Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326879.913 | 194016.5284 | 132863.3846 | 10030.5712 | -338144.1388 | 348174.71 |
Total P&L (%) | 326.8799 | 194.0165 | 132.8634 | 10.0306 | -338.1441 | 348.1747 |
Avg Daily Profit (%) | 0.1803 | 0.107 | 0.0733 | 0.0053 | 0 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108877 | -153566 | -60759 | -669755 | -778187 | -240549 |
Profit Factor | 1.2948 | 1.2992 | 1.2887 | 1.0027 | 0.8545 | 1.243 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 46.3115 | 44.2623 | 48.3607 | 46.3115 | 44.2623 | 48.3607 |
Ratio Avg Win / Avg Loss | 1.5011 | 1.636 | 1.376 | 1.1624 | 1.076 | 1.3273 |
Largest Winning Trade | 256902 | 256902 | 47042 | 186881 | 186881 | 136716 |
Largest Losing Trade | -38388 | -30656 | -38388 | -222184 | -222184 | -92086 |
Avg Bars in Trades | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Winners | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 7083 | 4037 | 3046 | 7083 | 4037 | 3046 |
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 | 314510 | -51352 | -95643 | -568071 | -581572 | -83268 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7250, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605614400000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759352099301, "expiration_time": 1764039600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.79455 } } }
{ "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": [ [ 326879.9129791544, 194016.5284061875, 132863.3845729669, 10030.5712191137, -338144.1388296607, 348174.710048774 ], [ 326.879913, 194.016528, 132.863385, 10.030571, -338.144139, 348.17471 ], [ 0.180348, 0.107044, 0.073304, 0.005274, 0, 0.082794 ], [ 10, 10, 10, 10, 10, 10 ], [ -108877, -153566, -60759, -669755, -778187, -240549 ], [ 1.294803, 1.299162, 1.288661, 1.00267, 0.854451, 1.242989 ], [ 244, 122, 122, 244, 122, 122 ], [ 113, 54, 59, 113, 54, 59 ], [ 131, 68, 63, 131, 68, 63 ], [ 46.311475, 44.262295, 48.360656, 46.311475, 44.262295, 48.360656 ], [ 1.501055, 1.635982, 1.376028, 1.162388, 1.075975, 1.327259 ], [ 256902, 256902, 47042, 186881, 186881, 136716 ], [ -38388, -30656, -38388, -222184, -222184, -92086 ], [ 29, 33, 24, 29, 33, 24 ], [ 33, 38, 28, 33, 38, 28 ], [ 25, 28, 21, 25, 28, 21 ], [ 7083, 4037, 3046, 7083, 4037, 3046 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314510, -51352, -95643, -568071, -581572, -83268 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7250, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605614400000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759352099301, "expiration_time": 1764039600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 130, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.79455 } } }
# | 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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