Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378822.2613 | 1308747.9578 | 70074.3035 | 602723.6312 | 729826.6643 | -127103.0331 |
Total P&L (%) | 1378.8223 | 1308.748 | 70.0743 | 602.7236 | 729.8267 | -127.103 |
Avg Daily Profit (%) | 0.7407 | 0.7031 | 0.0376 | 0.1048 | 0.1137 | 0 |
Buy And Hold Return (%) | 71.246 | 71.246 | 71.246 | 71.246 | 71.246 | 71.246 |
Max Trade Drawdown | -120199 | -109513 | -55565 | -3681326 | -3440152 | -1416011 |
Profit Factor | 3.4193 | 4.9441 | 1.2943 | 1.0486 | 1.0986 | 0.9746 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 4.2447 | 7.6063 | 1.2943 | 1.3017 | 1.6902 | 0.9746 |
Largest Winning Trade | 1157260 | 1157260 | 62861 | 2771855 | 2771855 | 1236021 |
Largest Losing Trade | -44033 | -31398 | -44033 | -899951 | -899951 | -763265 |
Avg Bars in Trades | 54 | 63 | 44 | 54 | 63 | 44 |
Avg Bars in Winners | 69 | 85 | 56 | 69 | 85 | 56 |
Avg Bars in Losers | 42 | 49 | 33 | 42 | 49 | 33 |
Bars Traded | 3530 | 2099 | 1431 | 3530 | 2099 | 1431 |
Profit Streak | 0 | 0 | 82.1881 | 0 | 0 | 82.1881 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119173 | 573911 | -307817 | -358141 | -155805 | -580252 |
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{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.63714 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 2.63209 } } }
{ "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": [ [ 1378822.2613132237, 1308747.9577998968, 70074.3035133262, 602723.6311997809, 729826.6643333405, -127103.0331335588 ], [ 1378.822261, 1308.747958, 70.074304, 602.723631, 729.826664, -127.103033 ], [ 0.740705, 0.703061, 0.037644, 0.104798, 0.113739, 0 ], [ 71.246006, 71.246006, 71.246006, 71.246006, 71.246006, 71.246006 ], [ -120199, -109513, -55565, -3681326, -3440152, -1416011 ], [ 3.419321, 4.944089, 1.294311, 1.04856, 1.098634, 0.974643 ], [ 65, 33, 32, 65, 33, 32 ], [ 29, 13, 16, 29, 13, 16 ], [ 36, 20, 16, 36, 20, 16 ], [ 44.615385, 39.393939, 50, 44.615385, 39.393939, 50 ], [ 4.244675, 7.606292, 1.294311, 1.301661, 1.690206, 0.974643 ], [ 1157260, 1157260, 62861, 2771855, 2771855, 1236021 ], [ -44033, -31398, -44033, -899951, -899951, -763265 ], [ 54, 63, 44, 54, 63, 44 ], [ 69, 85, 56, 69, 85, 56 ], [ 42, 49, 33, 42, 49, 33 ], [ 3530, 2099, 1431, 3530, 2099, 1431 ], [ 0, 0, 82.188113, 0, 0, 82.188113 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -119173, 573911, -307817, -358141, -155805, -580252 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1861.5, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897852972, "expiration_time": 1764706608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.63714 } }, "second_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 2.63209 } } }
# | 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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