| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 477216.5911 | 352406.7123 | 124809.8788 | 146032.7236 | 3751.2185 | 142281.5051 |
| Total P&L (%) | 477.2166 | 352.4067 | 124.8099 | 146.0327 | 3.7512 | 142.2815 |
| Avg Daily Profit (%) | 0.2493 | 0.1841 | 0.0652 | 0.047 | 0.0019 | 0.0462 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159898 | -115460 | -70241 | -351569 | -367183 | -150264 |
| Profit Factor | 1.3456 | 1.5053 | 1.1826 | 1.0584 | 1.0026 | 1.1315 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 182 | 94 | 88 | 182 | 94 | 88 |
| Losing Trades | 122 | 58 | 64 | 122 | 58 | 64 |
| Profitability (%) | 59.8684 | 61.8421 | 57.8947 | 59.8684 | 61.8421 | 57.8947 |
| Ratio Avg Win / Avg Loss | 0.902 | 0.9288 | 0.8601 | 0.7095 | 0.6187 | 0.8229 |
| Largest Winning Trade | 34523 | 32287 | 34523 | 103378 | 64452 | 103378 |
| Largest Losing Trade | -79807 | -48933 | -79807 | -190638 | -190638 | -95426 |
| Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
| Avg Bars in Winners | 11 | 10 | 11 | 11 | 10 | 11 |
| Avg Bars in Losers | 29 | 41 | 19 | 29 | 41 | 19 |
| Bars Traded | 5685 | 3406 | 2279 | 5685 | 3406 | 2279 |
| Profit Streak | 0 | 61.7133 | 0 | 0 | 61.7133 | 0 |
| Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355874 | 389685 | -125651 | -284877 | -571636 | -207195 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5742,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1595721600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655226742,
"expiration_time": 1764583488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 50,
"offset": 0,
"multiplier": 2.0931
}
}
} {
"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": [
[
477216.5910745157,
352406.7122806634,
124809.8787938522,
146032.7236081308,
3751.2184937749,
142281.5051143558
],
[
477.216591,
352.406712,
124.809879,
146.032724,
3.751218,
142.281505
],
[
0.249329,
0.184121,
0.065209,
0.047048,
0.001924,
0.046245
],
[
10,
10,
10,
10,
10,
10
],
[
-159898,
-115460,
-70241,
-351569,
-367183,
-150264
],
[
1.345592,
1.505346,
1.182601,
1.058405,
1.002645,
1.131457
],
[
304,
152,
152,
304,
152,
152
],
[
182,
94,
88,
182,
94,
88
],
[
122,
58,
64,
122,
58,
64
],
[
59.868421,
61.842105,
57.894737,
59.868421,
61.842105,
57.894737
],
[
0.90199,
0.928831,
0.860074,
0.70948,
0.618654,
0.822878
],
[
34523,
32287,
34523,
103378,
64452,
103378
],
[
-79807,
-48933,
-79807,
-190638,
-190638,
-95426
],
[
18,
22,
14,
18,
22,
14
],
[
11,
10,
11,
11,
10,
11
],
[
29,
41,
19,
29,
41,
19
],
[
5685,
3406,
2279,
5685,
3406,
2279
],
[
0,
61.713272,
0,
0,
61.713272,
0
],
[
0,
8,
0,
0,
8,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355874,
389685,
-125651,
-284877,
-571636,
-207195
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5742,
"evaluation_days": 1914,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1595721600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759655226742,
"expiration_time": 1764583488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 50,
"offset": 0,
"multiplier": 2.0931
}
}
}
| # | 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) |
|---|