| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 608323.1508 | 576523.3729 | 31799.7779 | 190496.974 | 553864.413 | -363367.4389 |
| Total P&L (%) | 608.3232 | 576.5234 | 31.7998 | 190.497 | 553.8644 | -363.3674 |
| Avg Daily Profit (%) | 0.2921 | 0.2768 | 0.0153 | 0.0512 | 0.0902 | 0 |
| Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
| Max Trade Drawdown | -156477 | -97493 | -231900 | -947986 | -502526 | -962020 |
| Profit Factor | 1.2206 | 1.4845 | 1.0203 | 1.0202 | 1.1382 | 0.9328 |
| Total Trades | 776 | 388 | 388 | 776 | 388 | 388 |
| Winning Trades | 429 | 220 | 209 | 429 | 220 | 209 |
| Losing Trades | 347 | 168 | 179 | 347 | 168 | 179 |
| Profitability (%) | 55.2835 | 56.701 | 53.866 | 55.2835 | 56.701 | 53.866 |
| Ratio Avg Win / Avg Loss | 0.9873 | 1.1336 | 0.8738 | 0.8252 | 0.8692 | 0.7989 |
| Largest Winning Trade | 66834 | 66834 | 54350 | 214380 | 214380 | 190230 |
| Largest Losing Trade | -44155 | -42844 | -44155 | -194588 | -161918 | -194588 |
| Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
| Avg Bars in Winners | 29 | 24 | 35 | 29 | 24 | 35 |
| Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
| Bars Traded | 24650 | 10412 | 14238 | 24650 | 10412 | 14238 |
| Profit Streak | 6.2118 | 6.2118 | 7.7951 | 6.2118 | 6.2118 | 7.7951 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468069 | 464481 | -535458 | -323971 | -139447 | -578127 |
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758834297464,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 42,
"offset": 0,
"multiplier": 4.24736
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 165,
"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": [
[
608323.1508037437,
576523.3728794996,
31799.7779242454,
190496.9740221709,
553864.4129600897,
-363367.4389379205
],
[
608.323151,
576.523373,
31.799778,
190.496974,
553.864413,
-363.367439
],
[
0.292112,
0.276842,
0.01527,
0.051222,
0.090208,
0
],
[
88.362919,
88.362919,
88.362919,
88.362919,
88.362919,
88.362919
],
[
-156477,
-97493,
-231900,
-947986,
-502526,
-962020
],
[
1.220578,
1.484503,
1.020281,
1.020237,
1.138212,
0.932787
],
[
776,
388,
388,
776,
388,
388
],
[
429,
220,
209,
429,
220,
209
],
[
347,
168,
179,
347,
168,
179
],
[
55.283505,
56.701031,
53.865979,
55.283505,
56.701031,
53.865979
],
[
0.987274,
1.13362,
0.873829,
0.825226,
0.86918,
0.798894
],
[
66834,
66834,
54350,
214380,
214380,
190230
],
[
-44155,
-42844,
-44155,
-194588,
-161918,
-194588
],
[
31,
26,
36,
31,
26,
36
],
[
29,
24,
35,
29,
24,
35
],
[
34,
30,
38,
34,
30,
38
],
[
24650,
10412,
14238,
24650,
10412,
14238
],
[
6.211776,
6.211776,
7.795109,
6.211776,
6.211776,
7.79511
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468069,
464481,
-535458,
-323971,
-139447,
-578127
]
]
}
{
"trading_pair": "ONE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758834297464,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 42,
"offset": 0,
"multiplier": 4.24736
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 165,
"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) |
|---|