Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676750.3426 | 425545.4175 | 251204.9251 | 1558574.5064 | -287781.0115 | 1846355.5179 |
Total P&L (%) | 676.7503 | 425.5454 | 251.2049 | 1558.5745 | -287.781 | 1846.3555 |
Avg Daily Profit (%) | 0.375 | 0.2358 | 0.1392 | 0.1558 | 0 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98246 | -81534 | -50481 | -3198392 | -2866044 | -1816790 |
Profit Factor | 1.7703 | 1.826 | 1.6913 | 1.0833 | 0.9738 | 1.2386 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 39.0244 | 36.5854 | 41.4634 | 39.0244 | 36.5854 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.766 | 3.165 | 2.3877 | 1.6926 | 1.6879 | 1.7486 |
Largest Winning Trade | 339116 | 339116 | 52230 | 1668513 | 1668513 | 842886 |
Largest Losing Trade | -23520 | -23520 | -23288 | -958112 | -886588 | -958112 |
Avg Bars in Trades | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Winners | 139 | 123 | 154 | 139 | 123 | 154 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 21444 | 9993 | 11451 | 21444 | 9993 | 11451 |
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 | 356742 | 214102 | -7535 | -123159 | -583444 | 180288 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604052000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972570575, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.39619 } } }
{ "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": [ [ 676750.3425682231, 425545.4175110164, 251204.9250572067, 1558574.5064154197, -287781.011472803, 1846355.517888224 ], [ 676.750343, 425.545418, 251.204925, 1558.574506, -287.781011, 1846.355518 ], [ 0.375035, 0.235825, 0.13921, 0.155762, 0, 0.164643 ], [ 10, 10, 10, 10, 10, 10 ], [ -98246, -81534, -50481, -3198392, -2866044, -1816790 ], [ 1.77026, 1.825973, 1.691272, 1.083253, 0.973797, 1.23861 ], [ 246, 123, 123, 246, 123, 123 ], [ 96, 45, 51, 96, 45, 51 ], [ 150, 78, 72, 150, 78, 72 ], [ 39.02439, 36.585366, 41.463415, 39.02439, 36.585366, 41.463415 ], [ 2.766031, 3.16502, 2.387679, 1.692583, 1.687916, 1.748626 ], [ 339116, 339116, 52230, 1668513, 1668513, 842886 ], [ -23520, -23520, -23288, -958112, -886588, -958112 ], [ 87, 81, 93, 87, 81, 93 ], [ 139, 123, 154, 139, 123, 154 ], [ 53, 56, 49, 53, 56, 49 ], [ 21444, 9993, 11451, 21444, 9993, 11451 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356742, 214102, -7535, -123159, -583444, 180288 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604052000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758972570575, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.39619 } } }
# | 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) |
---|