Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403354.5622 | 543059.7009 | -139705.1387 | -96121.4463 | 638866.3216 | -734987.7679 |
Total P&L (%) | 403.3546 | 543.0597 | -139.7051 | -96.1214 | 638.8663 | -734.9878 |
Avg Daily Profit (%) | 0.1745 | 0.235 | -0.0605 | -0.1405 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278240 | -161985 | -201607 | -1183294 | -296376 | -1122321 |
Profit Factor | 1.2464 | 1.6463 | 0.8246 | 0.9624 | 1.6244 | 0.5212 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 44.8113 | 40.566 | 49.0566 | 44.8113 | 40.566 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.5351 | 2.4121 | 0.8563 | 1.1853 | 2.38 | 0.5413 |
Largest Winning Trade | 367618 | 367618 | 53524 | 473068 | 473068 | 224129 |
Largest Losing Trade | -75652 | -38689 | -75652 | -543589 | -222267 | -543589 |
Avg Bars in Trades | 31 | 36 | 25 | 31 | 36 | 25 |
Avg Bars in Winners | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 6649 | 3915 | 2734 | 6649 | 3915 | 2734 |
Profit Streak | 48.1729 | 57.8396 | 48.1729 | 48.1729 | 57.8396 | 48.1729 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318593 | 305752 | -580149 | -578532 | -76838 | -580149 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6933, "evaluation_days": 2311, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759003737739, "expiration_time": 1764978912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 3.02581 } } }
{ "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": [ [ 403354.5622228167, 543059.7009406196, -139705.138717803, -96121.4463013318, 638866.3215626222, -734987.7678639541 ], [ 403.354562, 543.059701, -139.705139, -96.121446, 638.866322, -734.987768 ], [ 0.174537, 0.234989, -0.060452, -0.14052, 0.086578, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -278240, -161985, -201607, -1183294, -296376, -1122321 ], [ 1.246426, 1.646324, 0.824621, 0.962427, 1.624423, 0.521219 ], [ 212, 106, 106, 212, 106, 106 ], [ 95, 43, 52, 95, 43, 52 ], [ 117, 63, 54, 117, 63, 54 ], [ 44.811321, 40.566038, 49.056604, 44.811321, 40.566038, 49.056604 ], [ 1.535072, 2.412056, 0.856337, 1.185305, 2.379968, 0.541266 ], [ 367618, 367618, 53524, 473068, 473068, 224129 ], [ -75652, -38689, -75652, -543589, -222267, -543589 ], [ 31, 36, 25, 31, 36, 25 ], [ 34, 37, 32, 34, 37, 32 ], [ 28, 36, 19, 28, 36, 19 ], [ 6649, 3915, 2734, 6649, 3915, 2734 ], [ 48.17289, 57.839557, 48.17289, 48.17289, 57.839557, 48.17289 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318593, 305752, -580149, -578532, -76838, -580149 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6933, "evaluation_days": 2311, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759003737739, "expiration_time": 1764978912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 228, "offset": 0, "multiplier": 3.02581 } } }
# | 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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