Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466283.5481 | 491056.7876 | -24773.2395 | -63980.5345 | -3879.3764 | -60101.1581 |
Total P&L (%) | 466.2835 | 491.0568 | -24.7732 | -63.9805 | -3.8794 | -60.1012 |
Avg Daily Profit (%) | 0.2039 | 0.2148 | -0.0108 | -0.0447 | -0.0017 | -0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219810 | -205362 | -146365 | -186568 | -126153 | -106581 |
Profit Factor | 1.3892 | 1.6279 | 0.9405 | 0.8915 | 0.9899 | 0.7079 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 49.2958 | 43.3962 | 55.1402 | 49.2958 | 43.3962 | 55.1402 |
Ratio Avg Win / Avg Loss | 1.4289 | 2.1233 | 0.7651 | 0.9169 | 1.2912 | 0.5759 |
Largest Winning Trade | 419437 | 419437 | 28595 | 147824 | 147824 | 28595 |
Largest Losing Trade | -60805 | -60805 | -30950 | -56668 | -56668 | -24918 |
Avg Bars in Trades | 62 | 103 | 21 | 62 | 103 | 21 |
Avg Bars in Winners | 56 | 98 | 22 | 56 | 98 | 22 |
Avg Bars in Losers | 67 | 106 | 19 | 67 | 106 | 19 |
Bars Traded | 13227 | 10932 | 2295 | 13227 | 10932 | 2295 |
Profit Streak | 19.4833 | 0 | 42.15 | 19.4833 | 0 | 42.15 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348559 | 287620 | -578601 | -579379 | -581951 | -578601 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915357342, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 233, "offset": 0, "multiplier": 4.27977 } }, "second_band": { "type": "bbu", "factors": { "length": 73, "offset": 0, "std": 2.0218 } } }
{ "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": [ [ 466283.5481022208, 491056.7876468167, -24773.2395445961, -63980.5344787461, -3879.3764244185, -60101.1580543275 ], [ 466.283548, 491.056788, -24.77324, -63.980534, -3.879376, -60.101158 ], [ 0.203944, 0.214779, -0.010835, -0.044652, -0.001731, -0.04018 ], [ 10, 10, 10, 10, 10, 10 ], [ -219810, -205362, -146365, -186568, -126153, -106581 ], [ 1.389163, 1.627894, 0.940463, 0.89147, 0.989891, 0.707934 ], [ 213, 106, 107, 213, 106, 107 ], [ 105, 46, 59, 105, 46, 59 ], [ 108, 60, 48, 108, 60, 48 ], [ 49.295775, 43.396226, 55.140187, 49.295775, 43.396226, 55.140187 ], [ 1.428854, 2.12334, 0.765123, 0.91694, 1.291162, 0.575946 ], [ 419437, 419437, 28595, 147824, 147824, 28595 ], [ -60805, -60805, -30950, -56668, -56668, -24918 ], [ 62, 103, 21, 62, 103, 21 ], [ 56, 98, 22, 56, 98, 22 ], [ 67, 106, 19, 67, 106, 19 ], [ 13227, 10932, 2295, 13227, 10932, 2295 ], [ 19.483302, 0, 42.149969, 19.483303, 0, 42.149969 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348559, 287620, -578601, -579379, -581951, -578601 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758915357342, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 233, "offset": 0, "multiplier": 4.27977 } }, "second_band": { "type": "bbu", "factors": { "length": 73, "offset": 0, "std": 2.0218 } } }
# | 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) |
---|