Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315362.3 | 272891.025 | 42471.275 | 122759.0887 | 142578.6228 | -19819.5341 |
Total P&L (%) | 315.3623 | 272.891 | 42.4713 | 122.7591 | 142.5786 | -19.8195 |
Avg Daily Profit (%) | 0.1776 | 0.1537 | 0.0239 | 0.0451 | 0.0499 | -0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81638 | -82418 | -97759 | -242098 | -271063 | -202619 |
Profit Factor | 1.3632 | 1.6305 | 1.0975 | 1.0607 | 1.1338 | 0.9793 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 46.1538 | 48.2353 | 44.0476 | 46.1538 | 48.2353 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.5904 | 1.7498 | 1.3941 | 1.2375 | 1.2168 | 1.244 |
Largest Winning Trade | 68268 | 64680 | 68268 | 126124 | 93434 | 126124 |
Largest Losing Trade | -49835 | -25120 | -49835 | -95034 | -95034 | -85353 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 6877 | 3483 | 3394 | 6877 | 3483 | 3394 |
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 | 302403 | 334773 | -278826 | -287014 | -200569 | -581755 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7103, "evaluation_days": 1775.75, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1609005600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759192822794, "expiration_time": 1763771544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 166, "multiplier": 2.71386 } } }
{ "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": [ [ 315362.2999845344, 272891.0249692283, 42471.2750153064, 122759.088700407, 142578.6227579635, -19819.5340575564 ], [ 315.3623, 272.891025, 42.471275, 122.759089, 142.578623, -19.819534 ], [ 0.177594, 0.153676, 0.023917, 0.045113, 0.049916, -0.012438 ], [ 10, 10, 10, 10, 10, 10 ], [ -81638, -82418, -97759, -242098, -271063, -202619 ], [ 1.363168, 1.630492, 1.097513, 1.060708, 1.133839, 0.979286 ], [ 169, 85, 84, 169, 85, 84 ], [ 78, 41, 37, 78, 41, 37 ], [ 91, 44, 47, 91, 44, 47 ], [ 46.153846, 48.235294, 44.047619, 46.153846, 48.235294, 44.047619 ], [ 1.590362, 1.749796, 1.394139, 1.237493, 1.216803, 1.243958 ], [ 68268, 64680, 68268, 126124, 93434, 126124 ], [ -49835, -25120, -49835, -95034, -95034, -85353 ], [ 40, 40, 40, 40, 40, 40 ], [ 53, 51, 55, 53, 51, 55 ], [ 29, 31, 28, 29, 31, 28 ], [ 6877, 3483, 3394, 6877, 3483, 3394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302403, 334773, -278826, -287014, -200569, -581755 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7103, "evaluation_days": 1775.75, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1609005600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759192822794, "expiration_time": 1763771544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 166, "multiplier": 2.71386 } } }
# | 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) |
---|