Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589982.8356 | 397913.022 | 192069.8137 | 1616492.9377 | 545292.7325 | 1071200.2052 |
Total P&L (%) | 589.9828 | 397.913 | 192.0698 | 1616.4929 | 545.2927 | 1071.2002 |
Avg Daily Profit (%) | 0.2713 | 0.183 | 0.0883 | 0.1308 | 0.0858 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115222 | -115210 | -50643 | -3100831 | -2183476 | -1430804 |
Profit Factor | 1.4686 | 1.6279 | 1.3072 | 1.0877 | 1.0585 | 1.1176 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 153 | 68 | 85 | 153 | 68 | 85 |
Losing Trades | 265 | 141 | 124 | 265 | 141 | 124 |
Profitability (%) | 36.6029 | 32.5359 | 40.6699 | 36.6029 | 32.5359 | 40.6699 |
Ratio Avg Win / Avg Loss | 2.5437 | 3.3756 | 1.9069 | 1.8839 | 2.1948 | 1.6304 |
Largest Winning Trade | 105403 | 105403 | 44926 | 1119139 | 1119139 | 649695 |
Largest Losing Trade | -29526 | -29526 | -22444 | -535739 | -393677 | -535739 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 12912 | 6025 | 6887 | 12912 | 6025 | 6887 |
Profit Streak | 26.1251 | 0 | 26.2918 | 26.1251 | 0 | 26.2918 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302015 | 164968 | -76354 | -143397 | -239066 | -134050 |
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{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 1.12317 } } }
{ "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": [ [ 589982.8356320725, 397913.0219661357, 192069.8136659361, 1616492.9376759138, 545292.73252312, 1071200.2051527966 ], [ 589.982836, 397.913022, 192.069814, 1616.492938, 545.292733, 1071.200205 ], [ 0.271298, 0.182976, 0.088321, 0.130812, 0.085775, 0.113213 ], [ 10, 10, 10, 10, 10, 10 ], [ -115222, -115210, -50643, -3100831, -2183476, -1430804 ], [ 1.468628, 1.627949, 1.307171, 1.087705, 1.058498, 1.117593 ], [ 418, 209, 209, 418, 209, 209 ], [ 153, 68, 85, 153, 68, 85 ], [ 265, 141, 124, 265, 141, 124 ], [ 36.602871, 32.535885, 40.669856, 36.602871, 32.535885, 40.669856 ], [ 2.543703, 3.3756, 1.906933, 1.883934, 2.194827, 1.630371 ], [ 105403, 105403, 44926, 1119139, 1119139, 649695 ], [ -29526, -29526, -22444, -535739, -393677, -535739 ], [ 30, 28, 32, 30, 28, 32 ], [ 52, 52, 51, 52, 52, 51 ], [ 18, 17, 19, 18, 17, 19 ], [ 12912, 6025, 6887, 12912, 6025, 6887 ], [ 26.125112, 0, 26.291779, 26.125112, 0, 26.291779 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302015, 164968, -76354, -143397, -239066, -134050 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13048, "evaluation_days": 2174.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572379200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759863609704, "expiration_time": 1765489536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 29, "offset": 0, "multiplier": 1.12317 } } }
# | 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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