| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 521064.7286 | 339986.7215 | 181078.0071 | 423138.5454 | 6681.0376 | 416457.5079 |
| Total P&L (%) | 521.0647 | 339.9867 | 181.078 | 423.1385 | 6.681 | 416.4575 |
| Avg Daily Profit (%) | 0.2886 | 0.1883 | 0.1003 | 0.0917 | 0.0036 | 0.091 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91719 | -94901 | -73464 | -580725 | -614874 | -636670 |
| Profit Factor | 1.7694 | 1.8575 | 1.645 | 1.1127 | 1.0033 | 1.2445 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
| Profitability (%) | 42.1569 | 35.2941 | 49.0196 | 42.1569 | 35.2941 | 49.0196 |
| Ratio Avg Win / Avg Loss | 2.4278 | 3.4054 | 1.7108 | 1.5267 | 1.8393 | 1.2943 |
| Largest Winning Trade | 274776 | 274776 | 72901 | 349208 | 349208 | 237204 |
| Largest Losing Trade | -35728 | -35728 | -23567 | -226425 | -151532 | -226425 |
| Avg Bars in Trades | 69 | 49 | 88 | 69 | 49 | 88 |
| Avg Bars in Winners | 102 | 66 | 127 | 102 | 66 | 127 |
| Avg Bars in Losers | 44 | 39 | 51 | 44 | 39 | 51 |
| Bars Traded | 7039 | 2506 | 4533 | 7039 | 2506 | 4533 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337389 | -174727 | -236386 | -168747 | -755413 | -252181 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603605600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758864089531,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 39,
"offset": 0,
"multiplier": 3.84368
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 8,
"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": [
[
521064.7286028918,
339986.7215493246,
181078.0070535667,
423138.5454376846,
6681.0375862172,
416457.5078514678
],
[
521.064729,
339.986722,
181.078007,
423.138545,
6.681038,
416.457508
],
[
0.288639,
0.188332,
0.100306,
0.091701,
0.003583,
0.090988
],
[
10,
10,
10,
10,
10,
10
],
[
-91719,
-94901,
-73464,
-580725,
-614874,
-636670
],
[
1.769397,
1.857488,
1.644988,
1.112714,
1.003258,
1.244473
],
[
102,
51,
51,
102,
51,
51
],
[
43,
18,
25,
43,
18,
25
],
[
59,
33,
26,
59,
33,
26
],
[
42.156863,
35.294118,
49.019608,
42.156863,
35.294118,
49.019608
],
[
2.427777,
3.405394,
1.710787,
1.526748,
1.839307,
1.294252
],
[
274776,
274776,
72901,
349208,
349208,
237204
],
[
-35728,
-35728,
-23567,
-226425,
-151532,
-226425
],
[
69,
49,
88,
69,
49,
88
],
[
102,
66,
127,
102,
66,
127
],
[
44,
39,
51,
44,
39,
51
],
[
7039,
2506,
4533,
7039,
2506,
4533
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337389,
-174727,
-236386,
-168747,
-755413,
-252181
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7221,
"evaluation_days": 1805.25,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1603605600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758864089531,
"expiration_time": 1763394408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 39,
"offset": 0,
"multiplier": 3.84368
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 8,
"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) |
|---|