Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614403.3229 | 323533.1445 | 290870.1784 | 4196206.7604 | 13688.3365 | 4182518.4239 |
Total P&L (%) | 614.4033 | 323.5331 | 290.8702 | 4196.2068 | 13.6883 | 4182.5184 |
Avg Daily Profit (%) | 0.3369 | 0.1774 | 0.1595 | 0.2064 | 0.007 | 0.2063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85401 | -82008 | -51380 | -6909993 | -8083670 | -4879619 |
Profit Factor | 2.3329 | 2.1904 | 2.5376 | 1.1735 | 1.001 | 1.4066 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.25 | 40 | 52.5 | 46.25 | 40 | 52.5 |
Ratio Avg Win / Avg Loss | 2.7112 | 3.2856 | 2.2959 | 1.3638 | 1.5015 | 1.2726 |
Largest Winning Trade | 108246 | 108246 | 65889 | 4004375 | 4004375 | 2198490 |
Largest Losing Trade | -29491 | -29491 | -18846 | -1796948 | -1796948 | -1713455 |
Avg Bars in Trades | 43 | 25 | 62 | 43 | 25 | 62 |
Avg Bars in Winners | 70 | 36 | 95 | 70 | 36 | 95 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 3509 | 1003 | 2506 | 3509 | 1003 | 2506 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11585 | 288460 | 448736 | -46859 | -456371 | 330433 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.5417 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 614403.322928337, 323533.1445365794, 290870.1783917574, 4196206.760413665, 13688.336470766, 4182518.423942902 ], [ 614.403323, 323.533145, 290.870178, 4196.20676, 13.688336, 4182.518424 ], [ 0.336936, 0.177424, 0.159512, 0.206427, 0.007036, 0.206252 ], [ 10, 10, 10, 10, 10, 10 ], [ -85401, -82008, -51380, -6909993, -8083670, -4879619 ], [ 2.332856, 2.190376, 2.537559, 1.173465, 1.000984, 1.4066 ], [ 80, 40, 40, 80, 40, 40 ], [ 37, 16, 21, 37, 16, 21 ], [ 43, 24, 19, 43, 24, 19 ], [ 46.25, 40, 52.5, 46.25, 40, 52.5 ], [ 2.711157, 3.285563, 2.295887, 1.363757, 1.501477, 1.272638 ], [ 108246, 108246, 65889, 4004375, 4004375, 2198490 ], [ -29491, -29491, -18846, -1796948, -1796948, -1713455 ], [ 43, 25, 62, 43, 25, 62 ], [ 70, 36, 95, 70, 36, 95 ], [ 21, 17, 25, 21, 17, 25 ], [ 3509, 1003, 2506, 3509, 1003, 2506 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11585, 288460, 448736, -46859, -456371, 330433 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3647, "evaluation_days": 1823.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606305600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760280121460, "expiration_time": 1764996912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 82, "offset": 0, "multiplier": 2.5417 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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