Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306979.2643 | 149515.3714 | 157463.893 | 37800.5269 | -21566.3466 | 59366.8735 |
Total P&L (%) | 306.9793 | 149.5154 | 157.4639 | 37.8005 | -21.5663 | 59.3669 |
Avg Daily Profit (%) | 0.1844 | 0.0898 | 0.0946 | 0.0193 | -0.0146 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111569 | -58528 | -104635 | -131958 | -59706 | -98530 |
Profit Factor | 1.4549 | 1.4785 | 1.4347 | 1.0565 | 0.9339 | 1.1735 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.8889 | 46.6667 | 51.1111 | 48.8889 | 46.6667 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.5211 | 1.6897 | 1.3723 | 1.1046 | 1.0673 | 1.1224 |
Largest Winning Trade | 70067 | 60680 | 70067 | 42888 | 35694 | 42888 |
Largest Losing Trade | -59687 | -32623 | -59687 | -55803 | -45268 | -55803 |
Avg Bars in Trades | 35 | 21 | 49 | 35 | 21 | 49 |
Avg Bars in Winners | 43 | 18 | 66 | 43 | 18 | 66 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 3155 | 945 | 2210 | 3155 | 945 | 2210 |
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 | 339765 | -71705 | -65554 | -328061 | -580063 | -185687 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.93027 } }, "second_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 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": [ [ 306979.2643434441, 149515.3713632904, 157463.8929801538, 37800.5269201858, -21566.3465982419, 59366.8735184278 ], [ 306.979264, 149.515371, 157.463893, 37.800527, -21.566347, 59.366874 ], [ 0.184427, 0.089826, 0.094601, 0.019265, -0.014593, 0.028003 ], [ 10, 10, 10, 10, 10, 10 ], [ -111569, -58528, -104635, -131958, -59706, -98530 ], [ 1.454949, 1.478471, 1.43466, 1.056541, 0.933907, 1.173461 ], [ 90, 45, 45, 90, 45, 45 ], [ 44, 21, 23, 44, 21, 23 ], [ 46, 24, 22, 46, 24, 22 ], [ 48.888889, 46.666667, 51.111111, 48.888889, 46.666667, 51.111111 ], [ 1.521083, 1.689681, 1.372283, 1.104565, 1.067323, 1.122441 ], [ 70067, 60680, 70067, 42888, 35694, 42888 ], [ -59687, -32623, -59687, -55803, -45268, -55803 ], [ 35, 21, 49, 35, 21, 49 ], [ 43, 18, 66, 43, 18, 66 ], [ 27, 23, 31, 27, 23, 31 ], [ 3155, 945, 2210, 3155, 945, 2210 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339765, -71705, -65554, -328061, -580063, -185687 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3329, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1619481600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759542379272, "expiration_time": 1763850384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.93027 } }, "second_band": { "type": "kcb", "factors": { "length": 14, "offset": 0, "scalar": 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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