Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279064.4711 | 277438.4219 | 1626.0493 | 4306354.7263 | 58521.567 | 4247833.1593 |
Total P&L (%) | 279.0645 | 277.4384 | 1.626 | 4306.3547 | 58.5216 | 4247.8332 |
Avg Daily Profit (%) | 0.1115 | 0.1109 | 0.0007 | 0.1514 | 0.0184 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193068 | -114150 | -187513 | -3167730 | -1689518 | -2311991 |
Profit Factor | 1.3221 | 1.7753 | 1.0032 | 1.4944 | 1.0128 | 2.0307 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 100 | 47 | 53 | 78 | 44 | 34 |
Losing Trades | 58 | 32 | 26 | 80 | 35 | 45 |
Profitability (%) | 63.2911 | 59.4937 | 67.0886 | 49.3671 | 55.6962 | 43.038 |
Ratio Avg Win / Avg Loss | 0.7668 | 1.2087 | 0.4921 | 1.5327 | 0.8056 | 2.6877 |
Largest Winning Trade | 48521 | 48521 | 46842 | 4607258 | 939241 | 4607258 |
Largest Losing Trade | -172418 | -44047 | -172418 | -736704 | -736704 | -664632 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 37 | 31 | 42 | 49 | 46 | 53 |
Avg Bars in Losers | 61 | 59 | 63 | 42 | 38 | 46 |
Bars Traded | 7297 | 3383 | 3914 | 7297 | 3383 | 3914 |
Profit Streak | 36.0814 | 0 | 146.0814 | 36.0814 | 0 | 146.0814 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42483 | -68191 | -599507 | 400686 | -403408 | -16836 |
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759255029290, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.10991 } }, "second_band": { "type": "wma", "factors": { "length": 168, "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": [ [ 279064.4711477157, 277438.4218959145, 1626.0492518014, 4306354.726314328, 58521.5669865767, 4247833.159327751 ], [ 279.064471, 277.438422, 1.626049, 4306.354726, 58.521567, 4247.833159 ], [ 0.111507, 0.110857, 0.00065, 0.151378, 0.018411, 0.150843 ], [ 10, 10, 10, 10, 10, 10 ], [ -193068, -114150, -187513, -3167730, -1689518, -2311991 ], [ 1.322109, 1.775313, 1.003198, 1.494407, 1.012753, 2.030719 ], [ 158, 79, 79, 158, 79, 79 ], [ 100, 47, 53, 78, 44, 34 ], [ 58, 32, 26, 80, 35, 45 ], [ 63.291139, 59.493671, 67.088608, 49.367089, 55.696203, 43.037975 ], [ 0.766823, 1.208723, 0.492135, 1.532726, 0.805599, 2.687716 ], [ 48521, 48521, 46842, 4607258, 939241, 4607258 ], [ -172418, -44047, -172418, -736704, -736704, -664632 ], [ 46, 42, 49, 46, 42, 49 ], [ 37, 31, 42, 49, 46, 53 ], [ 61, 59, 63, 42, 38, 46 ], [ 7297, 3383, 3914, 7297, 3383, 3914 ], [ 36.081357, 0, 146.081357, 36.081357, 0, 146.081357 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -42483, -68191, -599507, 400686, -403408, -16836 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 2502.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759255029290, "expiration_time": 1765734912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.10991 } }, "second_band": { "type": "wma", "factors": { "length": 168, "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) |
---|