| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365017.8652 | 324708.5977 | 40309.2675 | -37416.3105 | 248248.8248 | -285665.1353 |
| Total P&L (%) | 365.0179 | 324.7086 | 40.3093 | -37.4163 | 248.2488 | -285.6651 |
| Avg Daily Profit (%) | 0.1915 | 0.1704 | 0.0211 | -0.0246 | 0.0655 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -239418 | -168556 | -90209 | -663764 | -328655 | -345911 |
| Profit Factor | 1.4785 | 1.7838 | 1.1156 | 0.9617 | 1.5391 | 0.448 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 44.3182 | 40.9091 | 47.7273 | 44.3182 | 40.9091 | 47.7273 |
| Ratio Avg Win / Avg Loss | 1.8576 | 2.5766 | 1.2219 | 1.2083 | 2.2231 | 0.4907 |
| Largest Winning Trade | 340236 | 340236 | 69081 | 527824 | 527824 | 68137 |
| Largest Losing Trade | -47622 | -29929 | -47622 | -149860 | -136202 | -149860 |
| Avg Bars in Trades | 63 | 47 | 78 | 63 | 47 | 78 |
| Avg Bars in Winners | 81 | 57 | 102 | 81 | 57 | 102 |
| Avg Bars in Losers | 48 | 40 | 56 | 48 | 40 | 56 |
| Bars Traded | 5546 | 2099 | 3447 | 5546 | 2099 | 3447 |
| Profit Streak | 2.9969 | 5.3303 | 2.9969 | 2.9969 | 5.3303 | 2.9969 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 272843 | 304315 | -262096 | -581366 | -105133 | -582754 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5718,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596297600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758959735073,
"expiration_time": 1763871552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 45,
"offset": 0,
"multiplier": 4.38572
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 71,
"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": [
[
365017.8651993739,
324708.5976699021,
40309.2675294717,
-37416.3104970738,
248248.8247745628,
-285665.1352716368
],
[
365.017865,
324.708598,
40.309268,
-37.41631,
248.248825,
-285.665135
],
[
0.19151,
0.170361,
0.021149,
-0.024586,
0.065486,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-239418,
-168556,
-90209,
-663764,
-328655,
-345911
],
[
1.478509,
1.783821,
1.115645,
0.961744,
1.53909,
0.44804
],
[
88,
44,
44,
88,
44,
44
],
[
39,
18,
21,
39,
18,
21
],
[
49,
26,
23,
49,
26,
23
],
[
44.318182,
40.909091,
47.727273,
44.318182,
40.909091,
47.727273
],
[
1.857614,
2.576631,
1.221897,
1.208345,
2.22313,
0.49071
],
[
340236,
340236,
69081,
527824,
527824,
68137
],
[
-47622,
-29929,
-47622,
-149860,
-136202,
-149860
],
[
63,
47,
78,
63,
47,
78
],
[
81,
57,
102,
81,
57,
102
],
[
48,
40,
56,
48,
40,
56
],
[
5546,
2099,
3447,
5546,
2099,
3447
],
[
2.996934,
5.330267,
2.996934,
2.996934,
5.330267,
2.996934
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
272843,
304315,
-262096,
-581366,
-105133,
-582754
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5718,
"evaluation_days": 1906,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1596297600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758959735073,
"expiration_time": 1763871552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 45,
"offset": 0,
"multiplier": 4.38572
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 71,
"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) |
|---|