Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375763.8399 | 339146.5004 | 36617.3395 | 19415.7806 | 251322.4852 | -231906.7046 |
Total P&L (%) | 375.7638 | 339.1465 | 36.6173 | 19.4158 | 251.3225 | -231.9067 |
Avg Daily Profit (%) | 0.2122 | 0.1915 | 0.0207 | 0.01 | 0.071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196362 | -99408 | -132593 | -1110776 | -587514 | -547716 |
Profit Factor | 1.5668 | 1.8292 | 1.1442 | 1.0088 | 1.1857 | 0.7251 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 47.6923 | 57.5758 | 37.5 | 47.6923 | 57.5758 | 37.5 |
Ratio Avg Win / Avg Loss | 1.7185 | 1.3478 | 1.907 | 1.1065 | 0.8737 | 1.2086 |
Largest Winning Trade | 140710 | 140710 | 64168 | 399854 | 399854 | 290591 |
Largest Losing Trade | -66764 | -66764 | -26483 | -561322 | -561322 | -302548 |
Avg Bars in Trades | 51 | 67 | 35 | 51 | 67 | 35 |
Avg Bars in Winners | 60 | 61 | 58 | 60 | 61 | 58 |
Avg Bars in Losers | 44 | 76 | 21 | 44 | 76 | 21 |
Bars Traded | 3367 | 2238 | 1129 | 3367 | 2238 | 1129 |
Profit Streak | 87.5473 | 96.5473 | 87.5473 | 87.5473 | 96.5473 | 87.5473 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124896 | 440029 | -232474 | -532978 | -113781 | -583044 |
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.63181 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.75962 } } }
{ "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": [ [ 375763.839866848, 339146.5003662727, 36617.3395005754, 19415.7805578189, 251322.4851919709, -231906.7046341519 ], [ 375.76384, 339.1465, 36.61734, 19.415781, 251.322485, -231.906705 ], [ 0.212176, 0.1915, 0.020676, 0.01002, 0.070976, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -196362, -99408, -132593, -1110776, -587514, -547716 ], [ 1.566838, 1.829204, 1.144214, 1.008837, 1.185699, 0.725137 ], [ 65, 33, 32, 65, 33, 32 ], [ 31, 19, 12, 31, 19, 12 ], [ 34, 14, 20, 34, 14, 20 ], [ 47.692308, 57.575758, 37.5, 47.692308, 57.575758, 37.5 ], [ 1.718467, 1.347835, 1.907023, 1.106466, 0.873673, 1.208561 ], [ 140710, 140710, 64168, 399854, 399854, 290591 ], [ -66764, -66764, -26483, -561322, -561322, -302548 ], [ 51, 67, 35, 51, 67, 35 ], [ 60, 61, 58, 60, 61, 58 ], [ 44, 76, 21, 44, 76, 21 ], [ 3367, 2238, 1129, 3367, 2238, 1129 ], [ 87.547308, 96.547308, 87.547308, 87.547308, 96.547308, 87.547308 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124896, 440029, -232474, -532978, -113781, -583044 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1611921600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758935287434, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 3.63181 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 3.75962 } } }
# | 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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