Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612917.1824 | 332748.4282 | 280168.7542 | 4894493.1767 | 67056.4251 | 4827436.7516 |
Total P&L (%) | 612.9172 | 332.7484 | 280.1688 | 4894.4932 | 67.0564 | 4827.4368 |
Avg Daily Profit (%) | 0.3382 | 0.1836 | 0.1546 | 0.216 | 0.0283 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73394 | -70727 | -43857 | -8192837 | -7506443 | -4238707 |
Profit Factor | 2.5353 | 2.4722 | 2.6178 | 1.1867 | 1.0045 | 1.4245 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 45.9459 | 37.8378 | 54.0541 | 45.9459 | 37.8378 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.9828 | 4.0614 | 2.2251 | 1.3961 | 1.6503 | 1.2108 |
Largest Winning Trade | 108246 | 108246 | 65889 | 4220895 | 3941622 | 4220895 |
Largest Losing Trade | -22431 | -22431 | -16729 | -1723297 | -1723297 | -1686603 |
Avg Bars in Trades | 46 | 23 | 70 | 46 | 23 | 70 |
Avg Bars in Winners | 72 | 30 | 102 | 72 | 30 | 102 |
Avg Bars in Losers | 24 | 19 | 31 | 24 | 19 | 31 |
Bars Traded | 3471 | 872 | 2599 | 3471 | 872 | 2599 |
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 | -56302 | 278846 | 459227 | -77310 | -374140 | 343579 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759365384271, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 2.91318 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 612917.1823947112, 332748.4281889848, 280168.7542057267, 4894493.176665205, 67056.4250748049, 4827436.751590396 ], [ 612.917182, 332.748428, 280.168754, 4894.493177, 67.056425, 4827.436752 ], [ 0.338161, 0.183585, 0.154576, 0.216008, 0.028316, 0.215261 ], [ 10, 10, 10, 10, 10, 10 ], [ -73394, -70727, -43857, -8192837, -7506443, -4238707 ], [ 2.535348, 2.47217, 2.617806, 1.186724, 1.004518, 1.424503 ], [ 74, 37, 37, 74, 37, 37 ], [ 34, 14, 20, 34, 14, 20 ], [ 40, 23, 17, 40, 23, 17 ], [ 45.945946, 37.837838, 54.054054, 45.945946, 37.837838, 54.054054 ], [ 2.982763, 4.061422, 2.225135, 1.396146, 1.65028, 1.210828 ], [ 108246, 108246, 65889, 4220895, 3941622, 4220895 ], [ -22431, -22431, -16729, -1723297, -1723297, -1686603 ], [ 46, 23, 70, 46, 23, 70 ], [ 72, 30, 102, 72, 30, 102 ], [ 24, 19, 31, 24, 19, 31 ], [ 3471, 872, 2599, 3471, 872, 2599 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56302, 278846, 459227, -77310, -374140, 343579 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759365384271, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 2.91318 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|