Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412633.7782 | 411071.4584 | 1562.3198 | -50271.9109 | -10697.9897 | -39573.9213 |
Total P&L (%) | 412.6338 | 411.0715 | 1.5623 | -50.2719 | -10.698 | -39.5739 |
Avg Daily Profit (%) | 0.1651 | 0.1644 | 0.0006 | -0.0279 | -0.0045 | -0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275147 | -139996 | -176040 | -123556 | -74141 | -74508 |
Profit Factor | 1.3851 | 1.8096 | 1.0028 | 0.8791 | 0.9508 | 0.8007 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Losing Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Profitability (%) | 54.6053 | 59.2105 | 50 | 54.6053 | 59.2105 | 50 |
Ratio Avg Win / Avg Loss | 1.1515 | 1.2466 | 1.0028 | 0.7309 | 0.655 | 0.8007 |
Largest Winning Trade | 180938 | 180938 | 42255 | 26200 | 26200 | 17130 |
Largest Losing Trade | -69629 | -61526 | -69629 | -39652 | -38500 | -39652 |
Avg Bars in Trades | 31 | 42 | 20 | 31 | 42 | 20 |
Avg Bars in Winners | 29 | 36 | 21 | 29 | 36 | 21 |
Avg Bars in Losers | 33 | 50 | 19 | 33 | 50 | 19 |
Bars Traded | 4799 | 3220 | 1578 | 4799 | 3220 | 1578 |
Profit Streak | 74.7252 | 77.2252 | 74.7252 | 74.7252 | 77.2252 | 74.7252 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386702 | -37383 | -623444 | -577962 | -627800 | -628992 |
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1547683200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864256032, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.33305 } } }
{ "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": [ [ 412633.778180773, 411071.4583511457, 1562.3198296275, -50271.9109386053, -10697.9896576573, -39573.9212809479 ], [ 412.633778, 411.071458, 1.56232, -50.271911, -10.69799, -39.573921 ], [ 0.165054, 0.164429, 0.000625, -0.02794, -0.004526, -0.020148 ], [ 10, 10, 10, 10, 10, 10 ], [ -275147, -139996, -176040, -123556, -74141, -74508 ], [ 1.385079, 1.809638, 1.002771, 0.879147, 0.950789, 0.800722 ], [ 152, 76, 76, 152, 76, 76 ], [ 83, 45, 38, 83, 45, 38 ], [ 69, 31, 38, 69, 31, 38 ], [ 54.605263, 59.210526, 50, 54.605263, 59.210526, 50 ], [ 1.151451, 1.24664, 1.002771, 0.730857, 0.654988, 0.800722 ], [ 180938, 180938, 42255, 26200, 26200, 17130 ], [ -69629, -61526, -69629, -39652, -38500, -39652 ], [ 31, 42, 20, 31, 42, 20 ], [ 29, 36, 21, 29, 36, 21 ], [ 33, 50, 19, 33, 50, 19 ], [ 4799, 3220, 1578, 4799, 3220, 1578 ], [ 74.725185, 77.225185, 74.725185, 74.725186, 77.225186, 74.725186 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386702, -37383, -623444, -577962, -627800, -628992 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542758400000, "first_datapoint_time": 1547683200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864256032, "expiration_time": 1765195200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.33305 } } }
# | 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) |
---|