Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467105.8801 | 234703.8979 | 232401.9822 | 384227.18 | 158091.4834 | 226135.6965 |
Total P&L (%) | 467.1059 | 234.7039 | 232.402 | 384.2272 | 158.0915 | 226.1357 |
Avg Daily Profit (%) | 0.2816 | 0.1415 | 0.1401 | 0.0951 | 0.0572 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191796 | -176867 | -106400 | -339313 | -322068 | -279713 |
Profit Factor | 1.3824 | 1.4051 | 1.3619 | 1.165 | 1.1425 | 1.1854 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 54.2017 | 52.9412 | 55.4622 | 54.2017 | 52.9412 | 55.4622 |
Ratio Avg Win / Avg Loss | 1.1681 | 1.2489 | 1.0937 | 0.9843 | 1.0155 | 0.9519 |
Largest Winning Trade | 63558 | 63558 | 62392 | 138187 | 138187 | 81130 |
Largest Losing Trade | -40590 | -33267 | -40590 | -120757 | -120757 | -95596 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 19 | 13 | 24 | 19 | 13 | 24 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 4869 | 1983 | 2886 | 4869 | 1983 | 2886 |
Profit Streak | 0 | 0 | 17.4578 | 0 | 0 | 17.4578 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395057 | -2991 | -3711 | -104622 | -179977 | -114146 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4976, "evaluation_days": 1658.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616572800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759057151380, "expiration_time": 1763345664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.14532 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 4.58872 } } }
{ "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": [ [ 467105.8800941354, 234703.8978653676, 232401.9822287679, 384227.1799743121, 158091.4834284946, 226135.6965458174 ], [ 467.10588, 234.703898, 232.401982, 384.22718, 158.091483, 226.135697 ], [ 0.281615, 0.141501, 0.140113, 0.095145, 0.057179, 0.071296 ], [ 10, 10, 10, 10, 10, 10 ], [ -191796, -176867, -106400, -339313, -322068, -279713 ], [ 1.382385, 1.405067, 1.361918, 1.164954, 1.142451, 1.185434 ], [ 238, 119, 119, 238, 119, 119 ], [ 129, 63, 66, 129, 63, 66 ], [ 109, 56, 53, 109, 56, 53 ], [ 54.201681, 52.941176, 55.462185, 54.201681, 52.941176, 55.462185 ], [ 1.168061, 1.248948, 1.093661, 0.984341, 1.015512, 0.951939 ], [ 63558, 63558, 62392, 138187, 138187, 81130 ], [ -40590, -33267, -40590, -120757, -120757, -95596 ], [ 20, 16, 24, 20, 16, 24 ], [ 19, 13, 24, 19, 13, 24 ], [ 21, 20, 23, 21, 20, 23 ], [ 4869, 1983, 2886, 4869, 1983, 2886 ], [ 0, 0, 17.45777, 0, 0, 17.457771 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395057, -2991, -3711, -104622, -179977, -114146 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4976, "evaluation_days": 1658.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616572800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759057151380, "expiration_time": 1763345664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.14532 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 4.58872 } } }
# | 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) |
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