Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230949.2507 | 217081.6842 | 13867.5665 | 146244.5867 | 228832.4048 | -82587.8181 |
Total P&L (%) | 230.9493 | 217.0817 | 13.8676 | 146.2446 | 228.8324 | -82.5878 |
Avg Daily Profit (%) | 0.1632 | 0.1534 | 0.0098 | 0.0637 | 0.0842 | -0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88058 | -58236 | -81312 | -317463 | -258379 | -150915 |
Profit Factor | 1.4967 | 2.0159 | 1.0552 | 1.1405 | 1.4592 | 0.8478 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 59.375 | 58.3333 | 60.4167 | 59.375 | 58.3333 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.0241 | 1.4399 | 0.6913 | 0.7803 | 1.0423 | 0.5554 |
Largest Winning Trade | 79640 | 79640 | 24807 | 198729 | 198729 | 78768 |
Largest Losing Trade | -49260 | -49260 | -32068 | -158535 | -158535 | -86556 |
Avg Bars in Trades | 25 | 32 | 18 | 25 | 32 | 18 |
Avg Bars in Winners | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Losers | 33 | 48 | 17 | 33 | 48 | 17 |
Bars Traded | 2440 | 1560 | 880 | 2440 | 1560 | 880 |
Profit Streak | 57.3569 | 68.3569 | 57.3569 | 57.3569 | 68.3569 | 57.3569 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407580 | 420122 | -384393 | -172772 | -77807 | -578500 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 3.11539 } } }
{ "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": [ [ 230949.2507119623, 217081.6841808639, 13867.5665310985, 146244.5866558299, 228832.4047729586, -82587.8181171287 ], [ 230.949251, 217.081684, 13.867567, 146.244587, 228.832405, -82.587818 ], [ 0.163215, 0.153415, 0.0098, 0.063706, 0.084161, -0.123457 ], [ 10, 10, 10, 10, 10, 10 ], [ -88058, -58236, -81312, -317463, -258379, -150915 ], [ 1.496744, 2.015897, 1.055196, 1.140507, 1.459172, 0.847757 ], [ 96, 48, 48, 96, 48, 48 ], [ 57, 28, 29, 57, 28, 29 ], [ 39, 20, 19, 39, 20, 19 ], [ 59.375, 58.333333, 60.416667, 59.375, 58.333333, 60.416667 ], [ 1.024088, 1.439927, 0.691335, 0.780347, 1.042266, 0.555427 ], [ 79640, 79640, 24807, 198729, 198729, 78768 ], [ -49260, -49260, -32068, -158535, -158535, -86556 ], [ 25, 32, 18, 25, 32, 18 ], [ 20, 21, 19, 20, 21, 19 ], [ 33, 48, 17, 33, 48, 17 ], [ 2440, 1560, 880, 2440, 1560, 880 ], [ 57.356905, 68.356905, 57.356905, 57.356905, 68.356905, 57.356905 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407580, 420122, -384393, -172772, -77807, -578500 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1642593600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832436627, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 1 } }, "second_band": { "type": "supertrend", "factors": { "length": 141, "offset": 0, "multiplier": 3.11539 } } }
# | 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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