Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277459.4244 | 316982.0203 | -39522.5959 | -195139.1203 | -16930.6302 | -178208.4901 |
Total P&L (%) | 277.4594 | 316.982 | -39.5226 | -195.1391 | -16.9306 | -178.2085 |
Avg Daily Profit (%) | 0.1474 | 0.1684 | -0.021 | 0 | -0.0099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190864 | -65027 | -191897 | -230295 | -100583 | -127226 |
Profit Factor | 1.2049 | 1.5411 | 0.9486 | 0.7451 | 0.9481 | 0.5941 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 170 | 86 | 84 | 126 | 66 | 60 |
Losing Trades | 122 | 60 | 62 | 166 | 80 | 86 |
Profitability (%) | 58.2192 | 58.9041 | 57.5342 | 43.1507 | 45.2055 | 41.0959 |
Ratio Avg Win / Avg Loss | 0.8647 | 1.0752 | 0.7001 | 0.9816 | 1.1493 | 0.8516 |
Largest Winning Trade | 43546 | 37123 | 43546 | 39409 | 30713 | 39409 |
Largest Losing Trade | -179837 | -52535 | -179837 | -92300 | -21834 | -92300 |
Avg Bars in Trades | 38 | 43 | 32 | 38 | 43 | 32 |
Avg Bars in Winners | 31 | 33 | 28 | 47 | 56 | 38 |
Avg Bars in Losers | 47 | 57 | 38 | 30 | 32 | 28 |
Bars Traded | 11133 | 6330 | 4803 | 11133 | 6330 | 4803 |
Profit Streak | 7.456 | 0 | 17.956 | 0 | 14.1226 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173531 | 356213 | -578902 | -581914 | -580548 | -584408 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.80605 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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": [ [ 277459.4244146257, 316982.0203429614, -39522.5959283358, -195139.1202757967, -16930.6302044024, -178208.4900713942 ], [ 277.459424, 316.98202, -39.522596, -195.13912, -16.93063, -178.20849 ], [ 0.147389, 0.168384, -0.020995, 0, -0.009853, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -190864, -65027, -191897, -230295, -100583, -127226 ], [ 1.20487, 1.541102, 0.948572, 0.745087, 0.948135, 0.594131 ], [ 292, 146, 146, 292, 146, 146 ], [ 170, 86, 84, 126, 66, 60 ], [ 122, 60, 62, 166, 80, 86 ], [ 58.219178, 58.90411, 57.534247, 43.150685, 45.205479, 41.09589 ], [ 0.864672, 1.075188, 0.700137, 0.981623, 1.149254, 0.851588 ], [ 43546, 37123, 43546, 39409, 30713, 39409 ], [ -179837, -52535, -179837, -92300, -21834, -92300 ], [ 38, 43, 32, 38, 43, 32 ], [ 31, 33, 28, 47, 56, 38 ], [ 47, 57, 38, 30, 32, 28 ], [ 11133, 6330, 4803, 11133, 6330, 4803 ], [ 7.455963, 0, 17.955963, 0, 14.12263, 0 ], [ 1, 0, 2, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 173531, 356213, -578902, -581914, -580548, -584408 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11295, "evaluation_days": 1882.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597348800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758941795217, "expiration_time": 1763594640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.80605 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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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