Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706051.003 | 498454.624 | 207596.379 | 4291698.1972 | 3540636.2708 | 751061.9264 |
Total P&L (%) | 706.051 | 498.4546 | 207.5964 | 4291.6982 | 3540.6363 | 751.0619 |
Avg Daily Profit (%) | 0.3725 | 0.263 | 0.1095 | 0.1997 | 0.1898 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137315 | -85265 | -96518 | -3145536 | -1710744 | -2793505 |
Profit Factor | 1.8316 | 2.3503 | 1.4326 | 1.2595 | 1.4647 | 1.0842 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 55.625 | 55 | 56.25 | 55.625 | 55 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4612 | 1.923 | 1.1143 | 1.0048 | 1.1984 | 0.8433 |
Largest Winning Trade | 98737 | 98737 | 42253 | 1849779 | 1849779 | 719694 |
Largest Losing Trade | -47678 | -37602 | -47678 | -1194970 | -806152 | -1194970 |
Avg Bars in Trades | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Winners | 22 | 23 | 20 | 22 | 23 | 20 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 3661 | 2013 | 1648 | 3661 | 2013 | 1648 |
Profit Streak | 15.4781 | 0 | 23.9781 | 15.4781 | 0 | 23.9781 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514930 | -5896 | -63709 | 370780 | -9490 | -189057 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3791, "evaluation_days": 1895.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759836507549, "expiration_time": 1764708336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.72218 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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": [ [ 706051.0029617571, 498454.6239779535, 207596.3789838035, 4291698.1971839, 3540636.2707729535, 751061.9264109465 ], [ 706.051003, 498.454624, 207.596379, 4291.698197, 3540.636271, 751.061926 ], [ 0.372488, 0.262967, 0.109521, 0.19974, 0.189826, 0.113032 ], [ 10, 10, 10, 10, 10, 10 ], [ -137315, -85265, -96518, -3145536, -1710744, -2793505 ], [ 1.831645, 2.350346, 1.432628, 1.259527, 1.464724, 1.08422 ], [ 160, 80, 80, 160, 80, 80 ], [ 89, 44, 45, 89, 44, 45 ], [ 71, 36, 35, 71, 36, 35 ], [ 55.625, 55, 56.25, 55.625, 55, 56.25 ], [ 1.4612, 1.923011, 1.114266, 1.004791, 1.198411, 0.843282 ], [ 98737, 98737, 42253, 1849779, 1849779, 719694 ], [ -47678, -37602, -47678, -1194970, -806152, -1194970 ], [ 22, 25, 20, 22, 25, 20 ], [ 22, 23, 20, 22, 23, 20 ], [ 23, 27, 20, 23, 27, 20 ], [ 3661, 2013, 1648, 3661, 2013, 1648 ], [ 15.478097, 0, 23.978097, 15.478097, 0, 23.978097 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514930, -5896, -63709, 370780, -9490, -189057 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3791, "evaluation_days": 1895.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759836507549, "expiration_time": 1764708336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 23, "offset": 0, "multiplier": 2.72218 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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) |
---|