Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291305.2092 | 211079.1036 | 80226.1057 | -217271.878 | 92948.5292 | -310220.4072 |
Total P&L (%) | 291.3052 | 211.0791 | 80.2261 | -217.2719 | 92.9485 | -310.2204 |
Avg Daily Profit (%) | 0.1518 | 0.11 | 0.0418 | 0 | 0.0343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155772 | -132889 | -145646 | -2176926 | -1331283 | -1451450 |
Profit Factor | 1.3101 | 1.4603 | 1.1668 | 0.9611 | 1.0326 | 0.8864 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 110 | 53 | 57 | 56 | 30 | 26 |
Losing Trades | 52 | 28 | 24 | 106 | 51 | 55 |
Profitability (%) | 67.9012 | 65.4321 | 70.3704 | 34.5679 | 37.037 | 32.0988 |
Ratio Avg Win / Avg Loss | 0.6193 | 0.7715 | 0.4913 | 1.8192 | 1.7554 | 1.8751 |
Largest Winning Trade | 35644 | 35644 | 31254 | 951903 | 566673 | 951903 |
Largest Losing Trade | -134333 | -52041 | -134333 | -482598 | -222654 | -482598 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 20 | 19 | 22 | 58 | 77 | 35 |
Avg Bars in Losers | 63 | 84 | 38 | 21 | 21 | 22 |
Bars Traded | 5573 | 3404 | 2169 | 5573 | 3404 | 2169 |
Profit Streak | 0 | 61.7748 | 0 | 10.4415 | 0 | 10.7748 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318863 | -54901 | -184497 | -582499 | -347718 | -595996 |
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5756, "evaluation_days": 1918.67, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760034946074, "expiration_time": 1764998784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 2.83296 } } }
{ "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": [ [ 291305.209247754, 211079.1035692577, 80226.1056784966, -217271.8779764825, 92948.5292318261, -310220.4072083081 ], [ 291.305209, 211.079104, 80.226106, -217.271878, 92.948529, -310.220407 ], [ 0.151827, 0.110013, 0.041813, 0, 0.034262, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -155772, -132889, -145646, -2176926, -1331283, -1451450 ], [ 1.310067, 1.46026, 1.166831, 0.9611, 1.032564, 0.886412 ], [ 162, 81, 81, 162, 81, 81 ], [ 110, 53, 57, 56, 30, 26 ], [ 52, 28, 24, 106, 51, 55 ], [ 67.901235, 65.432099, 70.37037, 34.567901, 37.037037, 32.098765 ], [ 0.619305, 0.771458, 0.491297, 1.819225, 1.755359, 1.875102 ], [ 35644, 35644, 31254, 951903, 566673, 951903 ], [ -134333, -52041, -134333, -482598, -222654, -482598 ], [ 34, 42, 26, 34, 42, 26 ], [ 20, 19, 22, 58, 77, 35 ], [ 63, 84, 38, 21, 21, 22 ], [ 5573, 3404, 2169, 5573, 3404, 2169 ], [ 0, 61.774839, 0, 10.441505, 0, 10.774839 ], [ 0, 5, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318863, -54901, -184497, -582499, -347718, -595996 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5756, "evaluation_days": 1918.67, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760034946074, "expiration_time": 1764998784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 2.83296 } } }
# | 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) |
---|