Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227624.6925 | 985426.1588 | 242198.5337 | 8741095.4443 | 4725246.8609 | 4015848.5834 |
Total P&L (%) | 1227.6247 | 985.4262 | 242.1985 | 8741.0954 | 4725.2469 | 4015.8486 |
Avg Daily Profit (%) | 0.5321 | 0.4271 | 0.105 | 0.1945 | 0.1682 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104969 | -83972 | -191871 | -10773162 | -10918055 | -4255256 |
Profit Factor | 1.9048 | 2.3534 | 1.3852 | 1.1861 | 1.1767 | 1.1986 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Profitability (%) | 40.3846 | 37.6923 | 43.0769 | 40.3846 | 37.6923 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.8118 | 3.8903 | 1.8305 | 1.7509 | 1.9451 | 1.5838 |
Largest Winning Trade | 463115 | 463115 | 50414 | 9511156 | 9511156 | 2135558 |
Largest Losing Trade | -34957 | -30674 | -34957 | -2941459 | -2383659 | -2941459 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 13734 | 6596 | 7138 | 13734 | 6596 | 7138 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436084 | 340759 | -54024 | -9093 | -22308 | 137528 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559606400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921853669, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.1197 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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": [ [ 1227624.692521717, 985426.1587961433, 242198.5337255743, 8741095.444290748, 4725246.8608830515, 4015848.583407693 ], [ 1227.624693, 985.426159, 242.198534, 8741.095444, 4725.246861, 4015.848583 ], [ 0.532091, 0.427115, 0.104976, 0.194453, 0.168159, 0.161255 ], [ 10, 10, 10, 10, 10, 10 ], [ -104969, -83972, -191871, -10773162, -10918055, -4255256 ], [ 1.904763, 2.353419, 1.38521, 1.186101, 1.176671, 1.198574 ], [ 260, 130, 130, 260, 130, 130 ], [ 105, 49, 56, 105, 49, 56 ], [ 155, 81, 74, 155, 81, 74 ], [ 40.384615, 37.692308, 43.076923, 40.384615, 37.692308, 43.076923 ], [ 2.811794, 3.890346, 1.830456, 1.750911, 1.945108, 1.58383 ], [ 463115, 463115, 50414, 9511156, 9511156, 2135558 ], [ -34957, -30674, -34957, -2941459, -2383659, -2941459 ], [ 52, 50, 54, 52, 50, 54 ], [ 86, 89, 84, 86, 89, 84 ], [ 29, 27, 32, 29, 27, 32 ], [ 13734, 6596, 7138, 13734, 6596, 7138 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436084, 340759, -54024, -9093, -22308, 137528 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559606400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921853669, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.1197 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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) |
---|