Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299264.8668 | 191660.7728 | 107604.094 | 225095.9165 | -26763.9457 | 251859.8622 |
Total P&L (%) | 299.2649 | 191.6608 | 107.6041 | 225.0959 | -26.7639 | 251.8599 |
Avg Daily Profit (%) | 0.1559 | 0.0998 | 0.056 | 0.0614 | -0.0162 | 0.0655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111774 | -78873 | -75945 | -433565 | -394373 | -183660 |
Profit Factor | 1.5499 | 1.6322 | 1.4465 | 1.1215 | 0.9755 | 1.3306 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 45.9184 | 44.898 | 46.9388 | 45.9184 | 44.898 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.8255 | 2.0032 | 1.6351 | 1.3209 | 1.1972 | 1.5042 |
Largest Winning Trade | 147791 | 147791 | 54188 | 179064 | 179064 | 134556 |
Largest Losing Trade | -28150 | -26899 | -28150 | -138436 | -138436 | -95002 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 76 | 60 | 93 | 76 | 60 | 93 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 5492 | 2478 | 3014 | 5492 | 2478 | 3014 |
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 | 311039 | -58506 | -117085 | -199116 | -580999 | -105123 |
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5760, "evaluation_days": 1920, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758932759844, "expiration_time": 1763879040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 3.06931 } } }
{ "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": [ [ 299264.8667891412, 191660.7728247301, 107604.093964411, 225095.9165286829, -26763.9456592988, 251859.8621879819 ], [ 299.264867, 191.660773, 107.604094, 225.095917, -26.763946, 251.859862 ], [ 0.155867, 0.099823, 0.056044, 0.061423, -0.016222, 0.065546 ], [ 10, 10, 10, 10, 10, 10 ], [ -111774, -78873, -75945, -433565, -394373, -183660 ], [ 1.549942, 1.632222, 1.446452, 1.121496, 0.975468, 1.330639 ], [ 98, 49, 49, 98, 49, 49 ], [ 45, 22, 23, 45, 22, 23 ], [ 53, 27, 26, 53, 27, 26 ], [ 45.918367, 44.897959, 46.938776, 45.918367, 44.897959, 46.938776 ], [ 1.825488, 2.003181, 1.63512, 1.320873, 1.197165, 1.504201 ], [ 147791, 147791, 54188, 179064, 179064, 134556 ], [ -28150, -26899, -28150, -138436, -138436, -95002 ], [ 56, 50, 61, 56, 50, 61 ], [ 76, 60, 93, 76, 60, 93 ], [ 38, 42, 33, 38, 42, 33 ], [ 5492, 2478, 3014, 5492, 2478, 3014 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311039, -58506, -117085, -199116, -580999, -105123 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5760, "evaluation_days": 1920, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758932759844, "expiration_time": 1763879040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 190, "offset": 0, "multiplier": 3.06931 } } }
# | 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) |
---|