Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524859.2096 | 292542.9681 | 232316.2414 | 1546990.806 | 555906.1659 | 991084.6401 |
Total P&L (%) | 524.8592 | 292.543 | 232.3162 | 1546.9908 | 555.9062 | 991.0846 |
Avg Daily Profit (%) | 0.2898 | 0.1615 | 0.1283 | 0.1548 | 0.1039 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89551 | -43784 | -106283 | -1158904 | -793411 | -882397 |
Profit Factor | 1.7867 | 1.9771 | 1.6316 | 1.2345 | 1.1723 | 1.2941 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 52.5424 | 52.5424 | 52.5424 | 52.5424 | 52.5424 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.6138 | 1.7858 | 1.4737 | 1.1151 | 1.0589 | 1.1689 |
Largest Winning Trade | 70400 | 67876 | 70400 | 580365 | 580365 | 400215 |
Largest Losing Trade | -58123 | -21701 | -58123 | -408244 | -408244 | -367694 |
Avg Bars in Trades | 58 | 32 | 84 | 58 | 32 | 84 |
Avg Bars in Winners | 79 | 33 | 126 | 79 | 33 | 126 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 6943 | 1942 | 5001 | 6943 | 1942 | 5001 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462109 | -165302 | -196161 | 287208 | -261177 | -192656 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604988000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255937469, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 4.36762 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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": [ [ 524859.2095775048, 292542.9681311437, 232316.2414463608, 1546990.8060415792, 555906.1659475863, 991084.6400939922 ], [ 524.85921, 292.542968, 232.316241, 1546.990806, 555.906166, 991.08464 ], [ 0.289777, 0.161514, 0.128263, 0.154794, 0.103896, 0.132027 ], [ 10, 10, 10, 10, 10, 10 ], [ -89551, -43784, -106283, -1158904, -793411, -882397 ], [ 1.786657, 1.977086, 1.631639, 1.234545, 1.172329, 1.294102 ], [ 118, 59, 59, 118, 59, 59 ], [ 62, 31, 31, 62, 31, 31 ], [ 56, 28, 28, 56, 28, 28 ], [ 52.542373, 52.542373, 52.542373, 52.542373, 52.542373, 52.542373 ], [ 1.613754, 1.785755, 1.473739, 1.115073, 1.058878, 1.168866 ], [ 70400, 67876, 70400, 580365, 580365, 400215 ], [ -58123, -21701, -58123, -408244, -408244, -367694 ], [ 58, 32, 84, 58, 32, 84 ], [ 79, 33, 126, 79, 33, 126 ], [ 35, 32, 38, 35, 32, 38 ], [ 6943, 1942, 5001, 6943, 1942, 5001 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462109, -165302, -196161, 287208, -261177, -192656 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604988000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255937469, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 103, "offset": 0, "multiplier": 4.36762 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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) |
---|