Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462082.5199 | 317606.7548 | 144475.7651 | 914845.7407 | 193752.8422 | 721092.8985 |
Total P&L (%) | 462.0825 | 317.6068 | 144.4758 | 914.8457 | 193.7528 | 721.0929 |
Avg Daily Profit (%) | 0.2434 | 0.1673 | 0.0761 | 0.1221 | 0.0568 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82831 | -69463 | -64772 | -1340244 | -1475095 | -1041266 |
Profit Factor | 1.7465 | 1.9127 | 1.533 | 1.1242 | 1.0447 | 1.2375 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 62.6984 | 65.0794 | 60.3175 | 62.6984 | 65.0794 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.039 | 1.0263 | 1.0086 | 0.6688 | 0.5606 | 0.8142 |
Largest Winning Trade | 72761 | 72761 | 42335 | 524931 | 361289 | 524931 |
Largest Losing Trade | -46526 | -46526 | -41517 | -862196 | -862196 | -553810 |
Avg Bars in Trades | 84 | 138 | 31 | 84 | 138 | 31 |
Avg Bars in Winners | 43 | 58 | 28 | 43 | 58 | 28 |
Avg Bars in Losers | 153 | 287 | 36 | 153 | 287 | 36 |
Bars Traded | 10701 | 8707 | 1994 | 10701 | 8707 | 1994 |
Profit Streak | 78.7624 | 0 | 82.9291 | 78.7624 | 0 | 82.9291 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458262 | -134863 | -234229 | -112620 | -434826 | -190809 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11393, "evaluation_days": 1898.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599667200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134669922, "expiration_time": 1765048176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.25051 } }, "second_band": { "type": "kcu", "factors": { "length": 250, "offset": 0, "scalar": 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": [ [ 462082.5198849151, 317606.7547899724, 144475.7650949428, 914845.7406922738, 193752.8422225664, 721092.8984697079 ], [ 462.08252, 317.606755, 144.475765, 914.845741, 193.752842, 721.092898 ], [ 0.243351, 0.167264, 0.076087, 0.122114, 0.056765, 0.110944 ], [ 10, 10, 10, 10, 10, 10 ], [ -82831, -69463, -64772, -1340244, -1475095, -1041266 ], [ 1.74648, 1.912732, 1.533039, 1.124188, 1.044739, 1.237527 ], [ 126, 63, 63, 126, 63, 63 ], [ 79, 41, 38, 79, 41, 38 ], [ 47, 22, 25, 47, 22, 25 ], [ 62.698413, 65.079365, 60.31746, 62.698413, 65.079365, 60.31746 ], [ 1.039045, 1.026344, 1.008578, 0.668821, 0.560591, 0.814162 ], [ 72761, 72761, 42335, 524931, 361289, 524931 ], [ -46526, -46526, -41517, -862196, -862196, -553810 ], [ 84, 138, 31, 84, 138, 31 ], [ 43, 58, 28, 43, 58, 28 ], [ 153, 287, 36, 153, 287, 36 ], [ 10701, 8707, 1994, 10701, 8707, 1994 ], [ 78.762383, 0, 82.92905, 78.762383, 0, 82.92905 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458262, -134863, -234229, -112620, -434826, -190809 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11393, "evaluation_days": 1898.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599667200000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134669922, "expiration_time": 1765048176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.25051 } }, "second_band": { "type": "kcu", "factors": { "length": 250, "offset": 0, "scalar": 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) |
---|