Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510803.3874 | 331563.7789 | 179239.6086 | 1735487.2744 | 1628760.0196 | 106727.2548 |
Total P&L (%) | 510.8034 | 331.5638 | 179.2396 | 1735.4873 | 1628.76 | 106.7273 |
Avg Daily Profit (%) | 0.2452 | 0.1592 | 0.086 | 0.1398 | 0.1369 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154970 | -138462 | -111128 | -1209560 | -646486 | -1054271 |
Profit Factor | 1.3216 | 1.4148 | 1.2272 | 1.1548 | 1.3111 | 1.0179 |
Total Trades | 575 | 288 | 287 | 575 | 288 | 287 |
Winning Trades | 370 | 186 | 184 | 370 | 186 | 184 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 64.3478 | 64.5833 | 64.1115 | 64.3478 | 64.5833 | 64.1115 |
Ratio Avg Win / Avg Loss | 0.7322 | 0.7759 | 0.6869 | 0.6398 | 0.719 | 0.5698 |
Largest Winning Trade | 25818 | 25818 | 25548 | 154406 | 154406 | 124136 |
Largest Losing Trade | -47864 | -34912 | -47864 | -618348 | -284779 | -618348 |
Avg Bars in Trades | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 63 | 70 | 56 | 63 | 70 | 56 |
Bars Traded | 24737 | 12547 | 12190 | 24737 | 12547 | 12190 |
Profit Streak | 3.1335 | 3.1335 | 66.2168 | 3.1335 | 3.1335 | 66.2168 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405864 | 295549 | -75714 | -53644 | -9561 | -344462 |
{ "trading_pair": "BAT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579377600000, "first_datapoint_time": 1580457600000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759446734787, "expiration_time": 1765922400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.4906 } } }
{ "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": [ [ 510803.387449605, 331563.7788703491, 179239.6085792556, 1735487.2743679138, 1628760.0195766834, 106727.2547912326 ], [ 510.803387, 331.563779, 179.239609, 1735.487274, 1628.76002, 106.727255 ], [ 0.245186, 0.159151, 0.086035, 0.139773, 0.136893, 0.034865 ], [ 10, 10, 10, 10, 10, 10 ], [ -154970, -138462, -111128, -1209560, -646486, -1054271 ], [ 1.321592, 1.414814, 1.227158, 1.154795, 1.311108, 1.017859 ], [ 575, 288, 287, 575, 288, 287 ], [ 370, 186, 184, 370, 186, 184 ], [ 205, 102, 103, 205, 102, 103 ], [ 64.347826, 64.583333, 64.111498, 64.347826, 64.583333, 64.111498 ], [ 0.732233, 0.775866, 0.686942, 0.639819, 0.718995, 0.56978 ], [ 25818, 25818, 25548, 154406, 154406, 124136 ], [ -47864, -34912, -47864, -618348, -284779, -618348 ], [ 43, 43, 42, 43, 43, 42 ], [ 31, 28, 34, 31, 28, 34 ], [ 63, 70, 56, 63, 70, 56 ], [ 24737, 12547, 12190, 24737, 12547, 12190 ], [ 3.133504, 3.133504, 66.216838, 3.133504, 3.133504, 66.216838 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405864, 295549, -75714, -53644, -9561, -344462 ] ] }
{ "trading_pair": "BAT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579377600000, "first_datapoint_time": 1580457600000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759446734787, "expiration_time": 1765922400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.4906 } } }
# | 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) |
---|