Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639987.0884 | 355631.1721 | 284355.9163 | 5950015.8612 | 5728675.5418 | 221340.3194 |
Total P&L (%) | 639.9871 | 355.6312 | 284.3559 | 5950.0159 | 5728.6755 | 221.3403 |
Avg Daily Profit (%) | 0.3795 | 0.2109 | 0.1686 | 0.2436 | 0.2414 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54557 | -57442 | -64324 | -3733492 | -2145000 | -3996122 |
Profit Factor | 2.0836 | 2.0919 | 2.0735 | 1.2583 | 1.5349 | 1.018 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 60 | 58.5714 | 61.4286 | 60 | 58.5714 | 61.4286 |
Ratio Avg Win / Avg Loss | 1.3891 | 1.4796 | 1.302 | 0.8389 | 1.0856 | 0.6392 |
Largest Winning Trade | 135996 | 135996 | 54780 | 2308920 | 1652265 | 2308920 |
Largest Losing Trade | -49957 | -29017 | -49957 | -3434062 | -1238853 | -3434062 |
Avg Bars in Trades | 35 | 22 | 47 | 35 | 22 | 47 |
Avg Bars in Winners | 41 | 22 | 59 | 41 | 22 | 59 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 4914 | 1600 | 3314 | 4914 | 1600 | 3314 |
Profit Streak | 14.3848 | 43.3848 | 0 | 14.3848 | 43.3848 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528550 | -81658 | -82515 | 317950 | -82328 | -395617 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.79021 } }, "second_band": { "type": "dema", "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": [ [ 639987.0883845824, 355631.1720911878, 284355.9162933949, 5950015.861166859, 5728675.541781714, 221340.3193851479 ], [ 639.987088, 355.631172, 284.355916, 5950.015861, 5728.675542, 221.340319 ], [ 0.379515, 0.210891, 0.168624, 0.243585, 0.241369, 0.069247 ], [ 10, 10, 10, 10, 10, 10 ], [ -54557, -57442, -64324, -3733492, -2145000, -3996122 ], [ 2.083627, 2.09187, 2.073493, 1.258289, 1.534877, 1.017957 ], [ 140, 70, 70, 140, 70, 70 ], [ 84, 41, 43, 84, 41, 43 ], [ 56, 29, 27, 56, 29, 27 ], [ 60, 58.571429, 61.428571, 60, 58.571429, 61.428571 ], [ 1.389085, 1.479615, 1.30196, 0.83886, 1.085645, 0.639182 ], [ 135996, 135996, 54780, 2308920, 1652265, 2308920 ], [ -49957, -29017, -49957, -3434062, -1238853, -3434062 ], [ 35, 22, 47, 35, 22, 47 ], [ 41, 22, 59, 41, 22, 59 ], [ 26, 23, 28, 26, 23, 28 ], [ 4914, 1600, 3314, 4914, 1600, 3314 ], [ 14.384751, 43.384751, 0, 14.384752, 43.384752, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528550, -81658, -82515, 317950, -82328, -395617 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5059, "evaluation_days": 1686.33, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1615824000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759367642535, "expiration_time": 1763734176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 59, "offset": 0, "multiplier": 3.79021 } }, "second_band": { "type": "dema", "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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