Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403153.777 | 284707.9771 | 118445.7999 | 104482.9955 | -150712.3684 | 255195.3639 |
Total P&L (%) | 403.1538 | 284.708 | 118.4458 | 104.483 | -150.7124 | 255.1954 |
Avg Daily Profit (%) | 0.2105 | 0.1486 | 0.0618 | 0.0374 | 0 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231940 | -148171 | -114171 | -1047961 | -665109 | -582689 |
Profit Factor | 1.2155 | 1.2948 | 1.1309 | 1.0249 | 0.9328 | 1.1313 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Losing Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Profitability (%) | 63.7597 | 63.9535 | 63.5659 | 63.7597 | 63.9535 | 63.5659 |
Ratio Avg Win / Avg Loss | 0.6909 | 0.7298 | 0.6482 | 0.5826 | 0.5258 | 0.6484 |
Largest Winning Trade | 21915 | 21915 | 19519 | 169911 | 106084 | 169911 |
Largest Losing Trade | -55743 | -34668 | -55743 | -482173 | -247559 | -482173 |
Avg Bars in Trades | 21 | 24 | 19 | 21 | 24 | 19 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 35 | 44 | 26 | 35 | 44 | 26 |
Bars Traded | 11285 | 6284 | 5001 | 11285 | 6284 | 5001 |
Profit Streak | 10.1022 | 13.6022 | 10.1022 | 10.1022 | 13.6022 | 10.1022 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433085 | 295224 | -184188 | -331339 | -576335 | -177987 |
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595880000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759789634102, "expiration_time": 1764745776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.10996 } } }
{ "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": [ [ 403153.7769890015, 284707.9770602749, 118445.799928726, 104482.9954619135, -150712.3684363041, 255195.3638982174 ], [ 403.153777, 284.707977, 118.4458, 104.482995, -150.712368, 255.195364 ], [ 0.210469, 0.148634, 0.061835, 0.03735, 0, 0.066192 ], [ 10, 10, 10, 10, 10, 10 ], [ -231940, -148171, -114171, -1047961, -665109, -582689 ], [ 1.215517, 1.294789, 1.130903, 1.024947, 0.932835, 1.131259 ], [ 516, 258, 258, 516, 258, 258 ], [ 329, 165, 164, 329, 165, 164 ], [ 187, 93, 94, 187, 93, 94 ], [ 63.75969, 63.953488, 63.565891, 63.75969, 63.953488, 63.565891 ], [ 0.690886, 0.72979, 0.648201, 0.582569, 0.52578, 0.648404 ], [ 21915, 21915, 19519, 169911, 106084, 169911 ], [ -55743, -34668, -55743, -482173, -247559, -482173 ], [ 21, 24, 19, 21, 24, 19 ], [ 14, 13, 15, 14, 13, 15 ], [ 35, 44, 26, 35, 44, 26 ], [ 11285, 6284, 5001, 11285, 6284, 5001 ], [ 10.102246, 13.602246, 10.102246, 10.102247, 13.602247, 10.102247 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433085, 295224, -184188, -331339, -576335, -177987 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595880000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759789634102, "expiration_time": 1764745776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 110, "offset": 0, "multiplier": 2.10996 } } }
# | 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) |
---|