Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412683.0953 | 244244.2122 | 168438.8831 | 1108790.8518 | -780262.5604 | 1889053.4122 |
Total P&L (%) | 412.6831 | 244.2442 | 168.4389 | 1108.7909 | -780.2626 | 1889.0534 |
Avg Daily Profit (%) | 0.2185 | 0.1293 | 0.0892 | 0.132 | 0 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111611 | -79623 | -39381 | -2853943 | -2454509 | -542392 |
Profit Factor | 2.0925 | 2.0389 | 2.1807 | 1.1828 | 0.8264 | 2.2024 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 65.1163 | 60.4651 | 69.7674 | 65.1163 | 60.4651 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.121 | 1.3331 | 0.945 | 0.6336 | 0.5403 | 0.9544 |
Largest Winning Trade | 95127 | 95127 | 41238 | 812832 | 760691 | 812832 |
Largest Losing Trade | -66919 | -66919 | -23947 | -2351159 | -2351159 | -274671 |
Avg Bars in Trades | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 82 | 88 | 75 | 82 | 88 | 75 |
Bars Traded | 5441 | 2854 | 2587 | 5441 | 2854 | 2587 |
Profit Streak | 20.1552 | 0 | 29.4886 | 20.1552 | 0 | 29.4886 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492063 | -16237 | -69391 | -34445 | -579370 | 440959 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.65034 } }, "second_band": { "type": "sma", "factors": { "length": 165, "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": [ [ 412683.0952695212, 244244.2121769955, 168438.8830925258, 1108790.8518127394, -780262.560407542, 1889053.412220282 ], [ 412.683095, 244.244212, 168.438883, 1108.790852, -780.26256, 1889.053412 ], [ 0.218466, 0.129298, 0.089168, 0.13202, 0, 0.158423 ], [ 10, 10, 10, 10, 10, 10 ], [ -111611, -79623, -39381, -2853943, -2454509, -542392 ], [ 2.09246, 2.038922, 2.180685, 1.182809, 0.826384, 2.202382 ], [ 86, 43, 43, 86, 43, 43 ], [ 56, 26, 30, 56, 26, 30 ], [ 30, 17, 13, 30, 17, 13 ], [ 65.116279, 60.465116, 69.767442, 65.116279, 60.465116, 69.767442 ], [ 1.12096, 1.333141, 0.944963, 0.633648, 0.540328, 0.954366 ], [ 95127, 95127, 41238, 812832, 760691, 812832 ], [ -66919, -66919, -23947, -2351159, -2351159, -274671 ], [ 63, 66, 60, 63, 66, 60 ], [ 52, 51, 53, 52, 51, 53 ], [ 82, 88, 75, 82, 88, 75 ], [ 5441, 2854, 2587, 5441, 2854, 2587 ], [ 20.155221, 0, 29.488555, 20.155221, 0, 29.488555 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492063, -16237, -69391, -34445, -579370, 440959 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5667, "evaluation_days": 1889, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760240611133, "expiration_time": 1765123488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.65034 } }, "second_band": { "type": "sma", "factors": { "length": 165, "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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