Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721036.2792 | 1633170.7357 | 87865.5435 | 981220.6357 | -89296.7713 | 1070517.407 |
Total P&L (%) | 1721.0363 | 1633.1707 | 87.8655 | 981.2206 | -89.2968 | 1070.5174 |
Avg Daily Profit (%) | 0.9279 | 0.8806 | 0.0474 | 0.1284 | -0.1204 | 0.1327 |
Buy And Hold Return (%) | 70.682 | 70.682 | 70.682 | 70.682 | 70.682 | 70.682 |
Max Trade Drawdown | -101055 | -134815 | -46887 | -2908992 | -4023172 | -810100 |
Profit Factor | 4.3827 | 6.5153 | 1.4132 | 1.0883 | 0.9869 | 1.2489 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 36.5591 | 34.0426 | 39.1304 | 36.5591 | 34.0426 | 39.1304 |
Ratio Avg Win / Avg Loss | 7.6053 | 12.6234 | 2.1983 | 1.8885 | 1.9121 | 1.9427 |
Largest Winning Trade | 1591598 | 1591598 | 53049 | 1779068 | 1779068 | 1126291 |
Largest Losing Trade | -46887 | -21655 | -46887 | -780902 | -780902 | -615518 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 92 | 98 | 86 | 92 | 98 | 86 |
Avg Bars in Losers | 38 | 42 | 32 | 38 | 42 | 32 |
Bars Traded | 5372 | 2892 | 2480 | 5372 | 2892 | 2480 |
Profit Streak | 0 | 0 | 79.3973 | 0 | 0 | 79.3973 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563051 | 563027 | -221086 | -148379 | -584124 | -17726 |
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 243, "offset": 0, "multiplier": 2.9311 } } }
{ "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": [ [ 1721036.279204416, 1633170.7356902899, 87865.5435141273, 981220.6357450024, -89296.7712684904, 1070517.4070134936 ], [ 1721.036279, 1633.170736, 87.865544, 981.220636, -89.296771, 1070.517407 ], [ 0.927947, 0.880572, 0.047375, 0.128444, -0.120414, 0.132728 ], [ 70.681963, 70.681963, 70.681963, 70.681963, 70.681963, 70.681963 ], [ -101055, -134815, -46887, -2908992, -4023172, -810100 ], [ 4.382712, 6.515319, 1.413176, 1.088315, 0.986886, 1.248878 ], [ 93, 47, 46, 93, 47, 46 ], [ 34, 16, 18, 34, 16, 18 ], [ 59, 31, 28, 59, 31, 28 ], [ 36.55914, 34.042553, 39.130435, 36.55914, 34.042553, 39.130435 ], [ 7.605295, 12.623431, 2.198274, 1.888547, 1.912091, 1.942699 ], [ 1591598, 1591598, 53049, 1779068, 1779068, 1126291 ], [ -46887, -21655, -46887, -780902, -780902, -615518 ], [ 57, 61, 53, 57, 61, 53 ], [ 92, 98, 86, 92, 98, 86 ], [ 38, 42, 32, 38, 42, 32 ], [ 5372, 2892, 2480, 5372, 2892, 2480 ], [ 0, 0, 79.397305, 0, 0, 79.397305 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 563051, 563027, -221086, -148379, -584124, -17726 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5564, "evaluation_days": 1854.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759311127198, "expiration_time": 1764112896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 243, "offset": 0, "multiplier": 2.9311 } } }
# | 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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