Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307479.1437 | 284482.6393 | 22996.5044 | -188253.9951 | -26323.5853 | -161930.4098 |
Total P&L (%) | 307.4791 | 284.4826 | 22.9965 | -188.254 | -26.3236 | -161.9304 |
Avg Daily Profit (%) | 0.1627 | 0.1506 | 0.0122 | 0 | -0.0162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192254 | -43298 | -205488 | -194799 | -39085 | -154055 |
Profit Factor | 1.4347 | 2.312 | 1.0469 | 0.3817 | 0.7299 | 0.2178 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 71 | 37 | 34 | 34 | 19 | 15 |
Losing Trades | 36 | 17 | 19 | 73 | 35 | 38 |
Profitability (%) | 66.3551 | 68.5185 | 64.1509 | 31.7757 | 35.1852 | 28.3019 |
Ratio Avg Win / Avg Loss | 0.7274 | 1.0623 | 0.585 | 0.8195 | 1.3445 | 0.5517 |
Largest Winning Trade | 64063 | 64063 | 60129 | 13698 | 13698 | 10119 |
Largest Losing Trade | -114781 | -38335 | -114781 | -52689 | -20674 | -52689 |
Avg Bars in Trades | 32 | 25 | 39 | 32 | 25 | 39 |
Avg Bars in Winners | 29 | 18 | 40 | 36 | 38 | 33 |
Avg Bars in Losers | 38 | 40 | 36 | 30 | 18 | 41 |
Bars Traded | 3435 | 1364 | 2071 | 3435 | 1364 | 2071 |
Profit Streak | 82.9251 | 124.4251 | 0 | 0 | 0 | 100.9251 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342190 | -165535 | -530319 | -587580 | -764927 | -775812 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 0, "multiplier": 2.97375 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
{ "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": [ [ 307479.1436523634, 284482.6392705078, 22996.5043818556, -188253.9950698534, -26323.5852974096, -161930.4097724438 ], [ 307.479144, 284.482639, 22.996504, -188.253995, -26.323585, -161.93041 ], [ 0.16273, 0.15056, 0.012171, 0, -0.016166, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -192254, -43298, -205488, -194799, -39085, -154055 ], [ 1.434661, 2.312047, 1.046877, 0.381675, 0.729858, 0.217783 ], [ 107, 54, 53, 107, 54, 53 ], [ 71, 37, 34, 34, 19, 15 ], [ 36, 17, 19, 73, 35, 38 ], [ 66.35514, 68.518519, 64.150943, 31.775701, 35.185185, 28.301887 ], [ 0.727434, 1.062292, 0.585019, 0.81948, 1.344475, 0.551718 ], [ 64063, 64063, 60129, 13698, 13698, 10119 ], [ -114781, -38335, -114781, -52689, -20674, -52689 ], [ 32, 25, 39, 32, 25, 39 ], [ 29, 18, 40, 36, 38, 33 ], [ 38, 40, 36, 30, 18, 41 ], [ 3435, 1364, 2071, 3435, 1364, 2071 ], [ 82.925096, 124.425096, 0, 0, 0, 100.925096 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342190, -165535, -530319, -587580, -764927, -775812 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3779, "evaluation_days": 1889.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759313528295, "expiration_time": 1764174384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 0, "multiplier": 2.97375 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
# | 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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