| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427833.476 | 319846.3955 | 107987.0804 | -238393.3299 | -226322.9682 | -12070.3616 |
| Total P&L (%) | 427.8335 | 319.8464 | 107.9871 | -238.3933 | -226.323 | -12.0704 |
| Avg Daily Profit (%) | 0.2228 | 0.1665 | 0.0562 | 0 | 0 | -0.0067 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144100 | -65948 | -164279 | -686440 | -348457 | -454738 |
| Profit Factor | 1.6328 | 2.2067 | 1.2627 | 0.8465 | 0.6547 | 0.9866 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 55 | 27 | 28 | 21 | 13 | 8 |
| Losing Trades | 21 | 11 | 10 | 55 | 25 | 30 |
| Profitability (%) | 72.3684 | 71.0526 | 73.6842 | 27.6316 | 34.2105 | 21.0526 |
| Ratio Avg Win / Avg Loss | 0.6234 | 0.899 | 0.451 | 2.217 | 1.259 | 3.6996 |
| Largest Winning Trade | 76024 | 76024 | 32703 | 410420 | 74716 | 410420 |
| Largest Losing Trade | -125481 | -65948 | -125481 | -216471 | -96621 | -216471 |
| Avg Bars in Trades | 47 | 60 | 34 | 47 | 60 | 34 |
| Avg Bars in Winners | 30 | 33 | 28 | 89 | 112 | 51 |
| Avg Bars in Losers | 91 | 127 | 52 | 31 | 33 | 29 |
| Bars Traded | 3617 | 2310 | 1307 | 3617 | 2310 | 1307 |
| Profit Streak | 6.293 | 154.293 | 6.293 | 0 | 0 | 0 |
| Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -41304 | 463703 | -115868 | -649994 | -585238 | -625199 |
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3841,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1600603200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209313990,
"expiration_time": 1765161936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 146,
"offset": 0,
"multiplier": 3.3139
}
}
} {
"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": [
[
427833.4759760497,
319846.3955342465,
107987.080441803,
-238393.3298698909,
-226322.9682304054,
-12070.3616394855
],
[
427.833476,
319.846396,
107.98708,
-238.39333,
-226.322968,
-12.070362
],
[
0.222772,
0.166543,
0.056229,
0,
0,
-0.006698
],
[
10,
10,
10,
10,
10,
10
],
[
-144100,
-65948,
-164279,
-686440,
-348457,
-454738
],
[
1.632761,
2.206658,
1.262698,
0.846474,
0.654678,
0.98655
],
[
76,
38,
38,
76,
38,
38
],
[
55,
27,
28,
21,
13,
8
],
[
21,
11,
10,
55,
25,
30
],
[
72.368421,
71.052632,
73.684211,
27.631579,
34.210526,
21.052632
],
[
0.623418,
0.899009,
0.450964,
2.216957,
1.258996,
3.699561
],
[
76024,
76024,
32703,
410420,
74716,
410420
],
[
-125481,
-65948,
-125481,
-216471,
-96621,
-216471
],
[
47,
60,
34,
47,
60,
34
],
[
30,
33,
28,
89,
112,
51
],
[
91,
127,
52,
31,
33,
29
],
[
3617,
2310,
1307,
3617,
2310,
1307
],
[
6.292986,
154.292986,
6.292986,
0,
0,
0
],
[
2,
4,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-41304,
463703,
-115868,
-649994,
-585238,
-625199
]
]
}
{
"trading_pair": "SNX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3841,
"evaluation_days": 1920.5,
"actual_first_datapoint_time": 1594296000000,
"first_datapoint_time": 1600603200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760209313990,
"expiration_time": 1765161936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 146,
"offset": 0,
"multiplier": 3.3139
}
}
}
| # | 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) |
|---|