Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526966.0201 | 331972.878 | 194993.1421 | 801913.9798 | -94890.2642 | 896804.2439 |
Total P&L (%) | 526.966 | 331.9729 | 194.9931 | 801.914 | -94.8903 | 896.8042 |
Avg Daily Profit (%) | 0.2758 | 0.1738 | 0.1021 | 0.1152 | -0.1555 | 0.1204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139119 | -111112 | -71822 | -1671132 | -1617303 | -442259 |
Profit Factor | 1.4045 | 1.4758 | 1.3223 | 1.0907 | 0.9822 | 1.2545 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 64.9485 | 65.0685 | 64.8276 | 64.9485 | 65.0685 | 64.8276 |
Ratio Avg Win / Avg Loss | 0.758 | 0.7923 | 0.7174 | 0.5886 | 0.5273 | 0.6807 |
Largest Winning Trade | 31828 | 28078 | 31828 | 295159 | 295159 | 217059 |
Largest Losing Trade | -57006 | -42713 | -57006 | -641765 | -641765 | -442259 |
Avg Bars in Trades | 38 | 46 | 30 | 38 | 46 | 30 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 70 | 95 | 45 | 70 | 95 | 45 |
Bars Traded | 11237 | 6769 | 4467 | 11237 | 6769 | 4467 |
Profit Streak | 5.0967 | 58.0967 | 5.0967 | 5.0967 | 58.0967 | 5.0967 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461146 | 371342 | -55700 | -156202 | -577351 | -31212 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11463, "evaluation_days": 1910.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759357151198, "expiration_time": 1764300816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 3.10849 } } }
{ "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": [ [ 526966.0201006859, 331972.8780264182, 194993.1420742673, 801913.9797588149, -94890.264159827, 896804.243918643 ], [ 526.96602, 331.972878, 194.993142, 801.91398, -94.890264, 896.804244 ], [ 0.275826, 0.173762, 0.102064, 0.115185, -0.155546, 0.120428 ], [ 10, 10, 10, 10, 10, 10 ], [ -139119, -111112, -71822, -1671132, -1617303, -442259 ], [ 1.404494, 1.475779, 1.322285, 1.090666, 0.982169, 1.254549 ], [ 291, 146, 145, 291, 146, 145 ], [ 189, 95, 94, 189, 95, 94 ], [ 102, 51, 51, 102, 51, 51 ], [ 64.948454, 65.068493, 64.827586, 64.948454, 65.068493, 64.827586 ], [ 0.757981, 0.79226, 0.71741, 0.588614, 0.52727, 0.68066 ], [ 31828, 28078, 31828, 295159, 295159, 217059 ], [ -57006, -42713, -57006, -641765, -641765, -442259 ], [ 38, 46, 30, 38, 46, 30 ], [ 21, 20, 22, 21, 20, 22 ], [ 70, 95, 45, 70, 95, 45 ], [ 11237, 6769, 4467, 11237, 6769, 4467 ], [ 5.096657, 58.096657, 5.096657, 5.096657, 58.096657, 5.096657 ], [ 3, 9, 1, 3, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461146, 371342, -55700, -156202, -577351, -31212 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11463, "evaluation_days": 1910.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759357151198, "expiration_time": 1764300816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 218, "offset": 0, "multiplier": 3.10849 } } }
# | 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) |
---|