Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2985745.7392 | 2929468.117 | 56277.6222 | 489823.3758 | 5325826.8598 | -4836003.4841 |
Total P&L (%) | 2985.7457 | 2929.4681 | 56.2776 | 489.8234 | 5325.8269 | -4836.0035 |
Avg Daily Profit (%) | 1.2909 | 1.2666 | 0.0243 | 0.0768 | 0.1728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171902 | -120765 | -159245 | -12146026 | -5545655 | -7574102 |
Profit Factor | 3.6585 | 6.0776 | 1.103 | 1.0213 | 1.4958 | 0.6051 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 39.6648 | 34.4444 | 44.9438 | 39.6648 | 34.4444 | 44.9438 |
Ratio Avg Win / Avg Loss | 5.565 | 11.567 | 1.3512 | 1.5535 | 2.8468 | 0.7412 |
Largest Winning Trade | 2774679 | 2774679 | 83814 | 10461900 | 10461900 | 1844306 |
Largest Losing Trade | -54701 | -37339 | -54701 | -5800961 | -2131091 | -5800961 |
Avg Bars in Trades | 74 | 68 | 82 | 74 | 68 | 82 |
Avg Bars in Winners | 121 | 113 | 126 | 121 | 113 | 126 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 13421 | 6123 | 7298 | 13421 | 6123 | 7298 |
Profit Streak | 0 | 0 | 16.4626 | 0 | 0 | 16.4626 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623574 | 566504 | -270165 | -289517 | 138018 | -582486 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13877, "evaluation_days": 2312.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562472000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759215970426, "expiration_time": 1765199664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 2.64465 } } }
{ "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": [ [ 2985745.7392099313, 2929468.1170234885, 56277.6221864438, 489823.375785275, 5325826.859844276, -4836003.484059001 ], [ 2985.745739, 2929.468117, 56.277622, 489.823376, 5325.82686, -4836.003484 ], [ 1.290949, 1.266616, 0.024333, 0.07676, 0.172827, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -171902, -120765, -159245, -12146026, -5545655, -7574102 ], [ 3.658481, 6.07757, 1.103043, 1.021309, 1.495781, 0.605055 ], [ 179, 90, 89, 179, 90, 89 ], [ 71, 31, 40, 71, 31, 40 ], [ 108, 59, 49, 108, 59, 49 ], [ 39.664804, 34.444444, 44.94382, 39.664804, 34.444444, 44.94382 ], [ 5.565014, 11.566989, 1.351227, 1.55354, 2.84681, 0.741192 ], [ 2774679, 2774679, 83814, 10461900, 10461900, 1844306 ], [ -54701, -37339, -54701, -5800961, -2131091, -5800961 ], [ 74, 68, 82, 74, 68, 82 ], [ 121, 113, 126, 121, 113, 126 ], [ 44, 43, 45, 44, 43, 45 ], [ 13421, 6123, 7298, 13421, 6123, 7298 ], [ 0, 0, 16.462621, 0, 0, 16.462621 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 623574, 566504, -270165, -289517, 138018, -582486 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13877, "evaluation_days": 2312.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562472000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759215970426, "expiration_time": 1765199664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 153, "offset": 0, "multiplier": 2.64465 } } }
# | 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) |
---|