| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365980.3832 | 245052.6641 | 120927.7191 | 115348.391 | 125941.0081 | -10592.617 |
| Total P&L (%) | 365.9804 | 245.0527 | 120.9277 | 115.3484 | 125.941 | -10.5926 |
| Avg Daily Profit (%) | 0.1917 | 0.1284 | 0.0634 | 0.0402 | 0.0427 | -0.0059 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152541 | -69400 | -164029 | -144607 | -64693 | -133409 |
| Profit Factor | 1.3767 | 1.6551 | 1.2024 | 1.142 | 1.4282 | 0.9796 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 107 | 57 | 50 | 107 | 57 | 50 |
| Losing Trades | 77 | 35 | 42 | 77 | 35 | 42 |
| Profitability (%) | 58.1522 | 61.9565 | 54.3478 | 58.1522 | 61.9565 | 54.3478 |
| Ratio Avg Win / Avg Loss | 0.9907 | 1.0163 | 1.01 | 0.8218 | 0.877 | 0.8228 |
| Largest Winning Trade | 72934 | 72934 | 53161 | 52907 | 47309 | 52907 |
| Largest Losing Trade | -63333 | -28885 | -63333 | -79584 | -32053 | -79584 |
| Avg Bars in Trades | 29 | 18 | 41 | 29 | 18 | 41 |
| Avg Bars in Winners | 30 | 14 | 48 | 30 | 14 | 48 |
| Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
| Bars Traded | 5492 | 1671 | 3821 | 5492 | 1671 | 3821 |
| Profit Streak | 5.8802 | 28.5469 | 0 | 5.8802 | 28.5469 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339631 | -17537 | -108587 | -202174 | -134594 | -580522 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1598284800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759180052853,
"expiration_time": 1764108864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 137,
"offset": 0,
"multiplier": 3.20996
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 140,
"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": [
[
365980.3831908738,
245052.6641048969,
120927.7190859767,
115348.3910490939,
125941.0080722199,
-10592.6170231261
],
[
365.980383,
245.052664,
120.927719,
115.348391,
125.941008,
-10.592617
],
[
0.191746,
0.128389,
0.063357,
0.040198,
0.042714,
-0.005866
],
[
10,
10,
10,
10,
10,
10
],
[
-152541,
-69400,
-164029,
-144607,
-64693,
-133409
],
[
1.376722,
1.655119,
1.202414,
1.142028,
1.428181,
0.979552
],
[
184,
92,
92,
184,
92,
92
],
[
107,
57,
50,
107,
57,
50
],
[
77,
35,
42,
77,
35,
42
],
[
58.152174,
61.956522,
54.347826,
58.152174,
61.956522,
54.347826
],
[
0.990725,
1.016301,
1.010028,
0.821833,
0.876953,
0.822824
],
[
72934,
72934,
53161,
52907,
47309,
52907
],
[
-63333,
-28885,
-63333,
-79584,
-32053,
-79584
],
[
29,
18,
41,
29,
18,
41
],
[
30,
14,
48,
30,
14,
48
],
[
28,
23,
33,
28,
23,
33
],
[
5492,
1671,
3821,
5492,
1671,
3821
],
[
5.880241,
28.546908,
0,
5.880241,
28.546908,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339631,
-17537,
-108587,
-202174,
-134594,
-580522
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5726,
"evaluation_days": 1908.67,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1598284800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759180052853,
"expiration_time": 1764108864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 137,
"offset": 0,
"multiplier": 3.20996
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 140,
"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) |
|---|