Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648887.1698 | 630810.7185 | 18076.4513 | 451773.0847 | 381662.9627 | 70110.1221 |
Total P&L (%) | 648.8872 | 630.8107 | 18.0765 | 451.7731 | 381.663 | 70.1101 |
Avg Daily Profit (%) | 0.3448 | 0.3352 | 0.0096 | 0.0908 | 0.0836 | 0.0282 |
Buy And Hold Return (%) | 215.795 | 215.795 | 215.795 | 215.795 | 215.795 | 215.795 |
Max Trade Drawdown | -173227 | -94752 | -95134 | -3623521 | -2120843 | -1531537 |
Profit Factor | 1.4009 | 1.7776 | 1.0224 | 1.031 | 1.0502 | 1.0101 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 226 | 109 | 117 | 226 | 109 | 117 |
Losing Trades | 321 | 164 | 157 | 321 | 164 | 157 |
Profitability (%) | 41.3163 | 39.9267 | 42.7007 | 41.3163 | 39.9267 | 42.7007 |
Ratio Avg Win / Avg Loss | 1.9897 | 2.6746 | 1.3719 | 1.4644 | 1.5801 | 1.3554 |
Largest Winning Trade | 226747 | 226747 | 37865 | 1883713 | 1883713 | 434441 |
Largest Losing Trade | -26130 | -19039 | -26130 | -473448 | -320573 | -473448 |
Avg Bars in Trades | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 31 | 29 | 32 | 31 | 29 | 32 |
Bars Traded | 22432 | 10741 | 11691 | 22432 | 10741 | 11691 |
Profit Streak | 11.0967 | 11.0967 | 28.0967 | 11.0967 | 11.0967 | 28.0967 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323608 | 251273 | -542139 | -263378 | -256423 | -530826 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.82802 } } }
{ "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": [ [ 648887.1697811428, 630810.7185195317, 18076.4512616117, 451773.0847361012, 381662.962684085, 70110.1220520171 ], [ 648.88717, 630.810719, 18.076451, 451.773085, 381.662963, 70.110122 ], [ 0.344832, 0.335226, 0.009606, 0.090806, 0.083578, 0.028237 ], [ 215.795001, 215.795001, 215.795001, 215.795001, 215.795001, 215.795001 ], [ -173227, -94752, -95134, -3623521, -2120843, -1531537 ], [ 1.400854, 1.777604, 1.022385, 1.031035, 1.05018, 1.010086 ], [ 547, 273, 274, 547, 273, 274 ], [ 226, 109, 117, 226, 109, 117 ], [ 321, 164, 157, 321, 164, 157 ], [ 41.316271, 39.92674, 42.70073, 41.316271, 39.92674, 42.70073 ], [ 1.989709, 2.67456, 1.371918, 1.464434, 1.580087, 1.355415 ], [ 226747, 226747, 37865, 1883713, 1883713, 434441 ], [ -26130, -19039, -26130, -473448, -320573, -473448 ], [ 41, 39, 42, 41, 39, 42 ], [ 54, 53, 55, 54, 53, 55 ], [ 31, 29, 32, 31, 29, 32 ], [ 22432, 10741, 11691, 22432, 10741, 11691 ], [ 11.096697, 11.096697, 28.096697, 11.096697, 11.096697, 28.096697 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323608, 251273, -542139, -263378, -256423, -530826 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22581, "evaluation_days": 1881.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597485600000, "last_datapoint_time": 1759327200000, "evaluation_time": 1759328354644, "expiration_time": 1765180195200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.82802 } } }
# | 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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