Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458188.4143 | 332671.2044 | 125517.2099 | 2096688.5222 | 1515151.9456 | 581536.5767 |
Total P&L (%) | 458.1884 | 332.6712 | 125.5172 | 2096.6885 | 1515.1519 | 581.5366 |
Avg Daily Profit (%) | 0.3218 | 0.2336 | 0.0881 | 0.2172 | 0.1956 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68281 | -44952 | -69328 | -829614 | -481425 | -718539 |
Profit Factor | 2.804 | 3.9238 | 1.8952 | 1.9073 | 2.2507 | 1.5289 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 68.8525 | 63.3333 | 74.1935 | 68.8525 | 63.3333 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.2685 | 2.2717 | 0.6592 | 0.8628 | 1.3031 | 0.5318 |
Largest Winning Trade | 130409 | 130409 | 56743 | 694007 | 694007 | 262218 |
Largest Losing Trade | -26558 | -26220 | -26558 | -307967 | -307967 | -263193 |
Avg Bars in Trades | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Winners | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Losers | 43 | 57 | 24 | 43 | 57 | 24 |
Bars Traded | 2496 | 1354 | 1142 | 2496 | 1354 | 1142 |
Profit Streak | 148.4028 | 148.4028 | 314.4028 | 148.4028 | 148.4028 | 314.4028 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149301 | 618067 | -69997 | -153176 | 483378 | -8290 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.47617 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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": [ [ 458188.4143096467, 332671.2044380594, 125517.2098715872, 2096688.5222427002, 1515151.9455844164, 581536.5766582836 ], [ 458.188414, 332.671204, 125.51721, 2096.688522, 1515.151946, 581.536577 ], [ 0.321762, 0.233617, 0.088144, 0.217197, 0.195557, 0.134865 ], [ 10, 10, 10, 10, 10, 10 ], [ -68281, -44952, -69328, -829614, -481425, -718539 ], [ 2.803993, 3.923782, 1.895243, 1.907281, 2.250742, 1.528883 ], [ 61, 30, 31, 61, 30, 31 ], [ 42, 19, 23, 42, 19, 23 ], [ 19, 11, 8, 19, 11, 8 ], [ 68.852459, 63.333333, 74.193548, 68.852459, 63.333333, 74.193548 ], [ 1.268473, 2.271663, 0.659215, 0.862818, 1.303061, 0.531785 ], [ 130409, 130409, 56743, 694007, 694007, 262218 ], [ -26558, -26220, -26558, -307967, -307967, -263193 ], [ 40, 45, 36, 40, 45, 36 ], [ 39, 38, 41, 39, 38, 41 ], [ 43, 57, 24, 43, 57, 24 ], [ 2496, 1354, 1142, 2496, 1354, 1142 ], [ 148.402784, 148.402784, 314.402784, 148.402784, 148.402784, 314.402784 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149301, 618067, -69997, -153176, 483378, -8290 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2848, "evaluation_days": 1424, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641643200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759527600571, "expiration_time": 1763183808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 3.47617 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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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