Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968043.583 | 979877.1625 | -11833.5795 | 468813.7614 | 1257780.7336 | -788966.9722 |
Total P&L (%) | 968.0436 | 979.8772 | -11.8336 | 468.8138 | 1257.7807 | -788.967 |
Avg Daily Profit (%) | 0.4468 | 0.4522 | -0.0055 | 0.0803 | 0.1205 | 0 |
Buy And Hold Return (%) | 416.0714 | 416.0714 | 416.0714 | 416.0714 | 416.0714 | 416.0714 |
Max Trade Drawdown | -176456 | -161671 | -149614 | -2811873 | -2411115 | -1786499 |
Profit Factor | 1.9022 | 2.5106 | 0.9721 | 1.0431 | 1.1931 | 0.8189 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Losing Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Profitability (%) | 42.5837 | 47.619 | 37.5 | 42.5837 | 47.619 | 37.5 |
Ratio Avg Win / Avg Loss | 2.5647 | 2.7616 | 1.6202 | 1.4065 | 1.3124 | 1.3649 |
Largest Winning Trade | 617983 | 617983 | 60227 | 1195044 | 1195044 | 676153 |
Largest Losing Trade | -44742 | -29890 | -44742 | -659507 | -659507 | -490494 |
Avg Bars in Trades | 60 | 74 | 46 | 60 | 74 | 46 |
Avg Bars in Winners | 91 | 106 | 72 | 91 | 106 | 72 |
Avg Bars in Losers | 36 | 44 | 30 | 36 | 44 | 30 |
Bars Traded | 12612 | 7774 | 4838 | 12612 | 7774 | 4838 |
Profit Streak | 0 | 0 | 22.7503 | 0 | 0 | 22.7503 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261243 | 333245 | -582098 | -387011 | -44177 | -583209 |
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13001, "evaluation_days": 2166.83, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1575100800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759197628083, "expiration_time": 1764806832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 3.41962 } } }
{ "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": [ [ 968043.5830423443, 979877.1625009733, -11833.5794586281, 468813.7614286207, 1257780.7335852173, -788966.972156598 ], [ 968.043583, 979.877163, -11.833579, 468.813761, 1257.780734, -788.966972 ], [ 0.446756, 0.452217, -0.005461, 0.080259, 0.120453, 0 ], [ 416.071429, 416.071429, 416.071429, 416.071429, 416.071429, 416.071429 ], [ -176456, -161671, -149614, -2811873, -2411115, -1786499 ], [ 1.902158, 2.510589, 0.972114, 1.043128, 1.193115, 0.818929 ], [ 209, 105, 104, 209, 105, 104 ], [ 89, 50, 39, 89, 50, 39 ], [ 120, 55, 65, 120, 55, 65 ], [ 42.583732, 47.619048, 37.5, 42.583732, 47.619048, 37.5 ], [ 2.564707, 2.761648, 1.62019, 1.406464, 1.312427, 1.364881 ], [ 617983, 617983, 60227, 1195044, 1195044, 676153 ], [ -44742, -29890, -44742, -659507, -659507, -490494 ], [ 60, 74, 46, 60, 74, 46 ], [ 91, 106, 72, 91, 106, 72 ], [ 36, 44, 30, 36, 44, 30 ], [ 12612, 7774, 4838, 12612, 7774, 4838 ], [ 0, 0, 22.750325, 0, 0, 22.750325 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 261243, 333245, -582098, -387011, -44177, -583209 ] ] }
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13001, "evaluation_days": 2166.83, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1575100800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759197628083, "expiration_time": 1764806832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 3.41962 } } }
# | 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) |
---|