| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 338683.0922 | 220890.6059 | 117792.4863 | 324472.066 | 606631.3567 | -282159.2908 |
| Total P&L (%) | 338.6831 | 220.8906 | 117.7925 | 324.4721 | 606.6314 | -282.1593 |
| Avg Daily Profit (%) | 0.2392 | 0.156 | 0.0832 | 0.1021 | 0.1382 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115146 | -69838 | -81511 | -1293116 | -748274 | -980537 |
| Profit Factor | 1.5407 | 1.5856 | 1.4727 | 1.0922 | 1.3426 | 0.8388 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 55.0388 | 48.4375 | 61.5385 | 55.0388 | 48.4375 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.2586 | 1.6879 | 0.9204 | 0.8922 | 1.4292 | 0.5242 |
| Largest Winning Trade | 119954 | 119954 | 30527 | 421343 | 421343 | 184729 |
| Largest Losing Trade | -48390 | -48390 | -37416 | -413947 | -330920 | -413947 |
| Avg Bars in Trades | 32 | 42 | 22 | 32 | 42 | 22 |
| Avg Bars in Winners | 27 | 41 | 16 | 27 | 41 | 16 |
| Avg Bars in Losers | 38 | 43 | 30 | 38 | 43 | 30 |
| Bars Traded | 4168 | 2735 | 1433 | 4168 | 2735 | 1433 |
| Profit Streak | 10.71 | 0 | 49.3767 | 10.71 | 0 | 49.3767 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401512 | -129602 | -211334 | -175785 | -147588 | -709694 |
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4248,
"evaluation_days": 1416,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1638691200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758848543178,
"expiration_time": 1762486272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 13,
"offset": 0,
"multiplier": 2.73744
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 77,
"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": [
[
338683.0921873776,
220890.6059135381,
117792.4862738395,
324472.0659803453,
606631.3567418174,
-282159.290761472
],
[
338.683092,
220.890606,
117.792486,
324.472066,
606.631357,
-282.159291
],
[
0.239183,
0.155996,
0.083187,
0.102148,
0.138184,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-115146,
-69838,
-81511,
-1293116,
-748274,
-980537
],
[
1.540681,
1.585622,
1.472661,
1.092159,
1.34256,
0.838758
],
[
129,
64,
65,
129,
64,
65
],
[
71,
31,
40,
71,
31,
40
],
[
58,
33,
25,
58,
33,
25
],
[
55.03876,
48.4375,
61.538462,
55.03876,
48.4375,
61.538462
],
[
1.258585,
1.68792,
0.920413,
0.892186,
1.429177,
0.524224
],
[
119954,
119954,
30527,
421343,
421343,
184729
],
[
-48390,
-48390,
-37416,
-413947,
-330920,
-413947
],
[
32,
42,
22,
32,
42,
22
],
[
27,
41,
16,
27,
41,
16
],
[
38,
43,
30,
38,
43,
30
],
[
4168,
2735,
1433,
4168,
2735,
1433
],
[
10.70999,
0,
49.376657,
10.70999,
0,
49.376657
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401512,
-129602,
-211334,
-175785,
-147588,
-709694
]
]
}
{
"trading_pair": "ENS_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4248,
"evaluation_days": 1416,
"actual_first_datapoint_time": 1636502400000,
"first_datapoint_time": 1638691200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758848543178,
"expiration_time": 1762486272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 13,
"offset": 0,
"multiplier": 2.73744
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 77,
"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) |
|---|