| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 549244.9875 | 334045.9072 | 215199.0803 | 1020249.7318 | -782077.5207 | 1802327.2525 |
| Total P&L (%) | 549.245 | 334.0459 | 215.1991 | 1020.2497 | -782.0775 | 1802.3273 |
| Avg Daily Profit (%) | 0.286 | 0.1739 | 0.1121 | 0.1259 | 0 | 0.1535 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -240955 | -178911 | -68522 | -8323217 | -6457020 | -2459149 |
| Profit Factor | 1.5488 | 1.5494 | 1.5478 | 1.0494 | 0.9459 | 1.2895 |
| Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
| Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
| Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Profitability (%) | 65.7534 | 67.2727 | 64.2202 | 65.7534 | 67.2727 | 64.2202 |
| Ratio Avg Win / Avg Loss | 0.8066 | 0.7537 | 0.8624 | 0.5465 | 0.4602 | 0.7185 |
| Largest Winning Trade | 32012 | 32012 | 21696 | 986516 | 986516 | 573687 |
| Largest Losing Trade | -58118 | -57535 | -58118 | -2577316 | -2577316 | -1019224 |
| Avg Bars in Trades | 34 | 41 | 26 | 34 | 41 | 26 |
| Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
| Avg Bars in Losers | 65 | 96 | 37 | 65 | 96 | 37 |
| Bars Traded | 7517 | 4603 | 2914 | 7517 | 4603 | 2914 |
| Profit Streak | 8.8592 | 64.8592 | 8.8592 | 8.8592 | 64.8592 | 8.8592 |
| Trades During Streak | 3 | 11 | 1 | 3 | 11 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 484158 | 395631 | -40943 | -187708 | -577127 | 306705 |
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7682,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597536000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760215037866,
"expiration_time": 1765183536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 223,
"offset": 0,
"multiplier": 2.80141
}
}
} {
"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": [
[
549244.9874583764,
334045.9072077004,
215199.0802506759,
1020249.7317848033,
-782077.5206751493,
1802327.2524599493
],
[
549.244987,
334.045907,
215.19908,
1020.249732,
-782.077521,
1802.327252
],
[
0.285991,
0.173937,
0.112054,
0.125887,
0,
0.153498
],
[
10,
10,
10,
10,
10,
10
],
[
-240955,
-178911,
-68522,
-8323217,
-6457020,
-2459149
],
[
1.548761,
1.549362,
1.547829,
1.049352,
0.94587,
1.289543
],
[
219,
110,
109,
219,
110,
109
],
[
144,
74,
70,
144,
74,
70
],
[
75,
36,
39,
75,
36,
39
],
[
65.753425,
67.272727,
64.220183,
65.753425,
67.272727,
64.220183
],
[
0.806646,
0.753744,
0.862362,
0.546537,
0.460153,
0.71846
],
[
32012,
32012,
21696,
986516,
986516,
573687
],
[
-58118,
-57535,
-58118,
-2577316,
-2577316,
-1019224
],
[
34,
41,
26,
34,
41,
26
],
[
17,
15,
20,
17,
15,
20
],
[
65,
96,
37,
65,
96,
37
],
[
7517,
4603,
2914,
7517,
4603,
2914
],
[
8.859234,
64.859234,
8.859234,
8.859235,
64.859235,
8.859235
],
[
3,
11,
1,
3,
11,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
484158,
395631,
-40943,
-187708,
-577127,
306705
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7682,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1597536000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760215037866,
"expiration_time": 1765183536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 223,
"offset": 0,
"multiplier": 2.80141
}
}
}
| # | 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) |
|---|