Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288745.975 | 201895.4379 | 86850.5371 | -16968.0037 | 97357.4908 | -114325.4945 |
Total P&L (%) | 288.746 | 201.8954 | 86.8505 | -16.968 | 97.3575 | -114.3255 |
Avg Daily Profit (%) | 0.1615 | 0.1129 | 0.0486 | -0.0104 | 0.038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98682 | -59911 | -140556 | -117901 | -74560 | -166616 |
Profit Factor | 1.328 | 1.5706 | 1.165 | 0.9762 | 1.3668 | 0.7446 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 60.9272 | 57.3333 | 64.4737 | 60.9272 | 57.3333 | 64.4737 |
Ratio Avg Win / Avg Loss | 0.8517 | 1.1688 | 0.6419 | 0.626 | 1.0172 | 0.4103 |
Largest Winning Trade | 63481 | 49972 | 63481 | 38637 | 38637 | 29022 |
Largest Losing Trade | -76661 | -23924 | -76661 | -99977 | -33541 | -99977 |
Avg Bars in Trades | 22 | 13 | 31 | 22 | 13 | 31 |
Avg Bars in Winners | 27 | 12 | 40 | 27 | 12 | 40 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 3407 | 1002 | 2405 | 3407 | 1002 | 2405 |
Profit Streak | 15.9507 | 0 | 29.4507 | 15.9507 | 0 | 29.4507 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321992 | -95964 | -215523 | -577714 | -197059 | -627541 |
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3576, "evaluation_days": 1788, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760222936696, "expiration_time": 1764818496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.47293 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 288745.9749619395, 201895.4378948339, 86850.5370671058, -16968.0036566304, 97357.4908076839, -114325.4944643142 ], [ 288.745975, 201.895438, 86.850537, -16.968004, 97.357491, -114.325494 ], [ 0.161491, 0.112917, 0.048574, -0.010399, 0.03803, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -98682, -59911, -140556, -117901, -74560, -166616 ], [ 1.328016, 1.570579, 1.164978, 0.976203, 1.36682, 0.744587 ], [ 151, 75, 76, 151, 75, 76 ], [ 92, 43, 49, 92, 43, 49 ], [ 59, 32, 27, 59, 32, 27 ], [ 60.927152, 57.333333, 64.473684, 60.927152, 57.333333, 64.473684 ], [ 0.851663, 1.168803, 0.641927, 0.626043, 1.017168, 0.410283 ], [ 63481, 49972, 63481, 38637, 38637, 29022 ], [ -76661, -23924, -76661, -99977, -33541, -99977 ], [ 22, 13, 31, 22, 13, 31 ], [ 27, 12, 40, 27, 12, 40 ], [ 14, 13, 14, 14, 13, 14 ], [ 3407, 1002, 2405, 3407, 1002, 2405 ], [ 15.950656, 0, 29.450656, 15.950656, 0, 29.450656 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321992, -95964, -215523, -577714, -197059, -627541 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3576, "evaluation_days": 1788, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760222936696, "expiration_time": 1764818496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.47293 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|