| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327887.0774 | 237709.3033 | 90177.7741 | -88326.1062 | 102462.4422 | -190788.5484 |
| Total P&L (%) | 327.8871 | 237.7093 | 90.1778 | -88.3261 | 102.4624 | -190.7885 |
| Avg Daily Profit (%) | 0.1707 | 0.1238 | 0.0469 | -0.1118 | 0.0367 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148049 | -85091 | -148586 | -236634 | -56704 | -254837 |
| Profit Factor | 1.3377 | 1.581 | 1.1605 | 0.8714 | 1.5242 | 0.6118 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
| Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
| Profitability (%) | 61.3065 | 60 | 62.6263 | 61.3065 | 60 | 62.6263 |
| Ratio Avg Win / Avg Loss | 0.8443 | 1.054 | 0.6926 | 0.55 | 1.0161 | 0.3651 |
| Largest Winning Trade | 70075 | 70075 | 55705 | 37501 | 37501 | 31485 |
| Largest Losing Trade | -93143 | -60728 | -93143 | -169840 | -56704 | -169840 |
| Avg Bars in Trades | 56 | 67 | 44 | 56 | 67 | 44 |
| Avg Bars in Winners | 42 | 44 | 39 | 42 | 44 | 39 |
| Avg Bars in Losers | 78 | 101 | 52 | 78 | 101 | 52 |
| Bars Traded | 11165 | 6756 | 4409 | 11165 | 6756 | 4409 |
| Profit Streak | 14.8379 | 27.8379 | 0 | 14.8379 | 27.8379 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328089 | -23527 | -174502 | -577682 | -139905 | -579431 |
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11525,
"evaluation_days": 1920.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596700800000,
"last_datapoint_time": 1760241600000,
"evaluation_time": 1760256393029,
"expiration_time": 1765220400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 11,
"offset": 0,
"multiplier": 3.02945
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 168,
"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": [
[
327887.0774405819,
237709.3033430078,
90177.774097574,
-88326.1062323981,
102462.4422142415,
-190788.5484466396
],
[
327.887077,
237.709303,
90.177774,
-88.326106,
102.462442,
-190.788548
],
[
0.170701,
0.123753,
0.046947,
-0.111755,
0.03673,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148049,
-85091,
-148586,
-236634,
-56704,
-254837
],
[
1.337681,
1.580972,
1.160505,
0.871425,
1.524171,
0.611812
],
[
199,
100,
99,
199,
100,
99
],
[
122,
60,
62,
122,
60,
62
],
[
77,
40,
37,
77,
40,
37
],
[
61.306533,
60,
62.626263,
61.306533,
60,
62.626263
],
[
0.844274,
1.053981,
0.692559,
0.549998,
1.016114,
0.365113
],
[
70075,
70075,
55705,
37501,
37501,
31485
],
[
-93143,
-60728,
-93143,
-169840,
-56704,
-169840
],
[
56,
67,
44,
56,
67,
44
],
[
42,
44,
39,
42,
44,
39
],
[
78,
101,
52,
78,
101,
52
],
[
11165,
6756,
4409,
11165,
6756,
4409
],
[
14.837882,
27.837882,
0,
14.837882,
27.837882,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328089,
-23527,
-174502,
-577682,
-139905,
-579431
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11525,
"evaluation_days": 1920.83,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1596700800000,
"last_datapoint_time": 1760241600000,
"evaluation_time": 1760256393029,
"expiration_time": 1765220400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 11,
"offset": 0,
"multiplier": 3.02945
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 168,
"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) |
|---|