Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868045.35 | 814276.2197 | 53769.1303 | 746657.99 | 993759.9132 | -247101.9232 |
Total P&L (%) | 868.0454 | 814.2762 | 53.7691 | 746.658 | 993.7599 | -247.1019 |
Avg Daily Profit (%) | 0.4168 | 0.391 | 0.0258 | 0.1026 | 0.1149 | 0 |
Buy And Hold Return (%) | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 |
Max Trade Drawdown | -159221 | -129199 | -203001 | -4388268 | -3536078 | -1142306 |
Profit Factor | 1.4973 | 1.9343 | 1.0615 | 1.0402 | 1.0966 | 0.9701 |
Total Trades | 499 | 250 | 249 | 499 | 250 | 249 |
Winning Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Losing Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Profitability (%) | 38.0762 | 38 | 38.1526 | 38.0762 | 38 | 38.1526 |
Ratio Avg Win / Avg Loss | 2.4351 | 3.156 | 1.7208 | 1.6917 | 1.7892 | 1.5726 |
Largest Winning Trade | 394649 | 394649 | 59768 | 2718267 | 2718267 | 512711 |
Largest Losing Trade | -30049 | -20423 | -30049 | -653959 | -653959 | -537845 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 24757 | 12474 | 12283 | 24757 | 12474 | 12283 |
Profit Streak | 0 | 0 | 17.4661 | 0 | 0 | 17.4661 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369438 | 339466 | -479195 | -232742 | -156170 | -581292 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580054400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758906673026, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 2.63986 } } }
{ "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": [ [ 868045.3499735092, 814276.2196570901, 53769.1303164181, 746657.9900071622, 993759.9131587935, -247101.9231516312 ], [ 868.04535, 814.27622, 53.76913, 746.65799, 993.759913, -247.101923 ], [ 0.416828, 0.391009, 0.02582, 0.102628, 0.114938, 0 ], [ 84.719536, 84.719536, 84.719536, 84.719536, 84.719536, 84.719536 ], [ -159221, -129199, -203001, -4388268, -3536078, -1142306 ], [ 1.497295, 1.934349, 1.061518, 1.040232, 1.096635, 0.970139 ], [ 499, 250, 249, 499, 250, 249 ], [ 190, 95, 95, 190, 95, 95 ], [ 309, 155, 154, 309, 155, 154 ], [ 38.076152, 38, 38.15261, 38.076152, 38, 38.15261 ], [ 2.435075, 3.156043, 1.720776, 1.691746, 1.789246, 1.572647 ], [ 394649, 394649, 59768, 2718267, 2718267, 512711 ], [ -30049, -20423, -30049, -653959, -653959, -537845 ], [ 49, 49, 49, 49, 49, 49 ], [ 78, 80, 76, 78, 80, 76 ], [ 31, 30, 32, 31, 30, 32 ], [ 24757, 12474, 12283, 24757, 12474, 12283 ], [ 0, 0, 17.466123, 0, 0, 17.466123 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369438, 339466, -479195, -232742, -156170, -581292 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580054400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758906673026, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 2.63986 } } }
# | 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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