Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272562.7948 | 173183.5596 | 99379.2353 | 601238.5548 | 350989.8782 | 250248.6766 |
Total P&L (%) | 272.5628 | 173.1836 | 99.3792 | 601.2386 | 350.9899 | 250.2487 |
Avg Daily Profit (%) | 0.2617 | 0.1663 | 0.0954 | 0.1872 | 0.1447 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60494 | -50664 | -49610 | -237479 | -117872 | -227231 |
Profit Factor | 1.3771 | 1.4645 | 1.284 | 1.2784 | 1.3226 | 1.2335 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 270 | 137 | 133 | 270 | 137 | 133 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 66.9975 | 67.8218 | 66.1692 | 66.9975 | 67.8218 | 66.1692 |
Ratio Avg Win / Avg Loss | 0.6784 | 0.6948 | 0.6565 | 0.6297 | 0.6275 | 0.6307 |
Largest Winning Trade | 12802 | 12802 | 10041 | 58964 | 58964 | 57383 |
Largest Losing Trade | -44828 | -22358 | -44828 | -133756 | -65691 | -133756 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 43 | 43 | 44 | 43 | 43 | 44 |
Avg Bars in Losers | 98 | 106 | 90 | 98 | 106 | 90 |
Bars Traded | 24905 | 12898 | 12007 | 24905 | 12898 | 12007 |
Profit Streak | 5.8358 | 11.5025 | 5.8358 | 5.8358 | 11.5025 | 5.8358 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469425 | 399169 | -63516 | 439783 | 108887 | -30490 |
{ "trading_pair": "ETC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670086800000, "first_datapoint_time": 1670317200000, "last_datapoint_time": 1760086800000, "evaluation_time": 1760090612212, "expiration_time": 1766566800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 4.49731 } } }
{ "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": [ [ 272562.7948458653, 173183.5595543368, 99379.2352915284, 601238.554805122, 350989.8781813707, 250248.6766237517 ], [ 272.562795, 173.18356, 99.379235, 601.238555, 350.989878, 250.248677 ], [ 0.261659, 0.166256, 0.095404, 0.187151, 0.144707, 0.120405 ], [ 10, 10, 10, 10, 10, 10 ], [ -60494, -50664, -49610, -237479, -117872, -227231 ], [ 1.377124, 1.46452, 1.284008, 1.278412, 1.322626, 1.233526 ], [ 403, 202, 201, 403, 202, 201 ], [ 270, 137, 133, 270, 137, 133 ], [ 133, 65, 68, 133, 65, 68 ], [ 66.997519, 67.821782, 66.169154, 66.997519, 67.821782, 66.169154 ], [ 0.678361, 0.694845, 0.656485, 0.629736, 0.627523, 0.630675 ], [ 12802, 12802, 10041, 58964, 58964, 57383 ], [ -44828, -22358, -44828, -133756, -65691, -133756 ], [ 61, 63, 59, 61, 63, 59 ], [ 43, 43, 44, 43, 43, 44 ], [ 98, 106, 90, 98, 106, 90 ], [ 24905, 12898, 12007, 24905, 12898, 12007 ], [ 5.835789, 11.502456, 5.835789, 5.835789, 11.502456, 5.835789 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469425, 399169, -63516, 439783, 108887, -30490 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670086800000, "first_datapoint_time": 1670317200000, "last_datapoint_time": 1760086800000, "evaluation_time": 1760090612212, "expiration_time": 1766566800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 4.49731 } } }
# | 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) |
---|