Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822009.9653 | 613451.0378 | 208558.9275 | 3639274.3858 | 1949965.6305 | 1689308.7553 |
Total P&L (%) | 822.01 | 613.451 | 208.5589 | 3639.2744 | 1949.9656 | 1689.3088 |
Avg Daily Profit (%) | 0.3399 | 0.2536 | 0.0862 | 0.1499 | 0.125 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102177 | -84953 | -181160 | -1361255 | -898864 | -1004371 |
Profit Factor | 1.8456 | 2.2335 | 1.4393 | 1.3049 | 1.3045 | 1.3054 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 53.3333 | 51.5464 | 55.102 | 53.3333 | 51.5464 | 55.102 |
Ratio Avg Win / Avg Loss | 1.6149 | 2.0995 | 1.1727 | 1.1418 | 1.2263 | 1.0636 |
Largest Winning Trade | 151332 | 151332 | 51576 | 1385298 | 1385298 | 794711 |
Largest Losing Trade | -64149 | -59678 | -64149 | -751373 | -623560 | -751373 |
Avg Bars in Trades | 24 | 32 | 15 | 24 | 32 | 15 |
Avg Bars in Winners | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Losers | 22 | 30 | 12 | 22 | 30 | 12 |
Bars Traded | 4733 | 3187 | 1545 | 4733 | 3187 | 1545 |
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 | 520793 | 455480 | -76244 | 333331 | -25751 | -32511 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.91561 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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": [ [ 822009.9653369455, 613451.0378321258, 208558.9275048198, 3639274.385824418, 1949965.6305084205, 1689308.7553159972 ], [ 822.009965, 613.451038, 208.558928, 3639.274386, 1949.965631, 1689.308755 ], [ 0.339884, 0.253649, 0.086235, 0.149853, 0.124966, 0.119336 ], [ 10, 10, 10, 10, 10, 10 ], [ -102177, -84953, -181160, -1361255, -898864, -1004371 ], [ 1.845611, 2.233537, 1.439276, 1.304928, 1.304546, 1.305369 ], [ 195, 97, 98, 195, 97, 98 ], [ 104, 50, 54, 104, 50, 54 ], [ 91, 47, 44, 91, 47, 44 ], [ 53.333333, 51.546392, 55.102041, 53.333333, 51.546392, 55.102041 ], [ 1.61491, 2.099525, 1.172743, 1.141812, 1.226273, 1.063634 ], [ 151332, 151332, 51576, 1385298, 1385298, 794711 ], [ -64149, -59678, -64149, -751373, -623560, -751373 ], [ 24, 32, 15, 24, 32, 15 ], [ 26, 34, 18, 26, 34, 18 ], [ 22, 30, 12, 22, 30, 12 ], [ 4733, 3187, 1545, 4733, 3187, 1545 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 520793, 455480, -76244, 333331, -25751, -32511 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4837, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1552651200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759489893759, "expiration_time": 1765718352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.91561 } }, "second_band": { "type": "dcm", "factors": { "length": 50, "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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