Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285051.2617 | 131332.6714 | 153718.5903 | 618498.8604 | 311437.0976 | 307061.7628 |
Total P&L (%) | 285.0513 | 131.3327 | 153.7186 | 618.4989 | 311.4371 | 307.0618 |
Avg Daily Profit (%) | 0.3054 | 0.1407 | 0.1647 | 0.2115 | 0.1517 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59177 | -35654 | -60170 | -363734 | -226150 | -342442 |
Profit Factor | 1.6176 | 1.6532 | 1.5901 | 1.4124 | 1.4698 | 1.367 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 56.1151 | 57.971 | 54.2857 | 56.1151 | 57.971 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.265 | 1.1986 | 1.339 | 1.1046 | 1.0656 | 1.1511 |
Largest Winning Trade | 39643 | 32565 | 39643 | 155836 | 118458 | 155836 |
Largest Losing Trade | -24867 | -15326 | -24867 | -179544 | -133948 | -179544 |
Avg Bars in Trades | 18 | 13 | 23 | 18 | 13 | 23 |
Avg Bars in Winners | 17 | 10 | 24 | 17 | 10 | 24 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 2561 | 905 | 1656 | 2561 | 905 | 1656 |
Profit Streak | 15.6676 | 0 | 29.0009 | 15.6676 | 0 | 29.0009 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449721 | -103537 | -83164 | 393338 | -92040 | -84649 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.0055 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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": [ [ 285051.2617162548, 131332.6714366706, 153718.5902795842, 618498.8603787542, 311437.0975742738, 307061.7628044804 ], [ 285.051262, 131.332671, 153.71859, 618.49886, 311.437098, 307.061763 ], [ 0.305413, 0.140714, 0.164699, 0.211509, 0.151668, 0.15052 ], [ 10, 10, 10, 10, 10, 10 ], [ -59177, -35654, -60170, -363734, -226150, -342442 ], [ 1.617594, 1.653228, 1.590091, 1.412419, 1.469767, 1.366981 ], [ 139, 69, 70, 139, 69, 70 ], [ 78, 40, 38, 78, 40, 38 ], [ 61, 29, 32, 61, 29, 32 ], [ 56.115108, 57.971014, 54.285714, 56.115108, 57.971014, 54.285714 ], [ 1.265041, 1.198591, 1.339024, 1.104584, 1.065581, 1.151142 ], [ 39643, 32565, 39643, 155836, 118458, 155836 ], [ -24867, -15326, -24867, -179544, -133948, -179544 ], [ 18, 13, 23, 18, 13, 23 ], [ 17, 10, 24, 17, 10, 24 ], [ 20, 17, 22, 20, 17, 22 ], [ 2561, 905, 1656, 2561, 905, 1656 ], [ 15.667613, 0, 29.000947, 15.667614, 0, 29.000947 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449721, -103537, -83164, 393338, -92040, -84649 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2800, "evaluation_days": 933.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683878400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760198481813, "expiration_time": 1762761600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 216, "offset": 0, "multiplier": 3.0055 } }, "second_band": { "type": "pwma", "factors": { "length": 27, "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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