Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415924.7576 | 256621.8088 | 159302.9489 | 163578.2319 | -257830.4867 | 421408.7186 |
Total P&L (%) | 415.9248 | 256.6218 | 159.3029 | 163.5782 | -257.8305 | 421.4087 |
Avg Daily Profit (%) | 0.2296 | 0.1417 | 0.0879 | 0.0535 | 0 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104723 | -88227 | -73209 | -908898 | -612599 | -769130 |
Profit Factor | 1.9019 | 1.9817 | 1.7974 | 1.0559 | 0.8325 | 1.3039 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 43.1818 | 34.0909 | 52.2727 | 43.1818 | 34.0909 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5025 | 3.8313 | 1.6411 | 1.3893 | 1.6095 | 1.1905 |
Largest Winning Trade | 338800 | 338800 | 59360 | 354768 | 354768 | 347963 |
Largest Losing Trade | -56866 | -23572 | -56866 | -636301 | -212585 | -636301 |
Avg Bars in Trades | 59 | 40 | 78 | 59 | 40 | 78 |
Avg Bars in Winners | 106 | 71 | 129 | 106 | 71 | 129 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 5223 | 1762 | 3461 | 5223 | 1762 | 3461 |
Profit Streak | 0 | 0 | 17.5507 | 0 | 0 | 17.5507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326468 | -6268 | -71212 | -282895 | -584128 | -70164 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5434, "evaluation_days": 1811.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607673600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266778497, "expiration_time": 1763942976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.88927 } } }
{ "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": [ [ 415924.7576345317, 256621.8087609567, 159302.9488735749, 163578.2319347393, -257830.4866684161, 421408.7186031558 ], [ 415.924758, 256.621809, 159.302949, 163.578232, -257.830487, 421.408719 ], [ 0.229624, 0.141676, 0.087948, 0.053521, 0, 0.09121 ], [ 10, 10, 10, 10, 10, 10 ], [ -104723, -88227, -73209, -908898, -612599, -769130 ], [ 1.901871, 1.981698, 1.797416, 1.055903, 0.832519, 1.303905 ], [ 88, 44, 44, 88, 44, 44 ], [ 38, 15, 23, 38, 15, 23 ], [ 50, 29, 21, 50, 29, 21 ], [ 43.181818, 34.090909, 52.272727, 43.181818, 34.090909, 52.272727 ], [ 2.502461, 3.831283, 1.641119, 1.389346, 1.609536, 1.190522 ], [ 338800, 338800, 59360, 354768, 354768, 347963 ], [ -56866, -23572, -56866, -636301, -212585, -636301 ], [ 59, 40, 78, 59, 40, 78 ], [ 106, 71, 129, 106, 71, 129 ], [ 23, 23, 22, 23, 23, 22 ], [ 5223, 1762, 3461, 5223, 1762, 3461 ], [ 0, 0, 17.550677, 0, 0, 17.550677 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326468, -6268, -71212, -282895, -584128, -70164 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5434, "evaluation_days": 1811.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607673600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266778497, "expiration_time": 1763942976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 1.88927 } } }
# | 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) |
---|