Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365690.8999 | 259963.1394 | 105727.7606 | 62572.0542 | 62431.1343 | 140.9199 |
Total P&L (%) | 365.6909 | 259.9631 | 105.7278 | 62.5721 | 62.4311 | 0.1409 |
Avg Daily Profit (%) | 0.1921 | 0.1365 | 0.0555 | 0.0255 | 0.0255 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79140 | -82136 | -88529 | -60573 | -59079 | -43421 |
Profit Factor | 1.5577 | 2.0281 | 1.2625 | 1.1257 | 1.3092 | 1.0005 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 59.5506 | 61.3636 | 57.7778 | 59.5506 | 61.3636 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.0581 | 1.2769 | 0.9226 | 0.7646 | 0.8243 | 0.7311 |
Largest Winning Trade | 108813 | 108813 | 62052 | 53150 | 53150 | 23946 |
Largest Losing Trade | -67522 | -64648 | -67522 | -67522 | -46107 | -67522 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Losers | 40 | 52 | 30 | 40 | 52 | 30 |
Bars Traded | 3474 | 1820 | 1653 | 3474 | 1820 | 1653 |
Profit Streak | 68.0721 | 0 | 84.5721 | 68.0721 | 0 | 84.5721 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404863 | -6484 | -118947 | -241143 | -159332 | -578523 |
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3808, "evaluation_days": 1904, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1601726400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759715032494, "expiration_time": 1764643968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 3.4744 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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": [ [ 365690.8999121043, 259963.1393583322, 105727.7605537722, 62572.05415501, 62431.1342948325, 140.9198601776 ], [ 365.6909, 259.963139, 105.727761, 62.572054, 62.431134, 0.14092 ], [ 0.192065, 0.136535, 0.055529, 0.025526, 0.02548, 7.4e-5 ], [ 10, 10, 10, 10, 10, 10 ], [ -79140, -82136, -88529, -60573, -59079, -43421 ], [ 1.557739, 2.028088, 1.262478, 1.125712, 1.309192, 1.000476 ], [ 89, 44, 45, 89, 44, 45 ], [ 53, 27, 26, 53, 27, 26 ], [ 36, 17, 19, 36, 17, 19 ], [ 59.550562, 61.363636, 57.777778, 59.550562, 61.363636, 57.777778 ], [ 1.058087, 1.276944, 0.92258, 0.764634, 0.824306, 0.731117 ], [ 108813, 108813, 62052, 53150, 53150, 23946 ], [ -67522, -64648, -67522, -67522, -46107, -67522 ], [ 39, 41, 36, 39, 41, 36 ], [ 37, 34, 41, 37, 34, 41 ], [ 40, 52, 30, 40, 52, 30 ], [ 3474, 1820, 1653, 3474, 1820, 1653 ], [ 68.072135, 0, 84.572135, 68.072135, 0, 84.572135 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404863, -6484, -118947, -241143, -159332, -578523 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3808, "evaluation_days": 1904, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1601726400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759715032494, "expiration_time": 1764643968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 209, "offset": 0, "multiplier": 3.4744 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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) |
---|