Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360520.7723 | 324145.7434 | 36375.0288 | 53956.399 | 143217.989 | -89261.59 |
Total P&L (%) | 360.5208 | 324.1457 | 36.375 | 53.9564 | 143.218 | -89.2616 |
Avg Daily Profit (%) | 0.1731 | 0.1556 | 0.0175 | 0.0207 | 0.0427 | -0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194881 | -131926 | -142458 | -1222636 | -709244 | -669075 |
Profit Factor | 1.196 | 1.4041 | 1.0351 | 1.008 | 1.0473 | 0.9759 |
Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
Winning Trades | 371 | 191 | 180 | 371 | 191 | 180 |
Losing Trades | 247 | 118 | 129 | 247 | 118 | 129 |
Profitability (%) | 60.0324 | 61.8123 | 58.2524 | 60.0324 | 61.8123 | 58.2524 |
Ratio Avg Win / Avg Loss | 0.7963 | 0.8674 | 0.7418 | 0.6711 | 0.647 | 0.6994 |
Largest Winning Trade | 74079 | 74079 | 44929 | 159212 | 129046 | 159212 |
Largest Losing Trade | -59771 | -40693 | -59771 | -247339 | -247339 | -216708 |
Avg Bars in Trades | 40 | 34 | 45 | 40 | 34 | 45 |
Avg Bars in Winners | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 24759 | 10686 | 14073 | 24759 | 10686 | 14073 |
Profit Streak | 1.7762 | 5.1095 | 0 | 1.7762 | 5.1095 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 109390 | 345646 | -353561 | -377368 | -302757 | -578647 |
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579392000000, "first_datapoint_time": 1580968800000, "last_datapoint_time": 1759456800000, "evaluation_time": 1759459063401, "expiration_time": 1765936800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 3.4862 } }, "second_band": { "type": "dema", "factors": { "length": 220, "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": [ [ 360520.7722735422, 324145.7434401142, 36375.0288334273, 53956.3990475911, 143217.9890385738, -89261.5899909829 ], [ 360.520772, 324.145743, 36.375029, 53.956399, 143.217989, -89.26159 ], [ 0.17305, 0.15559, 0.01746, 0.020714, 0.042671, -0.107047 ], [ 10, 10, 10, 10, 10, 10 ], [ -194881, -131926, -142458, -1222636, -709244, -669075 ], [ 1.195988, 1.404078, 1.035066, 1.008025, 1.04731, 0.975854 ], [ 618, 309, 309, 618, 309, 309 ], [ 371, 191, 180, 371, 191, 180 ], [ 247, 118, 129, 247, 118, 129 ], [ 60.032362, 61.812298, 58.252427, 60.032362, 61.812298, 58.252427 ], [ 0.796251, 0.867441, 0.741797, 0.671111, 0.647029, 0.699362 ], [ 74079, 74079, 44929, 159212, 129046, 159212 ], [ -59771, -40693, -59771, -247339, -247339, -216708 ], [ 40, 34, 45, 40, 34, 45 ], [ 33, 27, 39, 33, 27, 39 ], [ 49, 45, 53, 49, 45, 53 ], [ 24759, 10686, 14073, 24759, 10686, 14073 ], [ 1.776196, 5.10953, 0, 1.776197, 5.10953, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 109390, 345646, -353561, -377368, -302757, -578647 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579392000000, "first_datapoint_time": 1580968800000, "last_datapoint_time": 1759456800000, "evaluation_time": 1759459063401, "expiration_time": 1765936800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 167, "offset": 0, "multiplier": 3.4862 } }, "second_band": { "type": "dema", "factors": { "length": 220, "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) |
---|