Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386951.0499 | 380839.7304 | 6111.3194 | -67486.7459 | -32468.7602 | -35017.9858 |
Total P&L (%) | 386.9511 | 380.8397 | 6.1113 | -67.4867 | -32.4688 | -35.018 |
Avg Daily Profit (%) | 0.1682 | 0.1656 | 0.0027 | -0.0488 | -0.0171 | -0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146987 | -118392 | -188365 | -101400 | -78157 | -71675 |
Profit Factor | 1.2225 | 1.4246 | 1.0073 | 0.8602 | 0.8753 | 0.8426 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Losing Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Profitability (%) | 48.9362 | 48.5849 | 49.2891 | 48.9362 | 48.5849 | 49.2891 |
Ratio Avg Win / Avg Loss | 1.2757 | 1.5076 | 1.0363 | 0.8976 | 0.9263 | 0.8669 |
Largest Winning Trade | 296340 | 296340 | 55707 | 22967 | 22967 | 9944 |
Largest Losing Trade | -64509 | -64509 | -39902 | -68962 | -68962 | -9926 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 9011 | 5348 | 3663 | 9011 | 5348 | 3663 |
Profit Streak | 11.523 | 11.773 | 0 | 11.523 | 11.773 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347994 | 366923 | -567035 | -578071 | -579869 | -580227 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9200, "evaluation_days": 2300, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759883588983, "expiration_time": 1765821600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.39317 } } }
{ "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": [ [ 386951.0498572352, 380839.7304326879, 6111.3194245474, -67486.7459211096, -32468.7601579053, -35017.9857632043 ], [ 386.95105, 380.83973, 6.111319, -67.486746, -32.46876, -35.017986 ], [ 0.16824, 0.165582, 0.002657, -0.048837, -0.017067, -0.01874 ], [ 10, 10, 10, 10, 10, 10 ], [ -146987, -118392, -188365, -101400, -78157, -71675 ], [ 1.222513, 1.424625, 1.007257, 0.860232, 0.875295, 0.842604 ], [ 423, 212, 211, 423, 212, 211 ], [ 207, 103, 104, 207, 103, 104 ], [ 216, 109, 107, 216, 109, 107 ], [ 48.93617, 48.584906, 49.2891, 48.93617, 48.584906, 49.2891 ], [ 1.275666, 1.507613, 1.036313, 0.897633, 0.926283, 0.86691 ], [ 296340, 296340, 55707, 22967, 22967, 9944 ], [ -64509, -64509, -39902, -68962, -68962, -9926 ], [ 21, 25, 17, 21, 25, 17 ], [ 25, 29, 21, 25, 29, 21 ], [ 17, 21, 13, 17, 21, 13 ], [ 9011, 5348, 3663, 9011, 5348, 3663 ], [ 11.52302, 11.77302, 0, 11.52302, 11.773021, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347994, 366923, -567035, -578071, -579869, -580227 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9200, "evaluation_days": 2300, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759883588983, "expiration_time": 1765821600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.39317 } } }
# | 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) |
---|