Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587708.1596 | 658636.7513 | -70928.5918 | -52968.4308 | 1112058.1512 | -1165026.582 |
Total P&L (%) | 587.7082 | 658.6368 | -70.9286 | -52.9684 | 1112.0582 | -1165.0266 |
Avg Daily Profit (%) | 0.2822 | 0.3163 | -0.0341 | -0.0362 | 0.1199 | 0 |
Buy And Hold Return (%) | 88.7352 | 88.7352 | 88.7352 | 88.7352 | 88.7352 | 88.7352 |
Max Trade Drawdown | -234980 | -204454 | -131123 | -5839643 | -5259161 | -3901991 |
Profit Factor | 1.223 | 1.4262 | 0.935 | 0.9983 | 1.0678 | 0.9168 |
Total Trades | 802 | 401 | 401 | 802 | 401 | 401 |
Winning Trades | 371 | 181 | 190 | 371 | 181 | 190 |
Losing Trades | 431 | 220 | 211 | 431 | 220 | 211 |
Profitability (%) | 46.2594 | 45.1372 | 47.3815 | 46.2594 | 45.1372 | 47.3815 |
Ratio Avg Win / Avg Loss | 1.4208 | 1.7336 | 1.0383 | 1.1597 | 1.2979 | 1.0182 |
Largest Winning Trade | 364581 | 364581 | 24825 | 1333462 | 1333462 | 634602 |
Largest Losing Trade | -42643 | -42643 | -22373 | -940928 | -940928 | -916005 |
Avg Bars in Trades | 31 | 48 | 13 | 31 | 48 | 13 |
Avg Bars in Winners | 35 | 58 | 13 | 35 | 58 | 13 |
Avg Bars in Losers | 27 | 40 | 13 | 27 | 40 | 13 |
Bars Traded | 24867 | 19478 | 5389 | 24867 | 19478 | 5389 |
Profit Streak | 0 | 0 | 8.1333 | 0 | 0 | 8.1333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390119 | 383307 | -577637 | -576377 | -178841 | -577637 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579075200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758849113629, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 2.99333 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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": [ [ 587708.159567846, 658636.7513310189, -70928.5917631728, -52968.4307787339, 1112058.15121173, -1165026.5819904609 ], [ 587.70816, 658.636751, -70.928592, -52.968431, 1112.058151, -1165.026582 ], [ 0.282213, 0.316272, -0.034059, -0.036217, 0.119875, 0 ], [ 88.735178, 88.735178, 88.735178, 88.735178, 88.735178, 88.735178 ], [ -234980, -204454, -131123, -5839643, -5259161, -3901991 ], [ 1.222971, 1.42624, 0.934963, 0.998258, 1.067811, 0.916828 ], [ 802, 401, 401, 802, 401, 401 ], [ 371, 181, 190, 371, 181, 190 ], [ 431, 220, 211, 431, 220, 211 ], [ 46.259352, 45.137157, 47.381546, 46.259352, 45.137157, 47.381546 ], [ 1.420756, 1.733552, 1.038301, 1.159701, 1.297892, 1.018161 ], [ 364581, 364581, 24825, 1333462, 1333462, 634602 ], [ -42643, -42643, -22373, -940928, -940928, -916005 ], [ 31, 48, 13, 31, 48, 13 ], [ 35, 58, 13, 35, 58, 13 ], [ 27, 40, 13, 27, 40, 13 ], [ 24867, 19478, 5389, 24867, 19478, 5389 ], [ 0, 0, 8.133259, 0, 0, 8.13326 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390119, 383307, -577637, -576377, -178841, -577637 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579075200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758849113629, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 48, "offset": 0, "multiplier": 2.99333 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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) |
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