Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519174.0567 | 323545.5479 | 195628.5088 | 1382388.6414 | 698245.3435 | 684143.2979 |
Total P&L (%) | 519.1741 | 323.5455 | 195.6285 | 1382.3886 | 698.2453 | 684.1433 |
Avg Daily Profit (%) | 0.3629 | 0.2262 | 0.1367 | 0.1886 | 0.1453 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85662 | -107503 | -71973 | -1059844 | -906145 | -498452 |
Profit Factor | 1.3086 | 1.3542 | 1.2544 | 1.1403 | 1.1262 | 1.1583 |
Total Trades | 581 | 291 | 290 | 581 | 291 | 290 |
Winning Trades | 330 | 161 | 169 | 330 | 161 | 169 |
Losing Trades | 251 | 130 | 121 | 251 | 130 | 121 |
Profitability (%) | 56.7986 | 55.3265 | 58.2759 | 56.7986 | 55.3265 | 58.2759 |
Ratio Avg Win / Avg Loss | 0.9953 | 1.0934 | 0.8981 | 0.8673 | 0.9093 | 0.8293 |
Largest Winning Trade | 81288 | 81288 | 34501 | 426965 | 426965 | 163212 |
Largest Losing Trade | -30402 | -29994 | -30402 | -406427 | -406427 | -289212 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 16983 | 9210 | 7773 | 16983 | 9210 | 7773 |
Profit Streak | 0 | 0 | 8.6821 | 0 | 0 | 8.6821 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435395 | 356993 | -8916 | -55763 | -80407 | -44925 |
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17168, "evaluation_days": 1430.67, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637294400000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134929332, "expiration_time": 1764576345600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.39079 } } }
{ "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": [ [ 519174.0566952502, 323545.5478642344, 195628.5088310168, 1382388.6413516237, 698245.3434709478, 684143.2978806759 ], [ 519.174057, 323.545548, 195.628509, 1382.388641, 698.245343, 684.143298 ], [ 0.362889, 0.22615, 0.136739, 0.188638, 0.145299, 0.144052 ], [ 10, 10, 10, 10, 10, 10 ], [ -85662, -107503, -71973, -1059844, -906145, -498452 ], [ 1.308597, 1.354183, 1.254437, 1.140268, 1.12617, 1.158324 ], [ 581, 291, 290, 581, 291, 290 ], [ 330, 161, 169, 330, 161, 169 ], [ 251, 130, 121, 251, 130, 121 ], [ 56.798623, 55.32646, 58.275862, 56.798623, 55.32646, 58.275862 ], [ 0.995327, 1.093439, 0.898147, 0.867295, 0.90933, 0.829332 ], [ 81288, 81288, 34501, 426965, 426965, 163212 ], [ -30402, -29994, -30402, -406427, -406427, -289212 ], [ 29, 31, 26, 29, 31, 26 ], [ 30, 29, 31, 30, 29, 31 ], [ 27, 33, 20, 27, 33, 20 ], [ 16983, 9210, 7773, 16983, 9210, 7773 ], [ 0, 0, 8.682052, 0, 0, 8.682052 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435395, 356993, -8916, -55763, -80407, -44925 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17168, "evaluation_days": 1430.67, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637294400000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134929332, "expiration_time": 1764576345600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 107, "offset": 0, "multiplier": 3.39079 } } }
# | 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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