Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393016.0763 | 121018.9769 | 271997.0994 | 1520628.7595 | 344882.7506 | 1175746.0088 |
Total P&L (%) | 393.0161 | 121.019 | 271.9971 | 1520.6288 | 344.8828 | 1175.746 |
Avg Daily Profit (%) | 0.3012 | 0.0927 | 0.2084 | 0.2137 | 0.1144 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71686 | -31339 | -60103 | -847162 | -529875 | -422149 |
Profit Factor | 2.308 | 2.0887 | 2.4367 | 1.8721 | 1.4472 | 2.209 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 71.0145 | 73.5294 | 68.5714 | 71.0145 | 73.5294 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.942 | 0.7519 | 1.1168 | 0.7641 | 0.521 | 1.0125 |
Largest Winning Trade | 50814 | 47351 | 50814 | 471291 | 259257 | 471291 |
Largest Losing Trade | -29661 | -29079 | -29661 | -288698 | -288698 | -220793 |
Avg Bars in Trades | 53 | 32 | 74 | 53 | 32 | 74 |
Avg Bars in Winners | 51 | 21 | 82 | 51 | 21 | 82 |
Avg Bars in Losers | 58 | 62 | 56 | 58 | 62 | 56 |
Bars Traded | 3706 | 1102 | 2604 | 3706 | 1102 | 2604 |
Profit Streak | 20.1059 | 0 | 59.4392 | 20.1059 | 0 | 59.4392 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92618 | -64933 | 510590 | -93790 | -37864 | 505732 |
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3915, "evaluation_days": 1305, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1651824000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760236350862, "expiration_time": 1763609760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 159, "offset": 0, "multiplier": 4.61852 } }, "second_band": { "type": "sma", "factors": { "length": 90, "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": [ [ 393016.0763259349, 121018.9768832638, 271997.0994426709, 1520628.759470182, 344882.7506370356, 1175746.008833147 ], [ 393.016076, 121.018977, 271.997099, 1520.628759, 344.882751, 1175.746009 ], [ 0.301162, 0.092735, 0.208427, 0.213669, 0.114444, 0.195295 ], [ 10, 10, 10, 10, 10, 10 ], [ -71686, -31339, -60103, -847162, -529875, -422149 ], [ 2.307976, 2.088722, 2.436709, 1.872066, 1.447178, 2.209037 ], [ 69, 34, 35, 69, 34, 35 ], [ 49, 25, 24, 49, 25, 24 ], [ 20, 9, 11, 20, 9, 11 ], [ 71.014493, 73.529412, 68.571429, 71.014493, 73.529412, 68.571429 ], [ 0.942031, 0.75194, 1.116825, 0.764109, 0.520984, 1.012475 ], [ 50814, 47351, 50814, 471291, 259257, 471291 ], [ -29661, -29079, -29661, -288698, -288698, -220793 ], [ 53, 32, 74, 53, 32, 74 ], [ 51, 21, 82, 51, 21, 82 ], [ 58, 62, 56, 58, 62, 56 ], [ 3706, 1102, 2604, 3706, 1102, 2604 ], [ 20.105913, 0, 59.439246, 20.105913, 0, 59.439246 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92618, -64933, 510590, -93790, -37864, 505732 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3915, "evaluation_days": 1305, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1651824000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760236350862, "expiration_time": 1763609760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 159, "offset": 0, "multiplier": 4.61852 } }, "second_band": { "type": "sma", "factors": { "length": 90, "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) |
---|