Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287649.701 | 192562.2089 | 95087.4921 | 312208.7781 | 353999.5701 | -41790.792 |
Total P&L (%) | 287.6497 | 192.5622 | 95.0875 | 312.2088 | 353.9996 | -41.7908 |
Avg Daily Profit (%) | 0.266 | 0.178 | 0.0879 | 0.131 | 0.14 | -0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117017 | -89659 | -106952 | -1068372 | -789403 | -878722 |
Profit Factor | 1.247 | 1.3162 | 1.1711 | 1.0457 | 1.1037 | 0.9878 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Losing Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Profitability (%) | 54.0724 | 54.2986 | 53.8462 | 54.0724 | 54.2986 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0592 | 1.1078 | 1.0038 | 0.8882 | 0.929 | 0.8467 |
Largest Winning Trade | 36026 | 36026 | 25968 | 127712 | 105326 | 127712 |
Largest Losing Trade | -31907 | -31907 | -25547 | -256686 | -200754 | -256686 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Losers | 32 | 41 | 23 | 32 | 41 | 23 |
Bars Traded | 12868 | 7343 | 5525 | 12868 | 7343 | 5525 |
Profit Streak | 1.7312 | 0 | 1.8146 | 1.7312 | 0 | 1.8146 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314878 | 315878 | -108724 | -189240 | -113092 | -581640 |
{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12979, "evaluation_days": 1081.58, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666634400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759584777729, "expiration_time": 1762943356800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 3.44501 } } }
{ "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": [ [ 287649.7010290897, 192562.2088907429, 95087.4921383475, 312208.7780779367, 353999.5700837322, -41790.7920057956 ], [ 287.649701, 192.562209, 95.087492, 312.208778, 353.99957, -41.790792 ], [ 0.265953, 0.178038, 0.087915, 0.131039, 0.139979, -0.050019 ], [ 10, 10, 10, 10, 10, 10 ], [ -117017, -89659, -106952, -1068372, -789403, -878722 ], [ 1.246982, 1.316172, 1.171138, 1.045672, 1.103737, 0.987792 ], [ 442, 221, 221, 442, 221, 221 ], [ 239, 120, 119, 239, 120, 119 ], [ 203, 101, 102, 203, 101, 102 ], [ 54.072398, 54.298643, 53.846154, 54.072398, 54.298643, 53.846154 ], [ 1.059152, 1.107778, 1.003833, 0.888165, 0.928978, 0.846679 ], [ 36026, 36026, 25968, 127712, 105326, 127712 ], [ -31907, -31907, -25547, -256686, -200754, -256686 ], [ 29, 33, 25, 29, 33, 25 ], [ 26, 25, 26, 26, 25, 26 ], [ 32, 41, 23, 32, 41, 23 ], [ 12868, 7343, 5525, 12868, 7343, 5525 ], [ 1.731224, 0, 1.814557, 1.731224, 0, 1.814557 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314878, 315878, -108724, -189240, -113092, -581640 ] ] }
{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12979, "evaluation_days": 1081.58, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1666634400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759584777729, "expiration_time": 1762943356800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 3.44501 } } }
# | 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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