Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313637.2277 | 225826.3841 | 87810.8436 | -50695.2222 | 80919.9378 | -131615.1599 |
Total P&L (%) | 313.6372 | 225.8264 | 87.8108 | -50.6952 | 80.9199 | -131.6152 |
Avg Daily Profit (%) | 0.1648 | 0.1187 | 0.0461 | -0.0371 | 0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151685 | -95104 | -139961 | -838821 | -330730 | -732401 |
Profit Factor | 1.261 | 1.4837 | 1.1195 | 0.986 | 1.0574 | 0.9403 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Profitability (%) | 53.9535 | 57.0093 | 50.9259 | 53.9535 | 57.0093 | 50.9259 |
Ratio Avg Win / Avg Loss | 1.0762 | 1.1188 | 1.0788 | 0.8415 | 0.7974 | 0.9061 |
Largest Winning Trade | 77494 | 77494 | 56599 | 230623 | 221790 | 230623 |
Largest Losing Trade | -78248 | -33182 | -78248 | -281934 | -220862 | -281934 |
Avg Bars in Trades | 34 | 25 | 42 | 34 | 25 | 42 |
Avg Bars in Winners | 33 | 19 | 48 | 33 | 19 | 48 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 7331 | 2691 | 4640 | 7331 | 2691 | 4640 |
Profit Streak | 10.6306 | 0 | 13.6306 | 10.6306 | 0 | 13.6306 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340287 | -32478 | -219925 | -578491 | -309424 | -580323 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856080786, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 2.78987 } }, "second_band": { "type": "hma", "factors": { "length": 244, "offset": 0 } } }
{ "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": [ [ 313637.2277054488, 225826.384093916, 87810.8436115325, -50695.2221843576, 80919.9377604478, -131615.1599448054 ], [ 313.637228, 225.826384, 87.810844, -50.695222, 80.919938, -131.61516 ], [ 0.16479, 0.118653, 0.046137, -0.037148, 0.031156, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -151685, -95104, -139961, -838821, -330730, -732401 ], [ 1.260976, 1.483671, 1.119489, 0.985971, 1.057379, 0.940263 ], [ 215, 107, 108, 215, 107, 108 ], [ 116, 61, 55, 116, 61, 55 ], [ 99, 46, 53, 99, 46, 53 ], [ 53.953488, 57.009346, 50.925926, 53.953488, 57.009346, 50.925926 ], [ 1.076177, 1.118834, 1.07878, 0.841475, 0.797368, 0.906071 ], [ 77494, 77494, 56599, 230623, 221790, 230623 ], [ -78248, -33182, -78248, -281934, -220862, -281934 ], [ 34, 25, 42, 34, 25, 42 ], [ 33, 19, 48, 33, 19, 48 ], [ 35, 32, 37, 35, 32, 37 ], [ 7331, 2691, 4640, 7331, 2691, 4640 ], [ 10.630565, 0, 13.630565, 10.630565, 0, 13.630565 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340287, -32478, -219925, -578491, -309424, -580323 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856080786, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 2.78987 } }, "second_band": { "type": "hma", "factors": { "length": 244, "offset": 0 } } }
# | 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) |
---|