| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 468487.8614 | 293927.8407 | 174560.0207 | 401358.1337 | 202088.8329 | 199269.3009 |
| Total P&L (%) | 468.4879 | 293.9278 | 174.56 | 401.3581 | 202.0888 | 199.2693 |
| Avg Daily Profit (%) | 0.2461 | 0.1544 | 0.0917 | 0.0847 | 0.0581 | 0.0576 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130635 | -69143 | -92705 | -258528 | -320242 | -206775 |
| Profit Factor | 1.6647 | 1.8454 | 1.4888 | 1.2479 | 1.2273 | 1.2729 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 61.9048 | 56.6038 | 67.3077 | 61.9048 | 56.6038 | 67.3077 |
| Ratio Avg Win / Avg Loss | 1.0244 | 1.4148 | 0.7231 | 0.7679 | 0.9409 | 0.6183 |
| Largest Winning Trade | 85257 | 85257 | 39545 | 142819 | 142819 | 70516 |
| Largest Losing Trade | -74352 | -48401 | -74352 | -238050 | -238050 | -123033 |
| Avg Bars in Trades | 33 | 44 | 21 | 33 | 44 | 21 |
| Avg Bars in Winners | 29 | 40 | 19 | 29 | 40 | 19 |
| Avg Bars in Losers | 39 | 49 | 25 | 39 | 49 | 25 |
| Bars Traded | 3498 | 2372 | 1126 | 3498 | 2372 | 1126 |
| Profit Streak | 139.0706 | 139.0706 | 307.5706 | 139.0706 | 139.0706 | 307.5706 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477465 | -168616 | -247086 | -78528 | -295609 | -293873 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3807,
"evaluation_days": 1903.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894101091,
"expiration_time": 1763649072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 215,
"offset": 0,
"multiplier": 3.4498
}
}
}
{
"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": [
[
468487.8614261741,
293927.8407179356,
174560.0207082381,
401358.1337436655,
202088.8328670952,
199269.3008765706
],
[
468.487861,
293.927841,
174.560021,
401.358134,
202.088833,
199.269301
],
[
0.246119,
0.154414,
0.091705,
0.08473,
0.058097,
0.057604
],
[
10,
10,
10,
10,
10,
10
],
[
-130635,
-69143,
-92705,
-258528,
-320242,
-206775
],
[
1.664711,
1.845436,
1.488779,
1.247852,
1.227271,
1.272916
],
[
105,
53,
52,
105,
53,
52
],
[
65,
30,
35,
65,
30,
35
],
[
40,
23,
17,
40,
23,
17
],
[
61.904762,
56.603774,
67.307692,
61.904762,
56.603774,
67.307692
],
[
1.024438,
1.414835,
0.723121,
0.767909,
0.940908,
0.618273
],
[
85257,
85257,
39545,
142819,
142819,
70516
],
[
-74352,
-48401,
-74352,
-238050,
-238050,
-123033
],
[
33,
44,
21,
33,
44,
21
],
[
29,
40,
19,
29,
40,
19
],
[
39,
49,
25,
39,
49,
25
],
[
3498,
2372,
1126,
3498,
2372,
1126
],
[
139.070614,
139.070614,
307.570614,
139.070614,
139.070614,
307.570614
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477465,
-168616,
-247086,
-78528,
-295609,
-293873
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3807,
"evaluation_days": 1903.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758894101091,
"expiration_time": 1763649072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 215,
"offset": 0,
"multiplier": 3.4498
}
}
}
| # | 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) |
|---|