Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243831.8715 | 207907.0902 | 35924.7814 | 137464.2938 | 77952.4173 | 59511.8765 |
Total P&L (%) | 243.8319 | 207.9071 | 35.9248 | 137.4643 | 77.9524 | 59.5119 |
Avg Daily Profit (%) | 0.171 | 0.1458 | 0.0252 | 0.0607 | 0.0404 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83912 | -63671 | -46211 | -120116 | -107272 | -48436 |
Profit Factor | 1.5117 | 1.6765 | 1.2123 | 1.2324 | 1.1927 | 1.3183 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 51.5789 | 54.1667 | 48.9362 | 51.5789 | 54.1667 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.4191 | 1.4186 | 1.265 | 1.157 | 1.0092 | 1.3756 |
Largest Winning Trade | 132697 | 132697 | 17224 | 99421 | 99421 | 34646 |
Largest Losing Trade | -47190 | -47190 | -17228 | -72032 | -72032 | -23181 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 57 | 68 | 45 | 57 | 68 | 45 |
Avg Bars in Losers | 24 | 31 | 18 | 24 | 31 | 18 |
Bars Traded | 3949 | 2464 | 1485 | 3949 | 2464 | 1485 |
Profit Streak | 0 | 0 | 87.1543 | 0 | 0 | 87.1543 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331490 | 152615 | -161632 | -111806 | -146806 | -149024 |
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 1426.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641081600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759722131916, "expiration_time": 1763405856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 2.89861 } } }
{ "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": [ [ 243831.8715395257, 207907.0901866528, 35924.7813528728, 137464.2937551327, 77952.4172921757, 59511.876462957 ], [ 243.831872, 207.90709, 35.924781, 137.464294, 77.952417, 59.511876 ], [ 0.170951, 0.145764, 0.025187, 0.060653, 0.040416, 0.032743 ], [ 10, 10, 10, 10, 10, 10 ], [ -83912, -63671, -46211, -120116, -107272, -48436 ], [ 1.511668, 1.67647, 1.212319, 1.232437, 1.192737, 1.318322 ], [ 95, 48, 47, 95, 48, 47 ], [ 49, 26, 23, 49, 26, 23 ], [ 46, 22, 24, 46, 22, 24 ], [ 51.578947, 54.166667, 48.93617, 51.578947, 54.166667, 48.93617 ], [ 1.419117, 1.418552, 1.265028, 1.156982, 1.009239, 1.375641 ], [ 132697, 132697, 17224, 99421, 99421, 34646 ], [ -47190, -47190, -17228, -72032, -72032, -23181 ], [ 41, 51, 31, 41, 51, 31 ], [ 57, 68, 45, 57, 68, 45 ], [ 24, 31, 18, 24, 31, 18 ], [ 3949, 2464, 1485, 3949, 2464, 1485 ], [ 0, 0, 87.154304, 0, 0, 87.154305 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331490, 152615, -161632, -111806, -146806, -149024 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 1426.33, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641081600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759722131916, "expiration_time": 1763405856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 207, "offset": 0, "multiplier": 2.89861 } } }
# | 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) |
---|