Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153714.3355 | 409020.5459 | -255306.2104 | -99770.8622 | 25639.0573 | -125409.9195 |
Total P&L (%) | 153.7143 | 409.0205 | -255.3062 | -99.7709 | 25.6391 | -125.4099 |
Avg Daily Profit (%) | 0.0662 | 0.176 | -0.1099 | -0.2613 | 0.0098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -319405 | -224833 | -393682 | -196498 | -82827 | -176743 |
Profit Factor | 1.0911 | 1.4965 | 0.7041 | 0.7418 | 1.1901 | 0.5015 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Losing Trades | 132 | 60 | 72 | 132 | 60 | 72 |
Profitability (%) | 40.2715 | 45.4545 | 35.1351 | 40.2715 | 45.4545 | 35.1351 |
Ratio Avg Win / Avg Loss | 1.6183 | 1.7958 | 1.2999 | 1.1002 | 1.4281 | 0.9258 |
Largest Winning Trade | 266030 | 266030 | 47396 | 44406 | 38463 | 44406 |
Largest Losing Trade | -92251 | -47191 | -92251 | -66546 | -66546 | -44682 |
Avg Bars in Trades | 29 | 37 | 21 | 29 | 37 | 21 |
Avg Bars in Winners | 37 | 39 | 34 | 37 | 39 | 34 |
Avg Bars in Losers | 23 | 35 | 14 | 23 | 35 | 14 |
Bars Traded | 6474 | 4126 | 2348 | 6474 | 4126 | 2348 |
Profit Streak | 14.1566 | 14.4899 | 14.1566 | 14.1566 | 14.4899 | 14.1566 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225028 | 301485 | -584278 | -580384 | -196052 | -585945 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067926634, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 2.57968 } } }
{ "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": [ [ 153714.3354621291, 409020.5458564271, -255306.2103942979, -99770.8621778469, 25639.0572795265, -125409.9194573734 ], [ 153.714335, 409.020546, -255.30621, -99.770862, 25.639057, -125.409919 ], [ 0.066161, 0.176049, -0.109888, -0.261291, 0.009824, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -319405, -224833, -393682, -196498, -82827, -176743 ], [ 1.091139, 1.496541, 0.704112, 0.741809, 1.190108, 0.501467 ], [ 221, 110, 111, 221, 110, 111 ], [ 89, 50, 39, 89, 50, 39 ], [ 132, 60, 72, 132, 60, 72 ], [ 40.271493, 45.454545, 35.135135, 40.271493, 45.454545, 35.135135 ], [ 1.618319, 1.795849, 1.2999, 1.100212, 1.42813, 0.925785 ], [ 266030, 266030, 47396, 44406, 38463, 44406 ], [ -92251, -47191, -92251, -66546, -66546, -44682 ], [ 29, 37, 21, 29, 37, 21 ], [ 37, 39, 34, 37, 39, 34 ], [ 23, 35, 14, 23, 35, 14 ], [ 6474, 4126, 2348, 6474, 4126, 2348 ], [ 14.156558, 14.489891, 14.156558, 14.156558, 14.489892, 14.156558 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -225028, 301485, -584278, -580384, -196052, -585945 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6970, "evaluation_days": 2323.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760067926634, "expiration_time": 1766076480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 246, "offset": 0, "multiplier": 2.57968 } } }
# | 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) |
---|