Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295545.7223 | 221983.4295 | 73562.2928 | 241037.8625 | 318884.5674 | -77846.7049 |
Total P&L (%) | 295.5457 | 221.9834 | 73.5623 | 241.0379 | 318.8846 | -77.8467 |
Avg Daily Profit (%) | 0.2075 | 0.1559 | 0.0517 | 0.0862 | 0.1006 | -0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107065 | -61427 | -82029 | -392925 | -261171 | -308449 |
Profit Factor | 1.5421 | 2.0837 | 1.2161 | 1.1566 | 1.5466 | 0.9185 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.9813 | 1.326 | 0.7739 | 0.736 | 0.9842 | 0.5845 |
Largest Winning Trade | 58603 | 39729 | 58603 | 94134 | 88561 | 94134 |
Largest Losing Trade | -59442 | -32387 | -59442 | -225825 | -112683 | -225825 |
Avg Bars in Trades | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Winners | 17 | 11 | 23 | 17 | 11 | 23 |
Avg Bars in Losers | 37 | 26 | 48 | 37 | 26 | 48 |
Bars Traded | 2711 | 932 | 1779 | 2711 | 932 | 1779 |
Profit Streak | 55.9027 | 120.4027 | 55.9027 | 55.9027 | 120.4027 | 55.9027 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395615 | -166890 | -304076 | -124371 | -235677 | -758831 |
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640563200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527594956, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 3.37842 } }, "second_band": { "type": "rma", "factors": { "length": 48, "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": [ [ 295545.7223065456, 221983.4294640734, 73562.2928424721, 241037.8625473624, 318884.5674378447, -77846.7048904825 ], [ 295.545722, 221.983429, 73.562293, 241.037863, 318.884567, -77.846705 ], [ 0.207546, 0.155887, 0.051659, 0.08619, 0.100642, -0.105786 ], [ 10, 10, 10, 10, 10, 10 ], [ -107065, -61427, -82029, -392925, -261171, -308449 ], [ 1.542106, 2.083739, 1.216137, 1.156638, 1.546643, 0.918525 ], [ 108, 54, 54, 108, 54, 54 ], [ 66, 33, 33, 66, 33, 33 ], [ 42, 21, 21, 42, 21, 21 ], [ 61.111111, 61.111111, 61.111111, 61.111111, 61.111111, 61.111111 ], [ 0.98134, 1.326016, 0.773905, 0.736043, 0.984227, 0.584516 ], [ 58603, 39729, 58603, 94134, 88561, 94134 ], [ -59442, -32387, -59442, -225825, -112683, -225825 ], [ 25, 17, 32, 25, 17, 32 ], [ 17, 11, 23, 17, 11, 23 ], [ 37, 26, 48, 37, 26, 48 ], [ 2711, 932, 1779, 2711, 932, 1779 ], [ 55.902719, 120.402719, 55.902719, 55.902719, 120.402719, 55.902719 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395615, -166890, -304076, -124371, -235677, -758831 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640563200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527594956, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 94, "offset": 0, "multiplier": 3.37842 } }, "second_band": { "type": "rma", "factors": { "length": 48, "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) |
---|