Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161223.5309 | 149598.2224 | 11625.3086 | -120210.5465 | 1003569.778 | -1123780.3246 |
Total P&L (%) | 161.2235 | 149.5982 | 11.6253 | -120.2105 | 1003.5698 | -1123.7803 |
Avg Daily Profit (%) | 0.113 | 0.1048 | 0.0081 | 0 | 0.1684 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215804 | -58061 | -228052 | -1948593 | -728564 | -2127048 |
Profit Factor | 1.1293 | 1.2825 | 1.0162 | 0.9826 | 1.3752 | 0.7348 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 216 | 103 | 113 | 209 | 103 | 106 |
Losing Trades | 152 | 81 | 71 | 159 | 81 | 78 |
Profitability (%) | 58.6957 | 55.9783 | 61.413 | 56.7935 | 55.9783 | 57.6087 |
Ratio Avg Win / Avg Loss | 0.7947 | 1.0085 | 0.6385 | 0.7475 | 1.0815 | 0.5407 |
Largest Winning Trade | 36958 | 36958 | 25282 | 467415 | 467415 | 224756 |
Largest Losing Trade | -120830 | -34432 | -120830 | -1308865 | -242693 | -1308865 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 11 | 10 | 12 | 12 | 12 | 13 |
Avg Bars in Losers | 20 | 20 | 19 | 17 | 18 | 16 |
Bars Traded | 5511 | 2725 | 2786 | 5511 | 2725 | 2786 |
Profit Streak | 5.9576 | 7.9576 | 0 | 0 | 0 | 15.4576 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118084 | -50915 | -499351 | -577695 | 351794 | -578523 |
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5708, "evaluation_days": 1427, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639764000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813132327, "expiration_time": 1763493984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 1.27823 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
{ "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": [ [ 161223.5309462116, 149598.2223733774, 11625.3085728339, -120210.5465275304, 1003569.7780285038, -1123780.3245560345 ], [ 161.223531, 149.598222, 11.625309, -120.210547, 1003.569778, -1123.780325 ], [ 0.112981, 0.104834, 0.008147, 0, 0.168406, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -215804, -58061, -228052, -1948593, -728564, -2127048 ], [ 1.129316, 1.28245, 1.016212, 0.982609, 1.375232, 0.734822 ], [ 368, 184, 184, 368, 184, 184 ], [ 216, 103, 113, 209, 103, 106 ], [ 152, 81, 71, 159, 81, 78 ], [ 58.695652, 55.978261, 61.413043, 56.793478, 55.978261, 57.608696 ], [ 0.794704, 1.008529, 0.638505, 0.747535, 1.081493, 0.540718 ], [ 36958, 36958, 25282, 467415, 467415, 224756 ], [ -120830, -34432, -120830, -1308865, -242693, -1308865 ], [ 14, 14, 15, 14, 14, 15 ], [ 11, 10, 12, 12, 12, 13 ], [ 20, 20, 19, 17, 18, 16 ], [ 5511, 2725, 2786, 5511, 2725, 2786 ], [ 5.95755, 7.95755, 0, 0, 0, 15.45755 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118084, -50915, -499351, -577695, 351794, -578523 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5708, "evaluation_days": 1427, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1639764000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813132327, "expiration_time": 1763493984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 179, "offset": 0, "multiplier": 1.27823 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
# | 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) |
---|