Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375948.6298 | 90819.3739 | 285129.2559 | 719812.8941 | 361536.7847 | 358276.1095 |
Total P&L (%) | 375.9486 | 90.8194 | 285.1293 | 719.8129 | 361.5368 | 358.2761 |
Avg Daily Profit (%) | 0.2466 | 0.0596 | 0.1871 | 0.1381 | 0.1004 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102770 | -73368 | -76731 | -426701 | -184888 | -481665 |
Profit Factor | 2.048 | 1.7999 | 2.1629 | 1.5069 | 2.1845 | 1.3214 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 68.6747 | 69.0476 | 68.2927 | 68.6747 | 69.0476 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.9342 | 0.8069 | 1.0042 | 0.6874 | 0.9793 | 0.6135 |
Largest Winning Trade | 47522 | 34891 | 47522 | 209783 | 159201 | 209783 |
Largest Losing Trade | -63606 | -37950 | -63606 | -374611 | -131305 | -374611 |
Avg Bars in Trades | 64 | 26 | 103 | 64 | 26 | 103 |
Avg Bars in Winners | 49 | 21 | 79 | 49 | 21 | 79 |
Avg Bars in Losers | 96 | 39 | 154 | 96 | 39 | 154 |
Bars Traded | 5366 | 1122 | 4244 | 5366 | 1122 | 4244 |
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 | 380013 | -109935 | 465158 | -7121 | -54786 | -58622 |
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1630519200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900273723, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.20269 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 375948.62982417, 90819.3739235558, 285129.2559006142, 719812.8941487313, 361536.7846735719, 358276.1094751591 ], [ 375.94863, 90.819374, 285.129256, 719.812894, 361.536785, 358.276109 ], [ 0.246645, 0.059583, 0.187062, 0.138124, 0.100388, 0.099922 ], [ 10, 10, 10, 10, 10, 10 ], [ -102770, -73368, -76731, -426701, -184888, -481665 ], [ 2.048037, 1.79992, 2.162933, 1.506923, 2.184514, 1.321397 ], [ 83, 42, 41, 83, 42, 41 ], [ 57, 29, 28, 57, 29, 28 ], [ 26, 13, 13, 26, 13, 13 ], [ 68.674699, 69.047619, 68.292683, 68.674699, 69.047619, 68.292683 ], [ 0.934192, 0.806861, 1.004219, 0.687369, 0.979265, 0.613506 ], [ 47522, 34891, 47522, 209783, 159201, 209783 ], [ -63606, -37950, -63606, -374611, -131305, -374611 ], [ 64, 26, 103, 64, 26, 103 ], [ 49, 21, 79, 49, 21, 79 ], [ 96, 39, 154, 96, 39, 154 ], [ 5366, 1122, 4244, 5366, 1122, 4244 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380013, -109935, 465158, -7121, -54786, -58622 ] ] }
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1630519200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900273723, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.20269 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 3 } } }
# | 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) |
---|