Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248338.8861 | 122273.1336 | 126065.7524 | 387818.3071 | 247397.4411 | 140420.866 |
Total P&L (%) | 248.3389 | 122.2731 | 126.0658 | 387.8183 | 247.3974 | 140.4209 |
Avg Daily Profit (%) | 0.2711 | 0.1335 | 0.1376 | 0.1731 | 0.136 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61614 | -47847 | -52133 | -586184 | -376724 | -480536 |
Profit Factor | 1.7952 | 1.8591 | 1.7416 | 1.2247 | 1.3144 | 1.1495 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 56.9767 | 60.4651 | 53.4884 | 56.9767 | 60.4651 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.3555 | 1.2156 | 1.5145 | 0.9248 | 0.8594 | 0.9996 |
Largest Winning Trade | 86204 | 86204 | 45175 | 298046 | 298046 | 296851 |
Largest Losing Trade | -25193 | -16297 | -25193 | -237883 | -163543 | -237883 |
Avg Bars in Trades | 61 | 54 | 68 | 61 | 54 | 68 |
Avg Bars in Winners | 70 | 60 | 82 | 70 | 60 | 82 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 5313 | 2358 | 2955 | 5313 | 2358 | 2955 |
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 | 419629 | -11033 | -5533 | 233368 | -11537 | -122318 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.65189 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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": [ [ 248338.8860829261, 122273.1336441709, 126065.7524387554, 387818.3070837718, 247397.4410631045, 140420.8660206676 ], [ 248.338886, 122.273134, 126.065752, 387.818307, 247.397441, 140.420866 ], [ 0.271062, 0.133461, 0.137601, 0.173128, 0.136017, 0.095795 ], [ 10, 10, 10, 10, 10, 10 ], [ -61614, -47847, -52133, -586184, -376724, -480536 ], [ 1.795157, 1.859082, 1.741632, 1.224687, 1.314443, 1.149502 ], [ 86, 43, 43, 86, 43, 43 ], [ 49, 26, 23, 49, 26, 23 ], [ 37, 17, 20, 37, 17, 20 ], [ 56.976744, 60.465116, 53.488372, 56.976744, 60.465116, 53.488372 ], [ 1.355527, 1.215554, 1.514462, 0.924764, 0.859444, 0.999567 ], [ 86204, 86204, 45175, 298046, 298046, 296851 ], [ -25193, -16297, -25193, -237883, -163543, -237883 ], [ 61, 54, 68, 61, 54, 68 ], [ 70, 60, 82, 70, 60, 82 ], [ 49, 46, 52, 49, 46, 52 ], [ 5313, 2358, 2955, 5313, 2358, 2955 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419629, -11033, -5533, 233368, -11537, -122318 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5497, "evaluation_days": 916.17, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680508800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758936554424, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.65189 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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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