Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426083.5412 | 243520.1378 | 182563.4033 | 630239.7826 | 537170.1429 | 93069.6396 |
Total P&L (%) | 426.0835 | 243.5201 | 182.5634 | 630.2398 | 537.1701 | 93.0696 |
Avg Daily Profit (%) | 0.2523 | 0.1442 | 0.1081 | 0.1178 | 0.1097 | 0.039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111249 | -60229 | -113589 | -836224 | -428368 | -867103 |
Profit Factor | 1.5141 | 1.6404 | 1.4071 | 1.1911 | 1.3795 | 1.0494 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 59.0909 | 60.6061 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.0482 | 1.0662 | 1.0368 | 0.8246 | 0.8967 | 0.7733 |
Largest Winning Trade | 43458 | 39160 | 43458 | 219813 | 219813 | 119065 |
Largest Losing Trade | -69821 | -27940 | -69821 | -695073 | -110203 | -695073 |
Avg Bars in Trades | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Winners | 15 | 8 | 23 | 15 | 8 | 23 |
Avg Bars in Losers | 18 | 13 | 22 | 18 | 13 | 22 |
Bars Traded | 3303 | 1041 | 2262 | 3303 | 1041 | 2262 |
Profit Streak | 1.7237 | 126.7237 | 0 | 1.7237 | 126.7237 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346798 | 154849 | -46935 | -47095 | -44357 | -307684 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.92606 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 426083.5411657429, 243520.1378296865, 182563.4033360564, 630239.7825505412, 537170.1429210608, 93069.6396294804 ], [ 426.083541, 243.520138, 182.563403, 630.239783, 537.170143, 93.06964 ], [ 0.252344, 0.144223, 0.108122, 0.117819, 0.109735, 0.03897 ], [ 10, 10, 10, 10, 10, 10 ], [ -111249, -60229, -113589, -836224, -428368, -867103 ], [ 1.51413, 1.640369, 1.407084, 1.191112, 1.379532, 1.049442 ], [ 198, 99, 99, 198, 99, 99 ], [ 117, 60, 57, 117, 60, 57 ], [ 81, 39, 42, 81, 39, 42 ], [ 59.090909, 60.606061, 57.575758, 59.090909, 60.606061, 57.575758 ], [ 1.048244, 1.06624, 1.036799, 0.824616, 0.896696, 0.773273 ], [ 43458, 39160, 43458, 219813, 219813, 119065 ], [ -69821, -27940, -69821, -695073, -110203, -695073 ], [ 16, 10, 22, 16, 10, 22 ], [ 15, 8, 23, 15, 8, 23 ], [ 18, 13, 22, 18, 13, 22 ], [ 3303, 1041, 2262, 3303, 1041, 2262 ], [ 1.723719, 126.723719, 0, 1.723719, 126.723719, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346798, 154849, -46935, -47095, -44357, -307684 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3377, "evaluation_days": 1688.5, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1614729600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759555329298, "expiration_time": 1763912592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.92606 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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