Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348354.2639 | 118662.8263 | 229691.4376 | 958706.8718 | -277007.0504 | 1235713.9221 |
Total P&L (%) | 348.3543 | 118.6628 | 229.6914 | 958.7069 | -277.0071 | 1235.7139 |
Avg Daily Profit (%) | 0.2706 | 0.0922 | 0.1784 | 0.1834 | 0 | 0.2015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106222 | -80627 | -48332 | -1704227 | -1425945 | -788136 |
Profit Factor | 1.6524 | 1.374 | 2.0601 | 1.197 | 0.9034 | 1.618 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 48.855 | 45.4545 | 52.3077 | 48.855 | 45.4545 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.7299 | 1.6488 | 1.8783 | 1.2531 | 1.084 | 1.4752 |
Largest Winning Trade | 55398 | 55398 | 37710 | 560895 | 352667 | 560895 |
Largest Losing Trade | -26458 | -24185 | -26458 | -421042 | -343402 | -421042 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 2401 | 1148 | 1253 | 2401 | 1148 | 1253 |
Profit Streak | 0 | 0 | 72.2683 | 0 | 0 | 72.2683 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415200 | -194220 | -118375 | 153821 | -705059 | -119725 |
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 1.80977 } } }
{ "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": [ [ 348354.2638855443, 118662.8262509745, 229691.4376345699, 958706.8717614615, -277007.050372124, 1235713.9221335852 ], [ 348.354264, 118.662826, 229.691438, 958.706872, -277.00705, 1235.713922 ], [ 0.270566, 0.092165, 0.178401, 0.183441, 0, 0.201527 ], [ 10, 10, 10, 10, 10, 10 ], [ -106222, -80627, -48332, -1704227, -1425945, -788136 ], [ 1.652435, 1.374024, 2.060098, 1.197022, 0.903363, 1.618005 ], [ 131, 66, 65, 131, 66, 65 ], [ 64, 30, 34, 64, 30, 34 ], [ 67, 36, 31, 67, 36, 31 ], [ 48.854962, 45.454545, 52.307692, 48.854962, 45.454545, 52.307692 ], [ 1.729893, 1.648829, 1.878325, 1.253132, 1.084035, 1.47524 ], [ 55398, 55398, 37710, 560895, 352667, 560895 ], [ -26458, -24185, -26458, -421042, -343402, -421042 ], [ 18, 17, 19, 18, 17, 19 ], [ 24, 24, 24, 24, 24, 24 ], [ 12, 11, 13, 12, 11, 13 ], [ 2401, 1148, 1253, 2401, 1148, 1253 ], [ 0, 0, 72.268283, 0, 0, 72.268284 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415200, -194220, -118375, 153821, -705059, -119725 ] ] }
{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2575, "evaluation_days": 1287.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1652745600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040779698, "expiration_time": 1762052400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 1.80977 } } }
# | 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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