Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535081.4063 | 561266.025 | -26184.6187 | 75635.1512 | 480901.7534 | -405266.6023 |
Total P&L (%) | 535.0814 | 561.266 | -26.1846 | 75.6352 | 480.9018 | -405.2666 |
Avg Daily Profit (%) | 0.2462 | 0.2582 | -0.012 | 0.0259 | 0.081 | 0 |
Buy And Hold Return (%) | 163.6054 | 163.6054 | 163.6054 | 163.6054 | 163.6054 | 163.6054 |
Max Trade Drawdown | -122469 | -90898 | -217780 | -385149 | -270189 | -598529 |
Profit Factor | 1.2179 | 1.4591 | 0.9788 | 1.016 | 1.1976 | 0.8234 |
Total Trades | 588 | 294 | 294 | 588 | 294 | 294 |
Winning Trades | 289 | 148 | 141 | 289 | 148 | 141 |
Losing Trades | 299 | 146 | 153 | 299 | 146 | 153 |
Profitability (%) | 49.1497 | 50.3401 | 47.9592 | 49.1497 | 50.3401 | 47.9592 |
Ratio Avg Win / Avg Loss | 1.26 | 1.4394 | 1.0621 | 1.0511 | 1.1814 | 0.8935 |
Largest Winning Trade | 123250 | 123250 | 35497 | 254732 | 254732 | 59133 |
Largest Losing Trade | -42319 | -42319 | -32578 | -95565 | -95565 | -91045 |
Avg Bars in Trades | 22 | 26 | 17 | 22 | 26 | 17 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 12954 | 7664 | 5290 | 12954 | 7664 | 5290 |
Profit Streak | 4.7296 | 11.5629 | 0 | 4.7296 | 11.5629 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310524 | 333243 | -578645 | -523481 | -88802 | -580311 |
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 3.02248 } } }
{ "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": [ [ 535081.4062904294, 561266.0249552287, -26184.6186648003, 75635.1511774166, 480901.7534463804, -405266.6022689634 ], [ 535.081406, 561.266025, -26.184619, 75.635151, 480.901753, -405.266602 ], [ 0.246184, 0.258231, -0.012047, 0.025917, 0.080981, 0 ], [ 163.605442, 163.605442, 163.605442, 163.605442, 163.605442, 163.605442 ], [ -122469, -90898, -217780, -385149, -270189, -598529 ], [ 1.217873, 1.459117, 0.978771, 1.015993, 1.197571, 0.823436 ], [ 588, 294, 294, 588, 294, 294 ], [ 289, 148, 141, 289, 148, 141 ], [ 299, 146, 153, 299, 146, 153 ], [ 49.14966, 50.340136, 47.959184, 49.14966, 50.340136, 47.959184 ], [ 1.260014, 1.4394, 1.062071, 1.051148, 1.181388, 0.893516 ], [ 123250, 123250, 35497, 254732, 254732, 59133 ], [ -42319, -42319, -32578, -95565, -95565, -91045 ], [ 22, 26, 17, 22, 26, 17 ], [ 24, 28, 21, 24, 28, 21 ], [ 19, 23, 15, 19, 23, 15 ], [ 12954, 7664, 5290, 12954, 7664, 5290 ], [ 4.72959, 11.562923, 0, 4.72959, 11.562923, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310524, 333243, -578645, -523481, -88802, -580311 ] ] }
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13041, "evaluation_days": 2173.5, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1572811200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759771836553, "expiration_time": 1765400112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 3.02248 } } }
# | 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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