Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530782.2674 | 357866.0173 | 172916.2501 | 1670474.7595 | 2746774.3585 | -1076299.599 |
Total P&L (%) | 530.7823 | 357.866 | 172.9163 | 1670.4748 | 2746.7744 | -1076.2996 |
Avg Daily Profit (%) | 0.2409 | 0.1624 | 0.0785 | 0.1305 | 0.1521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140657 | -74956 | -101352 | -9655739 | -3630283 | -7093489 |
Profit Factor | 1.8479 | 2.4406 | 1.458 | 1.0678 | 1.283 | 0.9278 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 51.6949 | 57.6271 | 45.7627 | 51.6949 | 57.6271 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.7268 | 1.7945 | 1.728 | 0.9978 | 0.9434 | 1.0997 |
Largest Winning Trade | 62997 | 62997 | 52134 | 1949835 | 1709162 | 1949835 |
Largest Losing Trade | -67163 | -23420 | -67163 | -5052707 | -1835142 | -5052707 |
Avg Bars in Trades | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Winners | 46 | 22 | 76 | 46 | 22 | 76 |
Avg Bars in Losers | 23 | 20 | 24 | 23 | 20 | 24 |
Bars Traded | 4145 | 1293 | 2852 | 4145 | 1293 | 2852 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447366 | -163463 | -264343 | -165408 | -169472 | -757439 |
{ "trading_pair": "XTZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4407, "evaluation_days": 2203.5, "actual_first_datapoint_time": 1569283200000, "first_datapoint_time": 1575763200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759641891558, "expiration_time": 1765333872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.02352 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "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": [ [ 530782.2674025145, 357866.017344041, 172916.2500584736, 1670474.7595057096, 2746774.358457273, -1076299.5989515611 ], [ 530.782267, 357.866017, 172.91625, 1670.47476, 2746.774358, -1076.299599 ], [ 0.240881, 0.162408, 0.078473, 0.130506, 0.152091, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140657, -74956, -101352, -9655739, -3630283, -7093489 ], [ 1.847926, 2.440558, 1.457989, 1.067849, 1.283, 0.927836 ], [ 118, 59, 59, 118, 59, 59 ], [ 61, 34, 27, 61, 34, 27 ], [ 57, 25, 32, 57, 25, 32 ], [ 51.694915, 57.627119, 45.762712, 51.694915, 57.627119, 45.762712 ], [ 1.726751, 1.794528, 1.727987, 0.997826, 0.943383, 1.099658 ], [ 62997, 62997, 52134, 1949835, 1709162, 1949835 ], [ -67163, -23420, -67163, -5052707, -1835142, -5052707 ], [ 35, 21, 48, 35, 21, 48 ], [ 46, 22, 76, 46, 22, 76 ], [ 23, 20, 24, 23, 20, 24 ], [ 4145, 1293, 2852, 4145, 1293, 2852 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 447366, -163463, -264343, -165408, -169472, -757439 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4407, "evaluation_days": 2203.5, "actual_first_datapoint_time": 1569283200000, "first_datapoint_time": 1575763200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759641891558, "expiration_time": 1765333872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 3.02352 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "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) |
---|