Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426788.3294 | 357054.1609 | 69734.1685 | 257158.4187 | -95877.8682 | 353036.2868 |
Total P&L (%) | 426.7883 | 357.0542 | 69.7342 | 257.1584 | -95.8779 | 353.0363 |
Avg Daily Profit (%) | 0.1866 | 0.1561 | 0.0305 | 0.0557 | -0.1393 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154166 | -173937 | -58484 | -1272002 | -1404009 | -225903 |
Profit Factor | 1.6652 | 1.9295 | 1.2709 | 1.093 | 0.951 | 1.4364 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 47.5728 | 48.0769 | 47.0588 | 47.5728 | 48.0769 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8352 | 2.0838 | 1.4298 | 1.2045 | 1.0271 | 1.6159 |
Largest Winning Trade | 186339 | 186339 | 45229 | 292069 | 292069 | 156190 |
Largest Losing Trade | -60694 | -60694 | -24905 | -620556 | -620556 | -111214 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 39 | 61 | 18 | 39 | 61 | 18 |
Bars Traded | 4274 | 2674 | 1600 | 4274 | 2674 | 1600 |
Profit Streak | 0 | 0 | 77.3432 | 0 | 0 | 77.3432 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359678 | -169893 | -332903 | -237468 | -759914 | -283309 |
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758831248727, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 117, "multiplier": 2.69034 } } }
{ "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": [ [ 426788.3293917913, 357054.1608753161, 69734.168516475, 257158.418670739, -95877.868172554, 353036.286843293 ], [ 426.788329, 357.054161, 69.734169, 257.158419, -95.877868, 353.036287 ], [ 0.186615, 0.156123, 0.030492, 0.055678, -0.139334, 0.066082 ], [ 10, 10, 10, 10, 10, 10 ], [ -154166, -173937, -58484, -1272002, -1404009, -225903 ], [ 1.665242, 1.929458, 1.270917, 1.092998, 0.950988, 1.436393 ], [ 103, 52, 51, 103, 52, 51 ], [ 49, 25, 24, 49, 25, 24 ], [ 54, 27, 27, 54, 27, 27 ], [ 47.572816, 48.076923, 47.058824, 47.572816, 48.076923, 47.058824 ], [ 1.835165, 2.083814, 1.429782, 1.204528, 1.027067, 1.615942 ], [ 186339, 186339, 45229, 292069, 292069, 156190 ], [ -60694, -60694, -24905, -620556, -620556, -111214 ], [ 41, 51, 31, 41, 51, 31 ], [ 43, 40, 46, 43, 40, 46 ], [ 39, 61, 18, 39, 61, 18 ], [ 4274, 2674, 1600, 4274, 2674, 1600 ], [ 0, 0, 77.343156, 0, 0, 77.343157 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359678, -169893, -332903, -237468, -759914, -283309 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758831248727, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 117, "multiplier": 2.69034 } } }
# | 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) |
---|