Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492761.5299 | 353727.5471 | 139033.9828 | 763175.7858 | 270939.0535 | 492236.7323 |
Total P&L (%) | 492.7615 | 353.7275 | 139.034 | 763.1758 | 270.9391 | 492.2367 |
Avg Daily Profit (%) | 0.2761 | 0.1982 | 0.0779 | 0.1208 | 0.0735 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125609 | -47589 | -98527 | -1067332 | -569985 | -761278 |
Profit Factor | 2.0137 | 2.4759 | 1.5642 | 1.2148 | 1.1541 | 1.2743 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 44.2857 | 42.8571 | 45.7143 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.5334 | 3.3012 | 1.8575 | 1.5283 | 1.5388 | 1.5133 |
Largest Winning Trade | 225959 | 225959 | 72820 | 711446 | 404095 | 711446 |
Largest Losing Trade | -34664 | -27643 | -34664 | -336584 | -283376 | -336584 |
Avg Bars in Trades | 48 | 32 | 63 | 48 | 32 | 63 |
Avg Bars in Winners | 88 | 51 | 122 | 88 | 51 | 122 |
Avg Bars in Losers | 16 | 18 | 13 | 16 | 18 | 13 |
Bars Traded | 3367 | 1138 | 2229 | 3367 | 1138 | 2229 |
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 | -88902 | 343318 | -87819 | -131613 | -147536 | -60512 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3570, "evaluation_days": 1785, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759953361459, "expiration_time": 1764551520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.88967 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 492761.5299077835, 353727.5471167857, 139033.9827909977, 763175.7858112102, 270939.0534995705, 492236.7323116395 ], [ 492.76153, 353.727547, 139.033983, 763.175786, 270.939053, 492.236732 ], [ 0.276057, 0.198167, 0.07789, 0.120826, 0.073465, 0.099699 ], [ 10, 10, 10, 10, 10, 10 ], [ -125609, -47589, -98527, -1067332, -569985, -761278 ], [ 2.013697, 2.475909, 1.564179, 1.214836, 1.154109, 1.274339 ], [ 70, 35, 35, 70, 35, 35 ], [ 31, 15, 16, 31, 15, 16 ], [ 39, 20, 19, 39, 20, 19 ], [ 44.285714, 42.857143, 45.714286, 44.285714, 42.857143, 45.714286 ], [ 2.533361, 3.301212, 1.857463, 1.528342, 1.538812, 1.513277 ], [ 225959, 225959, 72820, 711446, 404095, 711446 ], [ -34664, -27643, -34664, -336584, -283376, -336584 ], [ 48, 32, 63, 48, 32, 63 ], [ 88, 51, 122, 88, 51, 122 ], [ 16, 18, 13, 16, 18, 13 ], [ 3367, 1138, 2229, 3367, 1138, 2229 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88902, 343318, -87819, -131613, -147536, -60512 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3570, "evaluation_days": 1785, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759953361459, "expiration_time": 1764551520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 222, "offset": 0, "multiplier": 2.88967 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|