Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386306.6077 | 267957.8499 | 118348.7577 | 255466.8821 | 499659.9258 | -244193.0437 |
Total P&L (%) | 386.3066 | 267.9579 | 118.3488 | 255.4669 | 499.6599 | -244.193 |
Avg Daily Profit (%) | 0.2706 | 0.1877 | 0.0829 | 0.0889 | 0.1255 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113215 | -110733 | -99646 | -921117 | -444242 | -709844 |
Profit Factor | 1.207 | 1.257 | 1.1437 | 1.0417 | 1.1482 | 0.9114 |
Total Trades | 680 | 340 | 340 | 680 | 340 | 340 |
Winning Trades | 348 | 171 | 177 | 348 | 171 | 177 |
Losing Trades | 332 | 169 | 163 | 332 | 169 | 163 |
Profitability (%) | 51.1765 | 50.2941 | 52.0588 | 51.1765 | 50.2941 | 52.0588 |
Ratio Avg Win / Avg Loss | 1.1515 | 1.2423 | 1.0532 | 0.9938 | 1.1348 | 0.8393 |
Largest Winning Trade | 84099 | 84099 | 24972 | 347612 | 347612 | 167344 |
Largest Losing Trade | -44608 | -31145 | -44608 | -312473 | -155535 | -312473 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 16946 | 9517 | 7429 | 16946 | 9517 | 7429 |
Profit Streak | 5.8355 | 12.3355 | 5.8355 | 5.8355 | 12.3355 | 5.8355 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481391 | 373904 | -141793 | -245003 | -79873 | -577839 |
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17131, "evaluation_days": 1427.58, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637604000000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759867388379, "expiration_time": 1764300355200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.11165 } } }
{ "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": [ [ 386306.6076582347, 267957.8499270065, 118348.7577312284, 255466.8820919611, 499659.9257899332, -244193.0436979728 ], [ 386.306608, 267.95785, 118.348758, 255.466882, 499.659926, -244.193044 ], [ 0.270602, 0.187701, 0.082902, 0.088879, 0.125549, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -113215, -110733, -99646, -921117, -444242, -709844 ], [ 1.207006, 1.257019, 1.143696, 1.04169, 1.148193, 0.9114 ], [ 680, 340, 340, 680, 340, 340 ], [ 348, 171, 177, 348, 171, 177 ], [ 332, 169, 163, 332, 169, 163 ], [ 51.176471, 50.294118, 52.058824, 51.176471, 50.294118, 52.058824 ], [ 1.151511, 1.242317, 1.053234, 0.993796, 1.134764, 0.839312 ], [ 84099, 84099, 24972, 347612, 347612, 167344 ], [ -44608, -31145, -44608, -312473, -155535, -312473 ], [ 24, 27, 21, 24, 27, 21 ], [ 29, 29, 28, 29, 29, 28 ], [ 20, 26, 14, 20, 26, 14 ], [ 16946, 9517, 7429, 16946, 9517, 7429 ], [ 5.835513, 12.335513, 5.835513, 5.835514, 12.335514, 5.835514 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481391, 373904, -141793, -245003, -79873, -577839 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17131, "evaluation_days": 1427.58, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637604000000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759867388379, "expiration_time": 1764300355200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.11165 } } }
# | 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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