Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2029720.943 | 2079168.2075 | -49447.2645 | 5551.3103 | 835614.8752 | -830063.565 |
Total P&L (%) | 2029.7209 | 2079.1682 | -49.4473 | 5.5513 | 835.6149 | -830.0636 |
Avg Daily Profit (%) | 0.9172 | 0.9395 | -0.0223 | 0.0024 | 0.1011 | 0 |
Buy And Hold Return (%) | 307.8647 | 307.8647 | 307.8647 | 307.8647 | 307.8647 | 307.8647 |
Max Trade Drawdown | -257556 | -145455 | -201994 | -2830801 | -2151986 | -1180378 |
Profit Factor | 3.0323 | 5.0629 | 0.8985 | 1.0009 | 1.2247 | 0.6684 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 43.3962 | 41.7722 | 45 | 43.3962 | 41.7722 | 45 |
Ratio Avg Win / Avg Loss | 3.9551 | 7.0574 | 1.0981 | 1.3055 | 1.7072 | 0.8169 |
Largest Winning Trade | 2061341 | 2061341 | 46914 | 2732992 | 2732992 | 405020 |
Largest Losing Trade | -73770 | -39725 | -73770 | -717756 | -717756 | -359216 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 26 | 29 | 24 | 26 | 29 | 24 |
Bars Traded | 6390 | 3180 | 3210 | 6390 | 3180 | 3210 |
Profit Streak | 8.599 | 0 | 13.599 | 8.599 | 0 | 13.599 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638067 | -9194 | -599912 | -575939 | -90388 | -601579 |
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{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 2.53565 } } }
{ "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": [ [ 2029720.9429792725, 2079168.2075124308, -49447.2645331589, 5551.3102711689, 835614.8752365793, -830063.56496541 ], [ 2029.720943, 2079.168208, -49.447265, 5.55131, 835.614875, -830.063565 ], [ 0.917181, 0.939525, -0.022344, 0.002441, 0.101092, 0 ], [ 307.864702, 307.864702, 307.864702, 307.864702, 307.864702, 307.864702 ], [ -257556, -145455, -201994, -2830801, -2151986, -1180378 ], [ 3.032272, 5.062901, 0.898466, 1.000892, 1.224717, 0.668369 ], [ 159, 79, 80, 159, 79, 80 ], [ 69, 33, 36, 69, 33, 36 ], [ 90, 46, 44, 90, 46, 44 ], [ 43.396226, 41.772152, 45, 43.396226, 41.772152, 45 ], [ 3.955137, 7.057377, 1.098125, 1.305512, 1.707181, 0.816895 ], [ 2061341, 2061341, 46914, 2732992, 2732992, 405020 ], [ -73770, -39725, -73770, -717756, -717756, -359216 ], [ 40, 40, 40, 40, 40, 40 ], [ 57, 55, 59, 57, 55, 59 ], [ 26, 29, 24, 26, 29, 24 ], [ 6390, 3180, 3210, 6390, 3180, 3210 ], [ 8.59898, 0, 13.59898, 8.59898, 0, 13.59898 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 638067, -9194, -599912, -575939, -90388, -601579 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6639, "evaluation_days": 2213, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1571702400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758925351845, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 57, "offset": 0, "multiplier": 2.53565 } } }
# | 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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