| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637946.4236 | 348819.338 | 289127.0855 | 5493513.645 | 1280955.633 | 4212558.012 |
| Total P&L (%) | 637.9464 | 348.8193 | 289.1271 | 5493.5136 | 1280.9556 | 4212.558 |
| Avg Daily Profit (%) | 0.3504 | 0.1916 | 0.1588 | 0.2213 | 0.1443 | 0.207 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48530 | -60048 | -34713 | -2455011 | -2933594 | -1647987 |
| Profit Factor | 2.2958 | 2.1848 | 2.461 | 1.411 | 1.1592 | 1.7916 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 46.8085 | 40.4255 | 53.1915 | 46.8085 | 40.4255 | 53.1915 |
| Ratio Avg Win / Avg Loss | 2.6089 | 3.2197 | 2.1656 | 1.6034 | 1.7083 | 1.5766 |
| Largest Winning Trade | 119629 | 119629 | 67315 | 2215849 | 2215849 | 1876408 |
| Largest Losing Trade | -30026 | -24148 | -30026 | -1160333 | -1160333 | -759136 |
| Avg Bars in Trades | 54 | 32 | 76 | 54 | 32 | 76 |
| Avg Bars in Winners | 83 | 47 | 110 | 83 | 47 | 110 |
| Avg Bars in Losers | 29 | 22 | 38 | 29 | 22 | 38 |
| Bars Traded | 5158 | 1545 | 3613 | 5158 | 1545 | 3613 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 457334 | 290295 | 448330 | 327685 | -47891 | 431644 |
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760080559309,
"expiration_time": 1764773568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 193,
"offset": 0,
"multiplier": 3.02952
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 214,
"offset": 0
}
}
} {
"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": [
[
637946.4235882583,
348819.3380419429,
289127.0855463157,
5493513.644958528,
1280955.6329511018,
4212558.012007426
],
[
637.946424,
348.819338,
289.127086,
5493.513645,
1280.955633,
4212.558012
],
[
0.350391,
0.191588,
0.158803,
0.221273,
0.144302,
0.206957
],
[
10,
10,
10,
10,
10,
10
],
[
-48530,
-60048,
-34713,
-2455011,
-2933594,
-1647987
],
[
2.29582,
2.184812,
2.460963,
1.411003,
1.159231,
1.791611
],
[
94,
47,
47,
94,
47,
47
],
[
44,
19,
25,
44,
19,
25
],
[
50,
28,
22,
50,
28,
22
],
[
46.808511,
40.425532,
53.191489,
46.808511,
40.425532,
53.191489
],
[
2.608887,
3.219723,
2.165647,
1.603413,
1.708341,
1.576618
],
[
119629,
119629,
67315,
2215849,
2215849,
1876408
],
[
-30026,
-24148,
-30026,
-1160333,
-1160333,
-759136
],
[
54,
32,
76,
54,
32,
76
],
[
83,
47,
110,
83,
47,
110
],
[
29,
22,
38,
29,
22,
38
],
[
5158,
1545,
3613,
5158,
1545,
3613
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
457334,
290295,
448330,
327685,
-47891,
431644
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5462,
"evaluation_days": 1820.67,
"actual_first_datapoint_time": 1602777600000,
"first_datapoint_time": 1608912000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760080559309,
"expiration_time": 1764773568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 193,
"offset": 0,
"multiplier": 3.02952
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 214,
"offset": 0
}
}
}
| # | 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) |
|---|