Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634375.0306 | 379426.7226 | 254948.3079 | 2817615.1767 | -1481403.2234 | 4299018.4001 |
Total P&L (%) | 634.375 | 379.4267 | 254.9483 | 2817.6152 | -1481.4032 | 4299.0184 |
Avg Daily Profit (%) | 0.3487 | 0.2085 | 0.1401 | 0.1856 | 0 | 0.2082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104775 | -82533 | -58219 | -8358469 | -6720144 | -4626585 |
Profit Factor | 2.1886 | 2.448 | 1.9384 | 1.1026 | 0.894 | 1.3188 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 53.211 | 49.0909 | 57.4074 | 53.211 | 49.0909 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.9245 | 2.5386 | 1.4382 | 0.9695 | 0.9271 | 0.9784 |
Largest Winning Trade | 263203 | 263203 | 71089 | 2196596 | 2174450 | 2196596 |
Largest Losing Trade | -30643 | -30643 | -29770 | -3442314 | -3442314 | -2263882 |
Avg Bars in Trades | 63 | 45 | 82 | 63 | 45 | 82 |
Avg Bars in Winners | 87 | 59 | 111 | 87 | 59 | 111 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 6965 | 2525 | 4440 | 6965 | 2525 | 4440 |
Profit Streak | 0 | 0 | 31.9882 | 0 | 0 | 31.9882 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510426 | -168050 | -181963 | -100692 | -761186 | -171915 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7278, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966982053, "expiration_time": 1764662544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 3.4057 } } }
{ "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": [ [ 634375.0305519144, 379426.7226276763, 254948.307924238, 2817615.1766887684, -1481403.2233694294, 4299018.400058201 ], [ 634.375031, 379.426723, 254.948308, 2817.615177, -1481.403223, 4299.0184 ], [ 0.348653, 0.208534, 0.14012, 0.185572, 0, 0.208184 ], [ 10, 10, 10, 10, 10, 10 ], [ -104775, -82533, -58219, -8358469, -6720144, -4626585 ], [ 2.188615, 2.44798, 1.938445, 1.102619, 0.893958, 1.318753 ], [ 109, 55, 54, 109, 55, 54 ], [ 58, 27, 31, 58, 27, 31 ], [ 51, 28, 23, 51, 28, 23 ], [ 53.211009, 49.090909, 57.407407, 53.211009, 49.090909, 57.407407 ], [ 1.924471, 2.538645, 1.438201, 0.969545, 0.927067, 0.978429 ], [ 263203, 263203, 71089, 2196596, 2174450, 2196596 ], [ -30643, -30643, -29770, -3442314, -3442314, -2263882 ], [ 63, 45, 82, 63, 45, 82 ], [ 87, 59, 111, 87, 59, 111 ], [ 37, 32, 43, 37, 32, 43 ], [ 6965, 2525, 4440, 6965, 2525, 4440 ], [ 0, 0, 31.988218, 0, 0, 31.988218 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 510426, -168050, -181963, -100692, -761186, -171915 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7278, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759966982053, "expiration_time": 1764662544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 3.4057 } } }
# | 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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