Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299169.08 | 309120.2616 | -9951.1816 | 13404.3003 | 102859.7479 | -89455.4477 |
Total P&L (%) | 299.1691 | 309.1203 | -9.9512 | 13.4043 | 102.8597 | -89.4554 |
Avg Daily Profit (%) | 0.2118 | 0.2188 | -0.007 | 0.0089 | 0.0501 | -0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105227 | -90668 | -94918 | -155648 | -101181 | -135515 |
Profit Factor | 1.2496 | 1.4919 | 0.9826 | 1.0134 | 1.2011 | 0.816 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 50 | 52.7273 | 47.2727 | 50 | 52.7273 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.2496 | 1.3376 | 1.0959 | 1.0134 | 1.0768 | 0.9102 |
Largest Winning Trade | 65870 | 65870 | 35893 | 42949 | 42949 | 37226 |
Largest Losing Trade | -53574 | -38764 | -53574 | -97945 | -43570 | -97945 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 15 | 17 | 12 | 15 | 17 | 12 |
Avg Bars in Losers | 9 | 13 | 6 | 9 | 13 | 6 |
Bars Traded | 2787 | 1744 | 1043 | 2787 | 1744 | 1043 |
Profit Streak | 489.445 | 0 | 505.945 | 489.445 | 0 | 505.945 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342405 | 338713 | -579195 | -444535 | -126170 | -580862 |
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{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.02722 } } }
{ "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": [ [ 299169.0800209771, 309120.2616049343, -9951.1815839575, 13404.3002784101, 102859.7479440031, -89455.4476655928 ], [ 299.16908, 309.120262, -9.951182, 13.4043, 102.859748, -89.455448 ], [ 0.211801, 0.218846, -0.007045, 0.008906, 0.05009, -0.159134 ], [ 10, 10, 10, 10, 10, 10 ], [ -105227, -90668, -94918, -155648, -101181, -135515 ], [ 1.249577, 1.491927, 0.982552, 1.013433, 1.20106, 0.816027 ], [ 220, 110, 110, 220, 110, 110 ], [ 110, 58, 52, 110, 58, 52 ], [ 110, 52, 58, 110, 52, 58 ], [ 50, 52.727273, 47.272727, 50, 52.727273, 47.272727 ], [ 1.249577, 1.337589, 1.095923, 1.013433, 1.076812, 0.910183 ], [ 65870, 65870, 35893, 42949, 42949, 37226 ], [ -53574, -38764, -53574, -97945, -43570, -97945 ], [ 12, 15, 9, 12, 15, 9 ], [ 15, 17, 12, 15, 17, 12 ], [ 9, 13, 6, 9, 13, 6 ], [ 2787, 1744, 1043, 2787, 1744, 1043 ], [ 489.444989, 0, 505.944989, 489.444989, 0, 505.944989 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342405, 338713, -579195, -444535, -126170, -580862 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1598702400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760049647081, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 2.02722 } } }
# | 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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