.4453472114,
-141968.5405526167
],
[
401.146457,
261.374262,
139.772195,
-75.462095,
66.506445,
-141.968541
],
[
0.208569,
0.135897,
0.072672,
-0.073021,
0.026513,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-103755,
-112220,
-110745,
-133849,
-33892,
-169447
],
[
1.219567,
1.298977,
1.146703,
0.88965,
1.256941,
0.665959
],
[
599,
300,
299,
599,
300,
299
],
[
394,
191,
203,
394,
191,
203
],
[
205,
109,
96,
205,
109,
96
],
[
65.776294,
63.666667,
67.892977,
65.776294,
63.666667,
67.892977
],
[
0.634546,
0.741301,
0.542283,
0.462889,
0.717312,
0.314936
],
[
25940,
25940,
18403,
17380,
17380,
12647
],
[
-96992,
-37715,
-96992,
-124499,
-14939,
-124499
],
[
19,
20,
17,
19,
20,
17
],
[
13,
13,
13,
13,
13,
13
],
[
29,
34,
25,
29,
34,
25
],
[
11488,
6288,
5200,
11488,
6288,
5200
],
[
0,
0,
16.051766,
0,
0,
16.051766
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398605,
-10136,
-152547,
-575325,
-156471,
-576595
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11540,
"evaluation_days": 1923.33,
"actual_first_datapoint_time": 1593057600000,
"first_datapoint_time": 1593532800000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759223672577,
"expiration_time": 1764204480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.40109,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 33,
"offset": 0,
"multiplier": 1.82977
}
}
}
| # | 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) |
|---|