| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512454.2026 | 417859.6543 | 94594.5483 | 203396.4441 | 71176.9589 | 132219.4852 |
| Total P&L (%) | 512.4542 | 417.8597 | 94.5945 | 203.3964 | 71.177 | 132.2195 |
| Avg Daily Profit (%) | 0.2234 | 0.1822 | 0.0412 | 0.0484 | 0.0234 | 0.0367 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103300 | -126021 | -95555 | -638531 | -683236 | -378501 |
| Profit Factor | 1.6264 | 1.9179 | 1.2607 | 1.0563 | 1.0343 | 1.0861 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
| Profitability (%) | 43.6975 | 38.3333 | 49.1525 | 43.6975 | 38.3333 | 49.1525 |
| Ratio Avg Win / Avg Loss | 2.0956 | 3.0854 | 1.3042 | 1.361 | 1.6639 | 1.1236 |
| Largest Winning Trade | 221484 | 221484 | 46036 | 500636 | 500636 | 240594 |
| Largest Losing Trade | -37135 | -37135 | -35109 | -228115 | -228115 | -164222 |
| Avg Bars in Trades | 56 | 63 | 48 | 56 | 63 | 48 |
| Avg Bars in Winners | 80 | 93 | 69 | 80 | 93 | 69 |
| Avg Bars in Losers | 36 | 44 | 28 | 36 | 44 | 28 |
| Bars Traded | 6664 | 3786 | 2878 | 6664 | 3786 | 2878 |
| Profit Streak | 0 | 0 | 82.5285 | 0 | 0 | 82.5285 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330543 | -162884 | -314433 | -288988 | -517254 | -446077 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6882,
"evaluation_days": 2294,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759351264266,
"expiration_time": 1765280448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 79,
"offset": 0,
"multiplier": 4.46918
}
}
} {
"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": [
[
512454.202632045,
417859.6542937218,
94594.5483383235,
203396.4441450814,
71176.958918434,
132219.4852266473
],
[
512.454203,
417.859654,
94.594548,
203.396444,
71.176959,
132.219485
],
[
0.223389,
0.182153,
0.041236,
0.048393,
0.023435,
0.036734
],
[
10,
10,
10,
10,
10,
10
],
[
-103300,
-126021,
-95555,
-638531,
-683236,
-378501
],
[
1.626405,
1.917941,
1.260682,
1.056324,
1.034288,
1.086118
],
[
119,
60,
59,
119,
60,
59
],
[
52,
23,
29,
52,
23,
29
],
[
67,
37,
30,
67,
37,
30
],
[
43.697479,
38.333333,
49.152542,
43.697479,
38.333333,
49.152542
],
[
2.09556,
3.085383,
1.304154,
1.361033,
1.663855,
1.12357
],
[
221484,
221484,
46036,
500636,
500636,
240594
],
[
-37135,
-37135,
-35109,
-228115,
-228115,
-164222
],
[
56,
63,
48,
56,
63,
48
],
[
80,
93,
69,
80,
93,
69
],
[
36,
44,
28,
36,
44,
28
],
[
6664,
3786,
2878,
6664,
3786,
2878
],
[
0,
0,
82.528522,
0,
0,
82.528522
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330543,
-162884,
-314433,
-288988,
-517254,
-446077
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6882,
"evaluation_days": 2294,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759351264266,
"expiration_time": 1765280448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 79,
"offset": 0,
"multiplier": 4.46918
}
}
}
| # | 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) |
|---|