Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377718.6811 | 320212.8272 | 57505.8539 | -577043.6779 | -163380.1445 | -413663.5334 |
Total P&L (%) | 377.7187 | 320.2128 | 57.5059 | -577.0437 | -163.3801 | -413.6635 |
Avg Daily Profit (%) | 0.3052 | 0.2587 | 0.0465 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138635 | -74284 | -163532 | -959825 | -458779 | -601174 |
Profit Factor | 1.3934 | 1.8835 | 1.0962 | 0.7918 | 0.8692 | 0.7283 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 145 | 71 | 74 | 89 | 45 | 44 |
Losing Trades | 88 | 45 | 43 | 144 | 71 | 73 |
Profitability (%) | 62.2318 | 61.2069 | 63.2479 | 38.1974 | 38.7931 | 37.6068 |
Ratio Avg Win / Avg Loss | 0.8456 | 1.1938 | 0.637 | 1.2812 | 1.3714 | 1.2084 |
Largest Winning Trade | 49479 | 49479 | 25794 | 349350 | 349350 | 177921 |
Largest Losing Trade | -134159 | -41627 | -134159 | -161791 | -120904 | -161791 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 11 | 11 | 12 | 20 | 22 | 18 |
Avg Bars in Losers | 21 | 23 | 19 | 12 | 11 | 13 |
Bars Traded | 3597 | 1843 | 1754 | 3597 | 1843 | 1754 |
Profit Streak | 19.0155 | 22.3488 | 19.0155 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436002 | 472135 | -245251 | -582204 | -583437 | -583896 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 1.2197 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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": [ [ 377718.681116503, 320212.8271839118, 57505.8539325913, -577043.6778678086, -163380.1444589315, -413663.533408877 ], [ 377.718681, 320.212827, 57.505854, -577.043678, -163.380144, -413.663533 ], [ 0.305185, 0.258722, 0.046463, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -138635, -74284, -163532, -959825, -458779, -601174 ], [ 1.393359, 1.88352, 1.096194, 0.791823, 0.869219, 0.728321 ], [ 233, 116, 117, 233, 116, 117 ], [ 145, 71, 74, 89, 45, 44 ], [ 88, 45, 43, 144, 71, 73 ], [ 62.23176, 61.206897, 63.247863, 38.197425, 38.793103, 37.606838 ], [ 0.845625, 1.19378, 0.636978, 1.281152, 1.371435, 1.208351 ], [ 49479, 49479, 25794, 349350, 349350, 177921 ], [ -134159, -41627, -134159, -161791, -120904, -161791 ], [ 15, 15, 14, 15, 15, 14 ], [ 11, 11, 12, 20, 22, 18 ], [ 21, 23, 19, 12, 11, 13 ], [ 3597, 1843, 1754, 3597, 1843, 1754 ], [ 19.015499, 22.348832, 19.015499, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436002, 472135, -245251, -582204, -583437, -583896 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1237.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654300800000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759018939085, "expiration_time": 1762196832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 1.2197 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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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