| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310818.1111 | 255563.6071 | 55254.504 | -945568.5448 | -1265491.8488 | 319923.304 |
| Total P&L (%) | 310.8181 | 255.5636 | 55.2545 | -945.5685 | -1265.4918 | 319.9233 |
| Avg Daily Profit (%) | 0.162 | 0.1332 | 0.0288 | 0 | 0 | 0.0748 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -230533 | -86155 | -227915 | -5237967 | -2447629 | -3729512 |
| Profit Factor | 1.3106 | 1.6127 | 1.0947 | 0.9363 | 0.8156 | 1.0401 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 117 | 56 | 61 | 76 | 42 | 34 |
| Losing Trades | 68 | 37 | 31 | 109 | 51 | 58 |
| Profitability (%) | 63.2432 | 60.2151 | 66.3043 | 41.0811 | 45.1613 | 36.9565 |
| Ratio Avg Win / Avg Loss | 0.7617 | 1.0655 | 0.5563 | 1.3429 | 0.9904 | 1.7742 |
| Largest Winning Trade | 49864 | 49864 | 37568 | 4108146 | 804519 | 4108146 |
| Largest Losing Trade | -215307 | -63000 | -215307 | -618862 | -548417 | -618862 |
| Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
| Avg Bars in Winners | 24 | 24 | 23 | 33 | 41 | 23 |
| Avg Bars in Losers | 39 | 45 | 33 | 27 | 25 | 28 |
| Bars Traded | 5534 | 3058 | 2476 | 5534 | 3058 | 2476 |
| Profit Streak | 18.2762 | 18.2762 | 21.6095 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353059 | -11716 | -270539 | -581333 | -582965 | -273512 |
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5757,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1598601600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760078262967,
"expiration_time": 1765028448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 177,
"offset": 0,
"multiplier": 1.93504
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 99,
"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": [
[
310818.1110812448,
255563.6071069302,
55254.5039743144,
-945568.5448305414,
-1265491.8487909993,
319923.3039604567
],
[
310.818111,
255.563607,
55.254504,
-945.568545,
-1265.491849,
319.923304
],
[
0.161969,
0.133175,
0.028793,
0,
0,
0.074801
],
[
10,
10,
10,
10,
10,
10
],
[
-230533,
-86155,
-227915,
-5237967,
-2447629,
-3729512
],
[
1.310583,
1.612666,
1.094675,
0.936309,
0.81559,
1.040071
],
[
185,
93,
92,
185,
93,
92
],
[
117,
56,
61,
76,
42,
34
],
[
68,
37,
31,
109,
51,
58
],
[
63.243243,
60.215054,
66.304348,
41.081081,
45.16129,
36.956522
],
[
0.761706,
1.065511,
0.55631,
1.342864,
0.990359,
1.774239
],
[
49864,
49864,
37568,
4108146,
804519,
4108146
],
[
-215307,
-63000,
-215307,
-618862,
-548417,
-618862
],
[
29,
32,
26,
29,
32,
26
],
[
24,
24,
23,
33,
41,
23
],
[
39,
45,
33,
27,
25,
28
],
[
5534,
3058,
2476,
5534,
3058,
2476
],
[
18.276192,
18.276192,
21.609525,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353059,
-11716,
-270539,
-581333,
-582965,
-273512
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5757,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594281600000,
"first_datapoint_time": 1598601600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760078262967,
"expiration_time": 1765028448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 177,
"offset": 0,
"multiplier": 1.93504
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 99,
"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) |
|---|