Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475835.3199 | 257844.3105 | 217991.0094 | 312061.5309 | 249795.8875 | 62265.6434 |
Total P&L (%) | 475.8353 | 257.8443 | 217.991 | 312.0615 | 249.7959 | 62.2656 |
Avg Daily Profit (%) | 0.2876 | 0.1558 | 0.1318 | 0.0856 | 0.0757 | 0.0293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166792 | -115425 | -106324 | -1898915 | -1285582 | -1124021 |
Profit Factor | 1.4268 | 1.4771 | 1.3795 | 1.0273 | 1.048 | 1.01 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 46.7593 | 43.5185 | 50 | 46.7593 | 43.5185 | 50 |
Ratio Avg Win / Avg Loss | 1.6245 | 1.917 | 1.3795 | 1.1696 | 1.3602 | 1.01 |
Largest Winning Trade | 145174 | 145174 | 62026 | 1077994 | 1077994 | 458860 |
Largest Losing Trade | -34053 | -24277 | -34053 | -623158 | -277945 | -623158 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 6459 | 2898 | 3561 | 6459 | 2898 | 3561 |
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 | 377552 | 252402 | -16828 | -269045 | -262089 | -364136 |
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616414400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926475128, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.2063 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "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": [ [ 475835.3198957716, 257844.3105183756, 217991.0093773957, 312061.5308880151, 249795.8875234664, 62265.6433645491 ], [ 475.83532, 257.844311, 217.991009, 312.061531, 249.795888, 62.265643 ], [ 0.287601, 0.155844, 0.131756, 0.085622, 0.075712, 0.029262 ], [ 10, 10, 10, 10, 10, 10 ], [ -166792, -115425, -106324, -1898915, -1285582, -1124021 ], [ 1.426774, 1.477065, 1.37946, 1.027252, 1.048004, 1.009967 ], [ 216, 108, 108, 216, 108, 108 ], [ 101, 47, 54, 101, 47, 54 ], [ 115, 61, 54, 115, 61, 54 ], [ 46.759259, 43.518519, 50, 46.759259, 43.518519, 50 ], [ 1.624545, 1.917041, 1.37946, 1.169643, 1.360175, 1.009967 ], [ 145174, 145174, 62026, 1077994, 1077994, 458860 ], [ -34053, -24277, -34053, -623158, -277945, -623158 ], [ 29, 26, 32, 29, 26, 32 ], [ 36, 33, 38, 36, 33, 38 ], [ 24, 21, 27, 24, 21, 27 ], [ 6459, 2898, 3561, 6459, 2898, 3561 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377552, 252402, -16828, -269045, -262089, -364136 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616414400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926475128, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 3.2063 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "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) |
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