Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86237.9841 | 15027.675 | 71210.3091 | 101791.019 | 18240.5749 | 83550.4442 |
Total P&L (%) | 86.238 | 15.0277 | 71.2103 | 101.791 | 18.2406 | 83.5504 |
Avg Daily Profit (%) | 0.3312 | 0.0577 | 0.2734 | 0.27 | 0.0644 | 0.2335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32590 | -34343 | -22370 | -52470 | -37247 | -39094 |
Profit Factor | 1.3846 | 1.1158 | 1.7545 | 1.2955 | 1.0976 | 1.53 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 64.794 | 63.1579 | 66.4179 | 64.794 | 63.1579 | 66.4179 |
Ratio Avg Win / Avg Loss | 0.7524 | 0.6509 | 0.8871 | 0.7039 | 0.6403 | 0.7736 |
Largest Winning Trade | 10966 | 10966 | 10399 | 16680 | 15851 | 16680 |
Largest Losing Trade | -29160 | -29160 | -17045 | -31965 | -31965 | -31287 |
Avg Bars in Trades | 90 | 101 | 80 | 90 | 101 | 80 |
Avg Bars in Winners | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Losers | 156 | 178 | 132 | 156 | 178 | 132 |
Bars Traded | 24197 | 13464 | 10733 | 24197 | 13464 | 10733 |
Profit Streak | 12.1304 | 12.1304 | 12.3179 | 12.1304 | 12.1304 | 12.3179 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403208 | -219732 | 390330 | 364762 | -228666 | 351896 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736426700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758965864678, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.65529 } }, "second_band": { "type": "rma", "factors": { "length": 222, "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": [ [ 86237.9841299494, 15027.6749824896, 71210.3091474597, 101791.0190395902, 18240.5748793369, 83550.4441602534 ], [ 86.237984, 15.027675, 71.210309, 101.791019, 18.240575, 83.550444 ], [ 0.33115, 0.057706, 0.273444, 0.269952, 0.06436, 0.23348 ], [ 10, 10, 10, 10, 10, 10 ], [ -32590, -34343, -22370, -52470, -37247, -39094 ], [ 1.384646, 1.11576, 1.754478, 1.295481, 1.097625, 1.529976 ], [ 267, 133, 134, 267, 133, 134 ], [ 173, 84, 89, 173, 84, 89 ], [ 94, 49, 45, 94, 49, 45 ], [ 64.794007, 63.157895, 66.41791, 64.794007, 63.157895, 66.41791 ], [ 0.752351, 0.65086, 0.887096, 0.703903, 0.640281, 0.773583 ], [ 10966, 10966, 10399, 16680, 15851, 16680 ], [ -29160, -29160, -17045, -31965, -31965, -31287 ], [ 90, 101, 80, 90, 101, 80 ], [ 54, 56, 53, 54, 56, 53 ], [ 156, 178, 132, 156, 178, 132 ], [ 24197, 13464, 10733, 24197, 13464, 10733 ], [ 12.130378, 12.130378, 12.317878, 12.130378, 12.130378, 12.317878 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403208, -219732, 390330, 364762, -228666, 351896 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736426700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758965864678, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.65529 } }, "second_band": { "type": "rma", "factors": { "length": 222, "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) |
---|