Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538871.9503 | 416000.6956 | 122871.2547 | 849124.3865 | 339896.1522 | 509228.2343 |
Total P&L (%) | 538.872 | 416.0007 | 122.8713 | 849.1244 | 339.8962 | 509.2282 |
Avg Daily Profit (%) | 0.284 | 0.2193 | 0.0648 | 0.1187 | 0.0781 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82273 | -58408 | -101539 | -354513 | -488931 | -145187 |
Profit Factor | 1.7616 | 2.3186 | 1.3134 | 1.4755 | 1.3334 | 1.6646 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50.9804 | 47.0588 | 54.902 | 50.9804 | 47.0588 | 54.902 |
Ratio Avg Win / Avg Loss | 1.6938 | 2.6084 | 1.0788 | 1.4187 | 1.5 | 1.3673 |
Largest Winning Trade | 137990 | 137990 | 46072 | 238786 | 238786 | 195167 |
Largest Losing Trade | -51656 | -30616 | -51656 | -312435 | -312435 | -115348 |
Avg Bars in Trades | 70 | 51 | 89 | 70 | 51 | 89 |
Avg Bars in Winners | 102 | 68 | 131 | 102 | 68 | 131 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 7157 | 2616 | 4541 | 7157 | 2616 | 4541 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449806 | -168998 | -285709 | -32590 | -268459 | -242714 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 4.01371 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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": [ [ 538871.9503041005, 416000.6955623695, 122871.2547417312, 849124.3865300522, 339896.1521967683, 509228.2343332847 ], [ 538.87195, 416.000696, 122.871255, 849.124387, 339.896152, 509.228234 ], [ 0.284028, 0.219265, 0.064763, 0.118683, 0.07811, 0.09529 ], [ 10, 10, 10, 10, 10, 10 ], [ -82273, -58408, -101539, -354513, -488931, -145187 ], [ 1.761585, 2.318607, 1.313382, 1.475481, 1.333364, 1.664591 ], [ 102, 51, 51, 102, 51, 51 ], [ 52, 24, 28, 52, 24, 28 ], [ 50, 27, 23, 50, 27, 23 ], [ 50.980392, 47.058824, 54.901961, 50.980392, 47.058824, 54.901961 ], [ 1.693831, 2.608433, 1.078849, 1.418732, 1.500035, 1.367342 ], [ 137990, 137990, 46072, 238786, 238786, 195167 ], [ -51656, -30616, -51656, -312435, -312435, -115348 ], [ 70, 51, 89, 70, 51, 89 ], [ 102, 68, 131, 102, 68, 131 ], [ 36, 35, 37, 36, 35, 37 ], [ 7157, 2616, 4541, 7157, 2616, 4541 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449806, -168998, -285709, -32590, -268459, -242714 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7589, "evaluation_days": 1897.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759991988992, "expiration_time": 1764885672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 4.01371 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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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