| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427150.7339 | 374650.8047 | 52499.9292 | 158640.0621 | 55995.7776 | 102644.2845 |
| Total P&L (%) | 427.1507 | 374.6508 | 52.4999 | 158.6401 | 55.9958 | 102.6443 |
| Avg Daily Profit (%) | 0.1861 | 0.1632 | 0.0229 | 0.0414 | 0.0194 | 0.0308 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101337 | -83607 | -100033 | -1107055 | -830846 | -671512 |
| Profit Factor | 1.5731 | 2.0121 | 1.14 | 1.0394 | 1.0257 | 1.0556 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Profitability (%) | 54.2857 | 50.9434 | 57.6923 | 54.2857 | 50.9434 | 57.6923 |
| Ratio Avg Win / Avg Loss | 1.3247 | 1.9375 | 0.836 | 0.8753 | 0.9877 | 0.7741 |
| Largest Winning Trade | 153883 | 153883 | 51004 | 528697 | 528697 | 317535 |
| Largest Losing Trade | -53856 | -37483 | -53856 | -460350 | -460350 | -331364 |
| Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
| Avg Bars in Winners | 79 | 80 | 78 | 79 | 80 | 78 |
| Avg Bars in Losers | 41 | 37 | 44 | 41 | 37 | 44 |
| Bars Traded | 6503 | 3150 | 3353 | 6503 | 3150 | 3353 |
| Profit Streak | 0 | 0 | 81.6866 | 0 | 0 | 81.6866 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 363249 | -168802 | -409810 | -315620 | -541815 | -490849 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565625600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451323252,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 171,
"offset": 0,
"multiplier": 4.24755
}
}
} {
"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": [
[
427150.7339076214,
374650.8047096216,
52499.9291979999,
158640.062080197,
55995.7775848667,
102644.2844953304
],
[
427.150734,
374.650805,
52.499929,
158.640062,
55.995778,
102.644284
],
[
0.186122,
0.163247,
0.022876,
0.041415,
0.019377,
0.03078
],
[
10,
10,
10,
10,
10,
10
],
[
-101337,
-83607,
-100033,
-1107055,
-830846,
-671512
],
[
1.573123,
2.012067,
1.139955,
1.039386,
1.02565,
1.055642
],
[
105,
53,
52,
105,
53,
52
],
[
57,
27,
30,
57,
27,
30
],
[
48,
26,
22,
48,
26,
22
],
[
54.285714,
50.943396,
57.692308,
54.285714,
50.943396,
57.692308
],
[
1.324735,
1.937546,
0.835967,
0.875272,
0.987663,
0.774137
],
[
153883,
153883,
51004,
528697,
528697,
317535
],
[
-53856,
-37483,
-53856,
-460350,
-460350,
-331364
],
[
61,
59,
64,
61,
59,
64
],
[
79,
80,
78,
79,
80,
78
],
[
41,
37,
44,
41,
37,
44
],
[
6503,
3150,
3353,
6503,
3150,
3353
],
[
0,
0,
81.686612,
0,
0,
81.686612
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
363249,
-168802,
-409810,
-315620,
-541815,
-490849
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565625600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451323252,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 171,
"offset": 0,
"multiplier": 4.24755
}
}
}
| # | 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) |
|---|