Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607933.9939 | 606126.026 | 1807.9679 | 35153.3484 | 471502.4666 | -436349.1182 |
Total P&L (%) | 607.934 | 606.126 | 1.808 | 35.1533 | 471.5025 | -436.3491 |
Avg Daily Profit (%) | 0.2918 | 0.291 | 0.0009 | 0.0145 | 0.0837 | 0 |
Buy And Hold Return (%) | 69.7936 | 69.7936 | 69.7936 | 69.7936 | 69.7936 | 69.7936 |
Max Trade Drawdown | -163303 | -85697 | -237458 | -879914 | -299269 | -860714 |
Profit Factor | 1.2628 | 1.5933 | 1.0014 | 1.0071 | 1.2277 | 0.8496 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 342 | 178 | 164 | 342 | 178 | 164 |
Losing Trades | 262 | 124 | 138 | 262 | 124 | 138 |
Profitability (%) | 56.6225 | 58.9404 | 54.3046 | 56.6225 | 58.9404 | 54.3046 |
Ratio Avg Win / Avg Loss | 0.9674 | 1.11 | 0.8426 | 0.7715 | 0.8553 | 0.7149 |
Largest Winning Trade | 77080 | 77080 | 67760 | 152362 | 152362 | 145240 |
Largest Losing Trade | -70493 | -49359 | -70493 | -651200 | -143004 | -651200 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 38 | 30 | 45 | 38 | 30 | 45 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 24693 | 11189 | 13504 | 24693 | 11189 | 13504 |
Profit Streak | 0 | 0 | 12.1995 | 0 | 0 | 12.1995 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396964 | 463482 | -575413 | -549704 | -81197 | -578110 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1580688000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759207639265, "expiration_time": 1765684281600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.46733 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } } }
{ "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": [ [ 607933.993933169, 606126.0259885851, 1807.9679445845, 35153.3483961381, 471502.4666438795, -436349.1182477408 ], [ 607.933994, 606.126026, 1.807968, 35.153348, 471.502467, -436.349118 ], [ 0.291831, 0.290963, 0.000868, 0.014462, 0.08371, 0 ], [ 69.793621, 69.793621, 69.793621, 69.793621, 69.793621, 69.793621 ], [ -163303, -85697, -237458, -879914, -299269, -860714 ], [ 1.262838, 1.593341, 1.0014, 1.00707, 1.227744, 0.849619 ], [ 604, 302, 302, 604, 302, 302 ], [ 342, 178, 164, 342, 178, 164 ], [ 262, 124, 138, 262, 124, 138 ], [ 56.622517, 58.940397, 54.304636, 56.622517, 58.940397, 54.304636 ], [ 0.967437, 1.109968, 0.842641, 0.771498, 0.855283, 0.714923 ], [ 77080, 77080, 67760, 152362, 152362, 145240 ], [ -70493, -49359, -70493, -651200, -143004, -651200 ], [ 40, 37, 44, 40, 37, 44 ], [ 38, 30, 45, 38, 30, 45 ], [ 44, 45, 43, 44, 45, 43 ], [ 24693, 11189, 13504, 24693, 11189, 13504 ], [ 0, 0, 12.199528, 0, 0, 12.199529 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396964, 463482, -575413, -549704, -81197, -578110 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24998, "evaluation_days": 2083.17, "actual_first_datapoint_time": 1579154400000, "first_datapoint_time": 1580688000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759207639265, "expiration_time": 1765684281600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.46733 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } } }
# | 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) |
---|