Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1855593.9227 | 1972521.8577 | -116927.935 | -91589.0703 | 932480.5623 | -1024069.6326 |
Total P&L (%) | 1855.5939 | 1972.5219 | -116.9279 | -91.5891 | 932.4806 | -1024.0696 |
Avg Daily Profit (%) | 0.7991 | 0.8495 | -0.0504 | -0.1066 | 0.1006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271076 | -175124 | -139756 | -945559 | -307510 | -1005992 |
Profit Factor | 3.3421 | 6.4074 | 0.7265 | 0.9459 | 3.1075 | 0.1805 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 30.6667 | 28.9474 | 32.4324 | 30.6667 | 28.9474 | 32.4324 |
Ratio Avg Win / Avg Loss | 7.556 | 15.7272 | 1.5135 | 2.1385 | 7.6274 | 0.3761 |
Largest Winning Trade | 2010015 | 2010015 | 75604 | 900556 | 900556 | 153282 |
Largest Losing Trade | -91941 | -43292 | -91941 | -873779 | -204503 | -873779 |
Avg Bars in Trades | 56 | 51 | 61 | 56 | 51 | 61 |
Avg Bars in Winners | 104 | 107 | 102 | 104 | 107 | 102 |
Avg Bars in Losers | 35 | 28 | 42 | 35 | 28 | 42 |
Bars Traded | 4244 | 1960 | 2284 | 4244 | 1960 | 2284 |
Profit Streak | 77.1444 | 117.6444 | 77.1444 | 77.1444 | 117.6444 | 77.1444 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47876 | 370484 | -584268 | -645425 | -63776 | -587046 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4644, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759937276804, "expiration_time": 1765943424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.65293 } } }
{ "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": [ [ 1855593.9227350818, 1972521.8577361081, -116927.9350010269, -91589.0703307956, 932480.5622972143, -1024069.6326280095 ], [ 1855.593923, 1972.521858, -116.927935, -91.58907, 932.480562, -1024.069633 ], [ 0.799136, 0.849493, -0.050357, -0.10656, 0.100591, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -271076, -175124, -139756, -945559, -307510, -1005992 ], [ 3.342098, 6.407382, 0.726481, 0.945873, 3.107473, 0.180506 ], [ 75, 38, 37, 75, 38, 37 ], [ 23, 11, 12, 23, 11, 12 ], [ 52, 27, 25, 52, 27, 25 ], [ 30.666667, 28.947368, 32.432432, 30.666667, 28.947368, 32.432432 ], [ 7.556047, 15.727209, 1.513503, 2.138495, 7.627433, 0.376055 ], [ 2010015, 2010015, 75604, 900556, 900556, 153282 ], [ -91941, -43292, -91941, -873779, -204503, -873779 ], [ 56, 51, 61, 56, 51, 61 ], [ 104, 107, 102, 104, 107, 102 ], [ 35, 28, 42, 35, 28, 42 ], [ 4244, 1960, 2284, 4244, 1960, 2284 ], [ 77.144407, 117.644407, 77.144407, 77.144407, 117.644407, 77.144407 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47876, 370484, -584268, -645425, -63776, -587046 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4644, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759937276804, "expiration_time": 1765943424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 35, "offset": 0, "multiplier": 2.65293 } } }
# | 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) |
---|