Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490939.6359 | 333061.3644 | 157878.2715 | 362793.9712 | -196119.8163 | 558913.7874 |
Total P&L (%) | 490.9396 | 333.0614 | 157.8783 | 362.794 | -196.1198 | 558.9138 |
Avg Daily Profit (%) | 0.27 | 0.1832 | 0.0868 | 0.0843 | 0 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117089 | -90014 | -45154 | -648136 | -627107 | -358511 |
Profit Factor | 1.8163 | 1.9731 | 1.6092 | 1.1117 | 0.8969 | 1.4157 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.7582 | 39.1304 | 44.4444 | 41.7582 | 39.1304 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.5333 | 3.0693 | 2.0115 | 1.5506 | 1.3952 | 1.7696 |
Largest Winning Trade | 293559 | 293559 | 65752 | 335752 | 335752 | 255341 |
Largest Losing Trade | -42416 | -42416 | -36810 | -311255 | -294809 | -311255 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 5145 | 2653 | 2492 | 5145 | 2653 | 2492 |
Profit Streak | 7.434 | 12.1006 | 0 | 7.434 | 12.1006 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337763 | 276982 | -76086 | -179203 | -582642 | -54256 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1608940800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759861493347, "expiration_time": 1764565920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 3.50977 } } }
{ "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": [ [ 490939.6359159318, 333061.3644461816, 157878.2714697502, 362793.9711628926, -196119.8162518503, 558913.7874147429 ], [ 490.939636, 333.061364, 157.878271, 362.793971, -196.119816, 558.913787 ], [ 0.269995, 0.183169, 0.086826, 0.084295, 0, 0.103744 ], [ 10, 10, 10, 10, 10, 10 ], [ -117089, -90014, -45154, -648136, -627107, -358511 ], [ 1.816295, 1.973128, 1.609179, 1.111735, 0.896904, 1.415668 ], [ 91, 46, 45, 91, 46, 45 ], [ 38, 18, 20, 38, 18, 20 ], [ 53, 28, 25, 53, 28, 25 ], [ 41.758242, 39.130435, 44.444444, 41.758242, 39.130435, 44.444444 ], [ 2.533254, 3.06931, 2.011474, 1.550578, 1.395184, 1.769585 ], [ 293559, 293559, 65752, 335752, 335752, 255341 ], [ -42416, -42416, -36810, -311255, -294809, -311255 ], [ 56, 57, 55, 56, 57, 55 ], [ 83, 81, 84, 83, 81, 84 ], [ 37, 42, 31, 37, 42, 31 ], [ 5145, 2653, 2492, 5145, 2653, 2492 ], [ 7.433951, 12.100617, 0, 7.433951, 12.100617, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337763, 276982, -76086, -179203, -582642, -54256 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5455, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1608940800000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759861493347, "expiration_time": 1764565920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 68, "offset": 0, "multiplier": 3.50977 } } }
# | 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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