Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346834.5057 | 444307.3657 | -97472.86 | -93339.618 | 1465686.7209 | -1559026.3389 |
Total P&L (%) | 346.8345 | 444.3074 | -97.4729 | -93.3396 | 1465.6867 | -1559.0263 |
Avg Daily Profit (%) | 0.1494 | 0.1913 | -0.042 | -0.1166 | 0.1185 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -345533 | -234845 | -240497 | -2774102 | -1078616 | -2272422 |
Profit Factor | 1.1658 | 1.4077 | 0.9027 | 0.9877 | 1.4282 | 0.6246 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Losing Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Profitability (%) | 49.7423 | 50 | 49.4845 | 49.7423 | 50 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.1779 | 1.4077 | 0.9215 | 0.9979 | 1.4282 | 0.6376 |
Largest Winning Trade | 232199 | 232199 | 36555 | 1600895 | 1600895 | 349302 |
Largest Losing Trade | -41451 | -41451 | -40189 | -944570 | -944570 | -890100 |
Avg Bars in Trades | 35 | 37 | 32 | 35 | 37 | 32 |
Avg Bars in Winners | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
Bars Traded | 13729 | 7353 | 6375 | 13729 | 7353 | 6375 |
Profit Streak | 10.8119 | 13.8119 | 10.8119 | 10.8119 | 13.8119 | 10.8119 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28768 | 336528 | -579873 | -577754 | -32407 | -579873 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13932, "evaluation_days": 2322, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561521600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760009349230, "expiration_time": 1766015424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.35311 } } }
{ "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": [ [ 346834.5056923611, 444307.3656513236, -97472.859958963, -93339.6179816961, 1465686.7208873038, -1559026.3388689978 ], [ 346.834506, 444.307366, -97.47286, -93.339618, 1465.686721, -1559.026339 ], [ 0.149369, 0.191347, -0.041978, -0.116598, 0.118542, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -345533, -234845, -240497, -2774102, -1078616, -2272422 ], [ 1.165803, 1.407706, 0.902728, 0.987678, 1.428237, 0.62457 ], [ 388, 194, 194, 388, 194, 194 ], [ 193, 97, 96, 193, 97, 96 ], [ 195, 97, 98, 195, 97, 98 ], [ 49.742268, 50, 49.484536, 49.742268, 50, 49.484536 ], [ 1.177884, 1.407706, 0.921535, 0.997913, 1.428237, 0.637582 ], [ 232199, 232199, 36555, 1600895, 1600895, 349302 ], [ -41451, -41451, -40189, -944570, -944570, -890100 ], [ 35, 37, 32, 35, 37, 32 ], [ 39, 42, 37, 39, 42, 37 ], [ 30, 33, 28, 30, 33, 28 ], [ 13729, 7353, 6375, 13729, 7353, 6375 ], [ 10.811912, 13.811912, 10.811912, 10.811912, 13.811912, 10.811912 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28768, 336528, -579873, -577754, -32407, -579873 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13932, "evaluation_days": 2322, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561521600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760009349230, "expiration_time": 1766015424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.35311 } } }
# | 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) |
---|