Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285174.2554 | 84412.0519 | 200762.2034 | 25334.122 | -194810.0943 | 220144.2163 |
Total P&L (%) | 285.1743 | 84.4121 | 200.7622 | 25.3341 | -194.8101 | 220.1442 |
Avg Daily Profit (%) | 0.1724 | 0.051 | 0.1213 | 0.0136 | 0 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133727 | -139095 | -86404 | -650385 | -772870 | -359455 |
Profit Factor | 1.4318 | 1.2369 | 1.6601 | 1.0109 | 0.849 | 1.2131 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 65.1852 | 61.194 | 69.1176 | 65.1852 | 61.194 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.7647 | 0.7844 | 0.7418 | 0.5399 | 0.5384 | 0.542 |
Largest Winning Trade | 74984 | 74984 | 44969 | 261188 | 261188 | 113762 |
Largest Losing Trade | -62537 | -62537 | -58974 | -385249 | -385249 | -359455 |
Avg Bars in Trades | 48 | 58 | 37 | 48 | 58 | 37 |
Avg Bars in Winners | 31 | 37 | 26 | 31 | 37 | 26 |
Avg Bars in Losers | 80 | 92 | 64 | 80 | 92 | 64 |
Bars Traded | 6516 | 3933 | 2583 | 6516 | 3933 | 2583 |
Profit Streak | 11.7143 | 0 | 14.9643 | 11.7143 | 0 | 14.9643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344217 | -241977 | -136764 | -385375 | -696007 | -207229 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.69103 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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": [ [ 285174.2553733782, 84412.0519471602, 200762.203426218, 25334.1220436723, -194810.0942808393, 220144.2163245113 ], [ 285.174255, 84.412052, 200.762203, 25.334122, -194.810094, 220.144216 ], [ 0.172363, 0.05102, 0.121343, 0.013649, 0, 0.070354 ], [ 10, 10, 10, 10, 10, 10 ], [ -133727, -139095, -86404, -650385, -772870, -359455 ], [ 1.431773, 1.236883, 1.660124, 1.010907, 0.848969, 1.213142 ], [ 135, 67, 68, 135, 67, 68 ], [ 88, 41, 47, 88, 41, 47 ], [ 47, 26, 21, 47, 26, 21 ], [ 65.185185, 61.19403, 69.117647, 65.185185, 61.19403, 69.117647 ], [ 0.764697, 0.784365, 0.741758, 0.539916, 0.53837, 0.542042 ], [ 74984, 74984, 44969, 261188, 261188, 113762 ], [ -62537, -62537, -58974, -385249, -385249, -359455 ], [ 48, 58, 37, 48, 58, 37 ], [ 31, 37, 26, 31, 37, 26 ], [ 80, 92, 64, 80, 92, 64 ], [ 6516, 3933, 2583, 6516, 3933, 2583 ], [ 11.714266, 0, 14.964266, 11.714266, 0, 14.964266 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344217, -241977, -136764, -385375, -696007, -207229 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1617386400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928112593, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 2.69103 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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) |
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