Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392360.8606 | 292608.5804 | 99752.2802 | -139041.1111 | -281898.9615 | 142857.8504 |
Total P&L (%) | 392.3609 | 292.6086 | 99.7523 | -139.0411 | -281.899 | 142.8579 |
Avg Daily Profit (%) | 0.2055 | 0.1533 | 0.0523 | 0 | 0 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178380 | -84281 | -188174 | -828621 | -360021 | -494729 |
Profit Factor | 1.3566 | 1.6204 | 1.1586 | 0.9057 | 0.5607 | 1.1714 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 120 | 59 | 61 | 71 | 38 | 33 |
Losing Trades | 67 | 35 | 32 | 116 | 56 | 60 |
Profitability (%) | 64.1711 | 62.766 | 65.5914 | 37.9679 | 40.4255 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.7574 | 0.9612 | 0.6078 | 1.4798 | 0.8263 | 2.1298 |
Largest Winning Trade | 94120 | 94120 | 40590 | 595301 | 55698 | 595301 |
Largest Losing Trade | -126613 | -38807 | -126613 | -136972 | -68036 | -136972 |
Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Winners | 33 | 36 | 31 | 49 | 52 | 45 |
Avg Bars in Losers | 50 | 50 | 51 | 34 | 34 | 34 |
Bars Traded | 7484 | 3920 | 3563 | 7484 | 3920 | 3563 |
Profit Streak | 15.2541 | 15.2541 | 17.7541 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371490 | 340103 | -168255 | -582811 | -584804 | -167650 |
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7636, "evaluation_days": 1909, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594728000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233954696, "expiration_time": 1764160128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 246, "multiplier": 3.21995 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
{ "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": [ [ 392360.8605601593, 292608.5803793357, 99752.2801808236, -139041.1110790735, -281898.9615060971, 142857.8504270235 ], [ 392.360861, 292.60858, 99.75228, -139.041111, -281.898962, 142.85785 ], [ 0.205532, 0.153278, 0.052254, 0, 0, 0.046491 ], [ 10, 10, 10, 10, 10, 10 ], [ -178380, -84281, -188174, -828621, -360021, -494729 ], [ 1.356557, 1.620386, 1.158649, 0.905745, 0.56067, 1.171395 ], [ 187, 94, 93, 187, 94, 93 ], [ 120, 59, 61, 71, 38, 33 ], [ 67, 35, 32, 116, 56, 60 ], [ 64.171123, 62.765957, 65.591398, 37.967914, 40.425532, 35.483871 ], [ 0.757411, 0.961246, 0.607816, 1.479808, 0.826251, 2.12981 ], [ 94120, 94120, 40590, 595301, 55698, 595301 ], [ -126613, -38807, -126613, -136972, -68036, -136972 ], [ 40, 41, 38, 40, 41, 38 ], [ 33, 36, 31, 49, 52, 45 ], [ 50, 50, 51, 34, 34, 34 ], [ 7484, 3920, 3563, 7484, 3920, 3563 ], [ 15.254105, 15.254105, 17.754105, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371490, 340103, -168255, -582811, -584804, -167650 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7636, "evaluation_days": 1909, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594728000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233954696, "expiration_time": 1764160128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 246, "multiplier": 3.21995 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } } }
# | 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) |
---|