Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321994.6817 | 114205.9005 | 207788.7812 | 286778.7811 | -75558.2552 | 362337.0363 |
Total P&L (%) | 321.9947 | 114.2059 | 207.7888 | 286.7788 | -75.5583 | 362.337 |
Avg Daily Profit (%) | 0.2122 | 0.0752 | 0.1369 | 0.0892 | -0.0928 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92073 | -79975 | -67759 | -238052 | -229220 | -164242 |
Profit Factor | 1.2478 | 1.1719 | 1.3272 | 1.0916 | 0.9538 | 1.2423 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 240 | 115 | 125 | 240 | 115 | 125 |
Losing Trades | 354 | 182 | 172 | 354 | 182 | 172 |
Profitability (%) | 40.404 | 38.7205 | 42.0875 | 40.404 | 38.7205 | 42.0875 |
Ratio Avg Win / Avg Loss | 1.8404 | 1.8546 | 1.8262 | 1.6101 | 1.5095 | 1.7095 |
Largest Winning Trade | 82689 | 82689 | 38944 | 134018 | 134018 | 82641 |
Largest Losing Trade | -23352 | -13951 | -23352 | -48157 | -48157 | -47675 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 48 | 38 | 56 | 48 | 38 | 56 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 18054 | 7624 | 10430 | 18054 | 7624 | 10430 |
Profit Streak | 16.6007 | 0 | 17.5173 | 16.6007 | 0 | 17.5173 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307650 | -125951 | -10415 | -192661 | -581111 | -58899 |
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 1.16143 } } }
{ "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": [ [ 321994.6816693962, 114205.9004817774, 207788.7811876185, 286778.7810661966, -75558.2552004812, 362337.0362666775 ], [ 321.994682, 114.2059, 207.788781, 286.778781, -75.558255, 362.337036 ], [ 0.212153, 0.075247, 0.136906, 0.089164, -0.092784, 0.100932 ], [ 10, 10, 10, 10, 10, 10 ], [ -92073, -79975, -67759, -238052, -229220, -164242 ], [ 1.247758, 1.171866, 1.327158, 1.091573, 0.953831, 1.242344 ], [ 594, 297, 297, 594, 297, 297 ], [ 240, 115, 125, 240, 115, 125 ], [ 354, 182, 172, 354, 182, 172 ], [ 40.40404, 38.720539, 42.087542, 40.40404, 38.720539, 42.087542 ], [ 1.840442, 1.854606, 1.82617, 1.61007, 1.509541, 1.709466 ], [ 82689, 82689, 38944, 134018, 134018, 82641 ], [ -23352, -13951, -23352, -48157, -48157, -47675 ], [ 30, 25, 35, 30, 25, 35 ], [ 48, 38, 56, 48, 38, 56 ], [ 18, 17, 19, 18, 17, 19 ], [ 18054, 7624, 10430, 18054, 7624, 10430 ], [ 16.600654, 0, 17.51732, 16.600654, 0, 17.517321 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307650, -125951, -10415, -192661, -581111, -58899 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18213, "evaluation_days": 1517.75, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1629273600000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759724696496, "expiration_time": 1764436809600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 1.16143 } } }
# | 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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