| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 503223.6386 | 310797.4921 | 192426.1465 | -9490091.8272 | -3265241.2337 | -6224850.5935 |
| Total P&L (%) | 503.2236 | 310.7975 | 192.4261 | -9490.0918 | -3265.2412 | -6224.8506 |
| Avg Daily Profit (%) | 0.2639 | 0.163 | 0.1009 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -177923 | -92910 | -199380 | -9604700 | -3670842 | -6266576 |
| Profit Factor | 1.9506 | 2.829 | 1.5353 | 0.3946 | 0.5273 | 0.29 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 65 | 34 | 31 | 22 | 11 | 11 |
| Losing Trades | 19 | 8 | 11 | 62 | 31 | 31 |
| Profitability (%) | 77.381 | 80.9524 | 73.8095 | 26.1905 | 26.1905 | 26.1905 |
| Ratio Avg Win / Avg Loss | 0.5702 | 0.6657 | 0.5448 | 1.112 | 1.4861 | 0.8172 |
| Largest Winning Trade | 74189 | 74189 | 62355 | 1372455 | 1372455 | 1207429 |
| Largest Losing Trade | -177923 | -60210 | -177923 | -2049378 | -1708667 | -2049378 |
| Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
| Avg Bars in Winners | 34 | 29 | 40 | 57 | 63 | 52 |
| Avg Bars in Losers | 69 | 78 | 62 | 36 | 29 | 43 |
| Bars Traded | 3552 | 1610 | 1941 | 3552 | 1610 | 1941 |
| Profit Streak | 90.0824 | 143.0824 | 90.0824 | 0 | 0 | 0 |
| Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 540324 | 550909 | -54321 | -603454 | -603635 | -605302 |
{
"trading_pair": "SXP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1601380800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759975122634,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 110,
"offset": 0,
"multiplier": 3.20685
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 143,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
503223.6385813957,
310797.4920795655,
192426.1465018302,
-9490091.827214098,
-3265241.233726083,
-6224850.593488014
],
[
503.223639,
310.797492,
192.426147,
-9490.091827,
-3265.241234,
-6224.850593
],
[
0.263882,
0.162977,
0.100905,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-177923,
-92910,
-199380,
-9604700,
-3670842,
-6266576
],
[
1.950566,
2.829015,
1.535309,
0.394575,
0.527335,
0.289962
],
[
84,
42,
42,
84,
42,
42
],
[
65,
34,
31,
22,
11,
11
],
[
19,
8,
11,
62,
31,
31
],
[
77.380952,
80.952381,
73.809524,
26.190476,
26.190476,
26.190476
],
[
0.570166,
0.665651,
0.544787,
1.111984,
1.486127,
0.817166
],
[
74189,
74189,
62355,
1372455,
1372455,
1207429
],
[
-177923,
-60210,
-177923,
-2049378,
-1708667,
-2049378
],
[
42,
38,
46,
42,
38,
46
],
[
34,
29,
40,
57,
63,
52
],
[
69,
78,
62,
36,
29,
43
],
[
3552,
1610,
1941,
3552,
1610,
1941
],
[
90.082438,
143.082438,
90.082438,
0,
0,
0
],
[
5,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
540324,
550909,
-54321,
-603454,
-603635,
-605302
]
]
}
{
"trading_pair": "SXP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3814,
"evaluation_days": 1907,
"actual_first_datapoint_time": 1595246400000,
"first_datapoint_time": 1601380800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759975122634,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 110,
"offset": 0,
"multiplier": 3.20685
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 143,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|