| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1799349.1776 | 1838281.8827 | -38932.7051 | -152659.9646 | 2090871.7816 | -2243531.7461 |
| Total P&L (%) | 1799.3492 | 1838.2819 | -38.9327 | -152.66 | 2090.8718 | -2243.5317 |
| Avg Daily Profit (%) | 0.7796 | 0.7965 | -0.0169 | 0 | 0.1338 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -346441 | -242793 | -207406 | -4872533 | -2362566 | -3080031 |
| Profit Factor | 2.9455 | 4.5106 | 0.903 | 0.9772 | 1.6658 | 0.3688 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 32 | 16 | 16 | 38 | 23 | 15 |
| Losing Trades | 42 | 21 | 21 | 36 | 14 | 22 |
| Profitability (%) | 43.2432 | 43.2432 | 43.2432 | 51.3514 | 62.1622 | 40.5405 |
| Ratio Avg Win / Avg Loss | 3.866 | 5.9201 | 1.1851 | 0.9258 | 1.0139 | 0.5409 |
| Largest Winning Trade | 1734788 | 1734788 | 45955 | 3699457 | 3699457 | 819026 |
| Largest Losing Trade | -112976 | -56970 | -112976 | -1296710 | -1187937 | -1296710 |
| Avg Bars in Trades | 58 | 83 | 33 | 58 | 83 | 33 |
| Avg Bars in Winners | 77 | 103 | 51 | 66 | 94 | 22 |
| Avg Bars in Losers | 44 | 68 | 20 | 50 | 65 | 41 |
| Bars Traded | 4353 | 3100 | 1253 | 4353 | 3100 | 1253 |
| Profit Streak | 83.4858 | 95.9858 | 83.4858 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -51826 | 666332 | -581175 | -649380 | -10314 | -584451 |
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565827200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843572679,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 237,
"offset": 0,
"multiplier": 4.91788
}
}
}
{
"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": [
[
1799349.1776155664,
1838281.8827365406,
-38932.7051209741,
-152659.9645509229,
2090871.781559233,
-2243531.746110156
],
[
1799.349178,
1838.281883,
-38.932705,
-152.659965,
2090.871782,
-2243.531746
],
[
0.779614,
0.796483,
-0.016869,
0,
0.133837,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-346441,
-242793,
-207406,
-4872533,
-2362566,
-3080031
],
[
2.945494,
4.510554,
0.902968,
0.977198,
1.665752,
0.368786
],
[
74,
37,
37,
74,
37,
37
],
[
32,
16,
16,
38,
23,
15
],
[
42,
21,
21,
36,
14,
22
],
[
43.243243,
43.243243,
43.243243,
51.351351,
62.162162,
40.540541
],
[
3.865961,
5.920103,
1.185146,
0.925766,
1.013936,
0.540886
],
[
1734788,
1734788,
45955,
3699457,
3699457,
819026
],
[
-112976,
-56970,
-112976,
-1296710,
-1187937,
-1296710
],
[
58,
83,
33,
58,
83,
33
],
[
77,
103,
51,
66,
94,
22
],
[
44,
68,
20,
50,
65,
41
],
[
4353,
3100,
1253,
4353,
3100,
1253
],
[
83.485795,
95.985795,
83.485795,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-51826,
666332,
-581175,
-649380,
-10314,
-584451
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4616,
"evaluation_days": 2308,
"actual_first_datapoint_time": 1559347200000,
"first_datapoint_time": 1565827200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758843572679,
"expiration_time": 1764697536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 237,
"offset": 0,
"multiplier": 4.91788
}
}
}
| # | 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) |
|---|