Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412189.4905 | 198235.2025 | 213954.288 | 1986796.9594 | 716753.8708 | 1270043.0886 |
Total P&L (%) | 412.1895 | 198.2352 | 213.9543 | 1986.797 | 716.7539 | 1270.0431 |
Avg Daily Profit (%) | 0.367 | 0.1765 | 0.1905 | 0.2709 | 0.1872 | 0.2333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62360 | -41519 | -78622 | -505571 | -363833 | -181314 |
Profit Factor | 2.23 | 2.3833 | 2.1154 | 2.2378 | 1.7198 | 3.0845 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 65.625 | 60.4167 | 70.8333 | 65.625 | 60.4167 | 70.8333 |
Ratio Avg Win / Avg Loss | 1.1681 | 1.5615 | 0.8711 | 1.1722 | 1.1267 | 1.2701 |
Largest Winning Trade | 55718 | 55718 | 37415 | 290955 | 290955 | 254445 |
Largest Losing Trade | -51722 | -20018 | -51722 | -290692 | -290692 | -181314 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 59 | 72 | 42 | 59 | 72 | 42 |
Bars Traded | 4205 | 2302 | 1903 | 4205 | 2302 | 1903 |
Profit Streak | 47.3816 | 47.3816 | 58.6316 | 47.3816 | 47.3816 | 58.6316 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566266 | 502528 | 436869 | 552232 | 434714 | 592371 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 3.32216 } }, "second_band": { "type": "wma", "factors": { "length": 108, "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": [ [ 412189.4904539451, 198235.2024834569, 213954.287970488, 1986796.9593559054, 716753.870770544, 1270043.0885853614 ], [ 412.18949, 198.235202, 213.954288, 1986.796959, 716.753871, 1270.043089 ], [ 0.367043, 0.176523, 0.19052, 0.270911, 0.187189, 0.233346 ], [ 10, 10, 10, 10, 10, 10 ], [ -62360, -41519, -78622, -505571, -363833, -181314 ], [ 2.229978, 2.383274, 2.115446, 2.237818, 1.719774, 3.084512 ], [ 96, 48, 48, 96, 48, 48 ], [ 63, 29, 34, 63, 29, 34 ], [ 33, 19, 14, 33, 19, 14 ], [ 65.625, 60.416667, 70.833333, 65.625, 60.416667, 70.833333 ], [ 1.168084, 1.561455, 0.871066, 1.172191, 1.126749, 1.270093 ], [ 55718, 55718, 37415, 290955, 290955, 254445 ], [ -51722, -20018, -51722, -290692, -290692, -181314 ], [ 43, 47, 39, 43, 47, 39 ], [ 35, 31, 38, 35, 31, 38 ], [ 59, 72, 42, 59, 72, 42 ], [ 4205, 2302, 1903, 4205, 2302, 1903 ], [ 47.381611, 47.381611, 58.631611, 47.381611, 47.381611, 58.631611 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 566266, 502528, 436869, 552232, 434714, 592371 ] ] }
{ "trading_pair": "LUNC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4492, "evaluation_days": 1123, "actual_first_datapoint_time": 1662703200000, "first_datapoint_time": 1665943200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720171185, "expiration_time": 1762619616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 3.32216 } }, "second_band": { "type": "wma", "factors": { "length": 108, "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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