Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698040.7581 | 487323.3487 | 210717.4094 | 3939404.9542 | 4985201.803 | -1045796.8488 |
Total P&L (%) | 698.0408 | 487.3233 | 210.7174 | 3939.405 | 4985.2018 | -1045.7968 |
Avg Daily Profit (%) | 0.3928 | 0.2742 | 0.1186 | 0.2083 | 0.2213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174481 | -136955 | -95912 | -51139770 | -31018470 | -37832431 |
Profit Factor | 1.4965 | 1.6615 | 1.3148 | 1.0142 | 1.0347 | 0.9922 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 177 | 95 | 82 | 177 | 95 | 82 |
Profitability (%) | 50.8333 | 47.2222 | 54.4444 | 50.8333 | 47.2222 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.4474 | 1.857 | 1.1001 | 0.9809 | 1.1564 | 0.8302 |
Largest Winning Trade | 78564 | 78564 | 51972 | 9721391 | 9721391 | 9364015 |
Largest Losing Trade | -50688 | -31682 | -50688 | -23212815 | -8427082 | -23212815 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 7030 | 3863 | 3166 | 7030 | 3863 | 3166 |
Profit Streak | 6.785 | 0 | 12.785 | 6.785 | 0 | 12.785 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501271 | 395530 | -32223 | -195544 | -174604 | -578455 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7109, "evaluation_days": 1777.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323020512, "expiration_time": 1763905032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 2.81863 } } }
{ "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": [ [ 698040.7581164325, 487323.3486837206, 210717.409432712, 3939404.954238478, 4985201.803042827, -1045796.8488043556 ], [ 698.040758, 487.323349, 210.717409, 3939.404954, 4985.201803, -1045.796849 ], [ 0.392765, 0.274201, 0.118564, 0.208329, 0.221312, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -174481, -136955, -95912, -51139770, -31018470, -37832431 ], [ 1.496453, 1.661517, 1.314795, 1.014169, 1.034653, 0.992205 ], [ 360, 180, 180, 360, 180, 180 ], [ 183, 85, 98, 183, 85, 98 ], [ 177, 95, 82, 177, 95, 82 ], [ 50.833333, 47.222222, 54.444444, 50.833333, 47.222222, 54.444444 ], [ 1.447389, 1.856989, 1.100135, 0.980918, 1.156377, 0.830212 ], [ 78564, 78564, 51972, 9721391, 9721391, 9364015 ], [ -50688, -31682, -50688, -23212815, -8427082, -23212815 ], [ 19, 21, 17, 19, 21, 17 ], [ 23, 26, 20, 23, 26, 20 ], [ 15, 16, 13, 15, 16, 13 ], [ 7030, 3863, 3166, 7030, 3863, 3166 ], [ 6.784959, 0, 12.784959, 6.78496, 0, 12.78496 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501271, 395530, -32223, -195544, -174604, -578455 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7109, "evaluation_days": 1777.25, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323020512, "expiration_time": 1763905032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 2.81863 } } }
# | 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) |
---|