Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784143.9887 | 643215.6382 | 140928.3505 | 6210153.0814 | 4434271.2752 | 1775881.8062 |
Total P&L (%) | 784.144 | 643.2156 | 140.9284 | 6210.1531 | 4434.2713 | 1775.8818 |
Avg Daily Profit (%) | 0.3764 | 0.3087 | 0.0676 | 0.1991 | 0.1833 | 0.1408 |
Buy And Hold Return (%) | 127.4363 | 127.4363 | 127.4363 | 127.4363 | 127.4363 | 127.4363 |
Max Trade Drawdown | -75904 | -65475 | -113015 | -6721686 | -6432171 | -4651053 |
Profit Factor | 1.7605 | 2.1839 | 1.2889 | 1.1293 | 1.1688 | 1.0816 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.4376 | 3.4578 | 1.5651 | 1.5636 | 1.8505 | 1.3133 |
Largest Winning Trade | 161986 | 161986 | 53358 | 7677428 | 7677428 | 1703403 |
Largest Losing Trade | -30008 | -30008 | -25032 | -2039172 | -1981157 | -2039172 |
Avg Bars in Trades | 79 | 76 | 83 | 79 | 76 | 83 |
Avg Bars in Winners | 124 | 126 | 123 | 124 | 126 | 123 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 24722 | 11838 | 12884 | 24722 | 11838 | 12884 |
Profit Streak | 0 | 0 | 28.8651 | 0 | 0 | 28.8651 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388937 | 276713 | -235408 | -70719 | -30021 | -136508 |
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580126400000, "first_datapoint_time": 1581832800000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760193947832, "expiration_time": 1766671200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 3.05182 } } }
{ "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": [ [ 784143.988652786, 643215.6381883139, 140928.350464472, 6210153.081385383, 4434271.275232901, 1775881.80615248 ], [ 784.143989, 643.215638, 140.92835, 6210.153081, 4434.271275, 1775.881806 ], [ 0.37639, 0.308744, 0.067646, 0.199146, 0.183252, 0.140819 ], [ 127.436342, 127.436342, 127.436342, 127.436342, 127.436342, 127.436342 ], [ -75904, -65475, -113015, -6721686, -6432171, -4651053 ], [ 1.760499, 2.183902, 1.288912, 1.129256, 1.168758, 1.081577 ], [ 310, 155, 155, 310, 155, 155 ], [ 130, 60, 70, 130, 60, 70 ], [ 180, 95, 85, 180, 95, 85 ], [ 41.935484, 38.709677, 45.16129, 41.935484, 38.709677, 45.16129 ], [ 2.437615, 3.457845, 1.565108, 1.563585, 1.850533, 1.313343 ], [ 161986, 161986, 53358, 7677428, 7677428, 1703403 ], [ -30008, -30008, -25032, -2039172, -1981157, -2039172 ], [ 79, 76, 83, 79, 76, 83 ], [ 124, 126, 123, 124, 126, 123 ], [ 47, 44, 50, 47, 44, 50 ], [ 24722, 11838, 12884, 24722, 11838, 12884 ], [ 0, 0, 28.865137, 0, 0, 28.865137 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 388937, 276713, -235408, -70719, -30021, -136508 ] ] }
{ "trading_pair": "VET_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580126400000, "first_datapoint_time": 1581832800000, "last_datapoint_time": 1760191200000, "evaluation_time": 1760193947832, "expiration_time": 1766671200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 174, "offset": 0, "multiplier": 3.05182 } } }
# | 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) |
---|