Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355526.4046 | 281521.3546 | 74005.0499 | 51458.6761 | 78852.8621 | -27394.186 |
Total P&L (%) | 355.5264 | 281.5214 | 74.0051 | 51.4587 | 78.8529 | -27.3942 |
Avg Daily Profit (%) | 0.1873 | 0.1483 | 0.039 | 0.0219 | 0.0306 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205180 | -61757 | -195821 | -142319 | -35432 | -140005 |
Profit Factor | 1.3827 | 1.7616 | 1.1323 | 1.0808 | 1.3288 | 0.9311 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 59.2593 | 52.6316 | 65.9574 | 59.2593 | 52.6316 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.9506 | 1.5854 | 0.5844 | 0.743 | 1.1959 | 0.4806 |
Largest Winning Trade | 74110 | 74110 | 35882 | 29729 | 29729 | 29361 |
Largest Losing Trade | -69060 | -42821 | -69060 | -69852 | -22255 | -69852 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 23 | 16 | 28 | 23 | 16 | 28 |
Avg Bars in Losers | 36 | 27 | 50 | 36 | 27 | 50 |
Bars Traded | 5440 | 2066 | 3374 | 5440 | 2066 | 3374 |
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 | 320477 | 307782 | -215477 | -295784 | -151393 | -578734 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5696, "evaluation_days": 1898.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760094167234, "expiration_time": 1765004544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.61498 } }, "second_band": { "type": "tema", "factors": { "length": 195, "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": [ [ 355526.4045879311, 281521.3546445763, 74005.0499433549, 51458.6760803318, 78852.8621244607, -27394.1860441289 ], [ 355.526405, 281.521355, 74.00505, 51.458676, 78.852862, -27.394186 ], [ 0.18725, 0.148273, 0.038977, 0.021867, 0.030626, -0.016859 ], [ 10, 10, 10, 10, 10, 10 ], [ -205180, -61757, -195821, -142319, -35432, -140005 ], [ 1.382659, 1.761597, 1.132282, 1.080753, 1.328774, 0.931066 ], [ 189, 95, 94, 189, 95, 94 ], [ 112, 50, 62, 112, 50, 62 ], [ 77, 45, 32, 77, 45, 32 ], [ 59.259259, 52.631579, 65.957447, 59.259259, 52.631579, 65.957447 ], [ 0.950578, 1.585438, 0.584404, 0.743018, 1.195897, 0.48055 ], [ 74110, 74110, 35882, 29729, 29729, 29361 ], [ -69060, -42821, -69060, -69852, -22255, -69852 ], [ 28, 21, 35, 28, 21, 35 ], [ 23, 16, 28, 23, 16, 28 ], [ 36, 27, 50, 36, 27, 50 ], [ 5440, 2066, 3374, 5440, 2066, 3374 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320477, 307782, -215477, -295784, -151393, -578734 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5696, "evaluation_days": 1898.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601654400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760094167234, "expiration_time": 1765004544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.61498 } }, "second_band": { "type": "tema", "factors": { "length": 195, "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) |
---|