Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459284.9797 | 313687.0588 | 145597.9209 | 678404.5486 | 281757.0207 | 396647.5279 |
Total P&L (%) | 459.285 | 313.6871 | 145.5979 | 678.4045 | 281.757 | 396.6475 |
Avg Daily Profit (%) | 0.2384 | 0.1628 | 0.0756 | 0.1066 | 0.0696 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146343 | -142256 | -79181 | -532367 | -394455 | -429515 |
Profit Factor | 1.7659 | 2.027 | 1.4948 | 1.3671 | 1.2935 | 1.4466 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.5697 | 1.8018 | 1.3287 | 1.2152 | 1.1498 | 1.2859 |
Largest Winning Trade | 138647 | 138647 | 44228 | 275615 | 275615 | 157036 |
Largest Losing Trade | -62428 | -62428 | -28236 | -292805 | -292805 | -148329 |
Avg Bars in Trades | 34 | 43 | 26 | 34 | 43 | 26 |
Avg Bars in Winners | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Losers | 30 | 45 | 16 | 30 | 45 | 16 |
Bars Traded | 3565 | 2220 | 1345 | 3565 | 2220 | 1345 |
Profit Streak | 81.1997 | 81.1997 | 115.1997 | 81.1997 | 81.1997 | 115.1997 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479430 | -167960 | -269202 | -47776 | -279131 | -259295 |
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3853, "evaluation_days": 1926.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466856575, "expiration_time": 1764443088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.41567 } } }
{ "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": [ [ 459284.9796956476, 313687.0587795624, 145597.9209160852, 678404.5486339831, 281757.0206871989, 396647.5279467839 ], [ 459.28498, 313.687059, 145.597921, 678.404549, 281.757021, 396.647528 ], [ 0.238404, 0.162827, 0.075576, 0.106575, 0.06956, 0.083227 ], [ 10, 10, 10, 10, 10, 10 ], [ -146343, -142256, -79181, -532367, -394455, -429515 ], [ 1.765857, 2.027049, 1.494768, 1.367058, 1.29347, 1.446609 ], [ 102, 51, 51, 102, 51, 51 ], [ 54, 27, 27, 54, 27, 27 ], [ 48, 24, 24, 48, 24, 24 ], [ 52.941176, 52.941176, 52.941176, 52.941176, 52.941176, 52.941176 ], [ 1.56965, 1.801821, 1.328682, 1.215163, 1.149751, 1.285875 ], [ 138647, 138647, 44228, 275615, 275615, 157036 ], [ -62428, -62428, -28236, -292805, -292805, -148329 ], [ 34, 43, 26, 34, 43, 26 ], [ 38, 42, 34, 38, 42, 34 ], [ 30, 45, 16, 30, 45, 16 ], [ 3565, 2220, 1345, 3565, 2220, 1345 ], [ 81.199729, 81.199729, 115.199729, 81.199729, 81.199729, 115.199729 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 479430, -167960, -269202, -47776, -279131, -259295 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3853, "evaluation_days": 1926.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466856575, "expiration_time": 1764443088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 164, "offset": 0, "multiplier": 3.41567 } } }
# | 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) |
---|