Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301813.5527 | 247761.1658 | 54052.3869 | 45318.137 | 116323.9351 | -71005.7981 |
Total P&L (%) | 301.8136 | 247.7612 | 54.0524 | 45.3181 | 116.3239 | -71.0058 |
Avg Daily Profit (%) | 0.1696 | 0.1392 | 0.0304 | 0.021 | 0.0434 | -0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101542 | -70484 | -137334 | -304934 | -222916 | -174383 |
Profit Factor | 1.4296 | 1.7581 | 1.1439 | 1.0431 | 1.2338 | 0.8718 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 55.8824 | 54.902 | 56.8627 | 55.8824 | 54.902 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.1287 | 1.4442 | 0.8678 | 0.8235 | 1.0135 | 0.6614 |
Largest Winning Trade | 70335 | 70335 | 67837 | 130780 | 72932 | 130780 |
Largest Losing Trade | -64223 | -36485 | -64223 | -96564 | -96564 | -87370 |
Avg Bars in Trades | 50 | 30 | 69 | 50 | 30 | 69 |
Avg Bars in Winners | 63 | 27 | 98 | 63 | 27 | 98 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 5132 | 1571 | 3561 | 5132 | 1571 | 3561 |
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 | 333776 | -184345 | -396454 | -340288 | -314714 | -759943 |
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5338, "evaluation_days": 1779.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610092800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759502920816, "expiration_time": 1764090432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 4.73398 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 301813.5526953881, 247761.1657823573, 54052.3869130308, 45318.1370319736, 116323.9351189338, -71005.7980869601 ], [ 301.813553, 247.761166, 54.052387, 45.318137, 116.323935, -71.005798 ], [ 0.169622, 0.139244, 0.030378, 0.021008, 0.043374, -0.069557 ], [ 10, 10, 10, 10, 10, 10 ], [ -101542, -70484, -137334, -304934, -222916, -174383 ], [ 1.429641, 1.758125, 1.143882, 1.043106, 1.233814, 0.871789 ], [ 102, 51, 51, 102, 51, 51 ], [ 57, 28, 29, 57, 28, 29 ], [ 45, 23, 22, 45, 23, 22 ], [ 55.882353, 54.901961, 56.862745, 55.882353, 54.901961, 56.862745 ], [ 1.128664, 1.444174, 0.867773, 0.823504, 1.01349, 0.661357 ], [ 70335, 70335, 67837, 130780, 72932, 130780 ], [ -64223, -36485, -64223, -96564, -96564, -87370 ], [ 50, 30, 69, 50, 30, 69 ], [ 63, 27, 98, 63, 27, 98 ], [ 33, 35, 31, 33, 35, 31 ], [ 5132, 1571, 3561, 5132, 1571, 3561 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333776, -184345, -396454, -340288, -314714, -759943 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5338, "evaluation_days": 1779.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610092800000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759502920816, "expiration_time": 1764090432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 4.73398 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|