Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2887660.308 | 2861936.7925 | 25723.5154 | 122319.6247 | 2828820.4656 | -2706500.8409 |
Total P&L (%) | 2887.6603 | 2861.9368 | 25.7235 | 122.3196 | 2828.8205 | -2706.5008 |
Avg Daily Profit (%) | 1.2516 | 1.2405 | 0.0111 | 0.0346 | 0.1465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204667 | -132886 | -179254 | -6793392 | -2984447 | -4565511 |
Profit Factor | 3.4009 | 5.7249 | 1.0431 | 1.0103 | 1.5334 | 0.5879 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 37.2973 | 31.1828 | 43.4783 | 37.2973 | 31.1828 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.7174 | 12.6343 | 1.356 | 1.6985 | 3.384 | 0.7642 |
Largest Winning Trade | 2774679 | 2774679 | 68285 | 5756177 | 5756177 | 1014744 |
Largest Losing Trade | -54701 | -37339 | -54701 | -3488518 | -987371 | -3488518 |
Avg Bars in Trades | 72 | 65 | 79 | 72 | 65 | 79 |
Avg Bars in Winners | 123 | 120 | 125 | 123 | 120 | 125 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 13415 | 6118 | 7298 | 13415 | 6118 | 7298 |
Profit Streak | 0 | 0 | 12.7684 | 0 | 0 | 12.7684 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579257 | 513043 | -356798 | -358679 | -2078 | -583010 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896793019, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.66529 } } }
{ "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": [ [ 2887660.3079569335, 2861936.7925120094, 25723.5154449238, 122319.6247454407, 2828820.4656169456, -2706500.8408715064 ], [ 2887.660308, 2861.936793, 25.723515, 122.319625, 2828.820466, -2706.500841 ], [ 1.251603, 1.240453, 0.011149, 0.034635, 0.146485, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -204667, -132886, -179254, -6793392, -2984447, -4565511 ], [ 3.400885, 5.724921, 1.043085, 1.010304, 1.533384, 0.587866 ], [ 185, 93, 92, 185, 93, 92 ], [ 69, 29, 40, 69, 29, 40 ], [ 116, 64, 52, 116, 64, 52 ], [ 37.297297, 31.182796, 43.478261, 37.297297, 31.182796, 43.478261 ], [ 5.717431, 12.634307, 1.356011, 1.698483, 3.384021, 0.764226 ], [ 2774679, 2774679, 68285, 5756177, 5756177, 1014744 ], [ -54701, -37339, -54701, -3488518, -987371, -3488518 ], [ 72, 65, 79, 72, 65, 79 ], [ 123, 120, 125, 123, 120, 125 ], [ 42, 41, 44, 42, 41, 44 ], [ 13415, 6118, 7298, 13415, 6118, 7298 ], [ 0, 0, 12.768438, 0, 0, 12.768438 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 579257, 513043, -356798, -358679, -2078, -583010 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562313600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896793019, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.66529 } } }
# | 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) |
---|