| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 351407.1601 | 189435.3347 | 161971.8254 | -6637.4106 | 17302.5296 | -23939.9403 |
| Total P&L (%) | 351.4072 | 189.4353 | 161.9718 | -6.6374 | 17.3025 | -23.9399 |
| Avg Daily Profit (%) | 0.2104 | 0.1134 | 0.097 | -0.0041 | 0.0096 | -0.0164 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154294 | -162365 | -142507 | -199406 | -108010 | -187995 |
| Profit Factor | 1.221 | 1.2303 | 1.211 | 0.9927 | 1.0383 | 0.9479 |
| Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
| Winning Trades | 233 | 108 | 125 | 233 | 108 | 125 |
| Losing Trades | 194 | 105 | 89 | 194 | 105 | 89 |
| Profitability (%) | 54.5667 | 50.7042 | 58.4112 | 54.5667 | 50.7042 | 58.4112 |
| Ratio Avg Win / Avg Loss | 1.0166 | 1.1961 | 0.8622 | 0.8266 | 1.0094 | 0.6749 |
| Largest Winning Trade | 145806 | 145806 | 45076 | 83822 | 83822 | 54337 |
| Largest Losing Trade | -58771 | -32302 | -58771 | -123912 | -35941 | -123912 |
| Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
| Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
| Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
| Bars Traded | 6586 | 2999 | 3587 | 6586 | 2999 | 3587 |
| Profit Streak | 6.0566 | 14.5566 | 6.0566 | 6.0566 | 14.5566 | 6.0566 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 416919 | -40429 | -63023 | -576507 | -365683 | -578148 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6682,
"evaluation_days": 1670.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1615982400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760102492189,
"expiration_time": 1764427536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 3.1477
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
351407.1601069834,
189435.3347378409,
161971.8253691425,
-6637.4106204117,
17302.5296316273,
-23939.940252039
],
[
351.40716,
189.435335,
161.971825,
-6.637411,
17.30253,
-23.93994
],
[
0.21036,
0.1134,
0.09696,
-0.004111,
0.009554,
-0.01638
],
[
10,
10,
10,
10,
10,
10
],
[
-154294,
-162365,
-142507,
-199406,
-108010,
-187995
],
[
1.220963,
1.2303,
1.210959,
0.992723,
1.038254,
0.947935
],
[
427,
213,
214,
427,
213,
214
],
[
233,
108,
125,
233,
108,
125
],
[
194,
105,
89,
194,
105,
89
],
[
54.566745,
50.704225,
58.411215,
54.566745,
50.704225,
58.411215
],
[
1.016596,
1.196125,
0.862203,
0.826559,
1.009414,
0.67493
],
[
145806,
145806,
45076,
83822,
83822,
54337
],
[
-58771,
-32302,
-58771,
-123912,
-35941,
-123912
],
[
15,
14,
16,
15,
14,
16
],
[
15,
13,
17,
15,
13,
17
],
[
15,
14,
15,
15,
14,
15
],
[
6586,
2999,
3587,
6586,
2999,
3587
],
[
6.056622,
14.556622,
6.056622,
6.056623,
14.556623,
6.056623
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416919,
-40429,
-63023,
-576507,
-365683,
-578148
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6682,
"evaluation_days": 1670.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1615982400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760102492189,
"expiration_time": 1764427536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 3.1477
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|