Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543602.1996 | 320544.4094 | 223057.7902 | 740526.791 | -107458.7842 | 847985.5751 |
Total P&L (%) | 543.6022 | 320.5444 | 223.0578 | 740.5268 | -107.4588 | 847.9856 |
Avg Daily Profit (%) | 0.2991 | 0.1764 | 0.1227 | 0.1172 | 0 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77976 | -100470 | -63703 | -666459 | -684972 | -527639 |
Profit Factor | 1.7057 | 1.8162 | 1.5907 | 1.1319 | 0.9628 | 1.3113 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 46.4481 | 39.1304 | 53.8462 | 46.4481 | 39.1304 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.9665 | 2.8252 | 1.3635 | 1.305 | 1.4978 | 1.124 |
Largest Winning Trade | 270370 | 270370 | 61563 | 375406 | 375406 | 264434 |
Largest Losing Trade | -45025 | -22234 | -45025 | -383287 | -258045 | -383287 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 54 | 40 | 63 | 54 | 40 | 63 |
Avg Bars in Losers | 24 | 20 | 30 | 24 | 20 | 30 |
Bars Traded | 7044 | 2637 | 4408 | 7044 | 2637 | 4408 |
Profit Streak | 0 | 0 | 24.8276 | 0 | 0 | 24.8276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420996 | 237855 | -26554 | -112013 | -583369 | -26380 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7269, "evaluation_days": 1817.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604599200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758700602, "expiration_time": 1764462312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 2.23261 } } }
{ "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": [ [ 543602.1995690775, 320544.409401723, 223057.7901673539, 740526.7909709245, -107458.7841616235, 847985.5751325492 ], [ 543.6022, 320.544409, 223.05779, 740.526791, -107.458784, 847.985575 ], [ 0.299135, 0.17639, 0.122745, 0.117216, 0, 0.123844 ], [ 10, 10, 10, 10, 10, 10 ], [ -77976, -100470, -63703, -666459, -684972, -527639 ], [ 1.705678, 1.816217, 1.590716, 1.131853, 0.962848, 1.31131 ], [ 183, 92, 91, 183, 92, 91 ], [ 85, 36, 49, 85, 36, 49 ], [ 98, 56, 42, 98, 56, 42 ], [ 46.448087, 39.130435, 53.846154, 46.448087, 39.130435, 53.846154 ], [ 1.966547, 2.825227, 1.36347, 1.30496, 1.497763, 1.12398 ], [ 270370, 270370, 61563, 375406, 375406, 264434 ], [ -45025, -22234, -45025, -383287, -258045, -383287 ], [ 38, 28, 48, 38, 28, 48 ], [ 54, 40, 63, 54, 40, 63 ], [ 24, 20, 30, 24, 20, 30 ], [ 7044, 2637, 4408, 7044, 2637, 4408 ], [ 0, 0, 24.827553, 0, 0, 24.827553 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420996, 237855, -26554, -112013, -583369, -26380 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7269, "evaluation_days": 1817.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604599200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758700602, "expiration_time": 1764462312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 2.23261 } } }
# | 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) |
---|