Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571920.9597 | 1620581.6975 | -48660.7378 | 151426.6001 | 5504396.3857 | -5352969.7856 |
Total P&L (%) | 1571.921 | 1620.5817 | -48.6607 | 151.4266 | 5504.3964 | -5352.9698 |
Avg Daily Profit (%) | 0.7098 | 0.7318 | -0.022 | 0.0416 | 0.182 | 0 |
Buy And Hold Return (%) | 791.9718 | 791.9718 | 791.9718 | 791.9718 | 791.9718 | 791.9718 |
Max Trade Drawdown | -225690 | -145322 | -202542 | -6734704 | -2191244 | -5761008 |
Profit Factor | 2.0065 | 2.9291 | 0.9326 | 1.0067 | 1.5196 | 0.5589 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Losing Trades | 197 | 97 | 100 | 197 | 97 | 100 |
Profitability (%) | 41.716 | 42.6036 | 40.8284 | 41.716 | 42.6036 | 40.8284 |
Ratio Avg Win / Avg Loss | 2.8033 | 3.9461 | 1.3516 | 1.4065 | 2.0472 | 0.81 |
Largest Winning Trade | 1419211 | 1419211 | 41042 | 6420844 | 6420844 | 714678 |
Largest Losing Trade | -57729 | -35015 | -57729 | -3967910 | -1078005 | -3967910 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Losers | 27 | 30 | 25 | 27 | 30 | 25 |
Bars Traded | 13050 | 7093 | 5957 | 13050 | 7093 | 5957 |
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 | 279491 | 325769 | -582348 | -517714 | 282259 | -584015 |
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{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 3.17173 } } }
{ "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": [ [ 1571920.959715592, 1620581.69748807, -48660.7377724776, 151426.6001173175, 5504396.385726837, -5352969.785609524 ], [ 1571.92096, 1620.581697, -48.660738, 151.4266, 5504.396386, -5352.969786 ], [ 0.709831, 0.731805, -0.021974, 0.041642, 0.181973, 0 ], [ 791.971799, 791.971799, 791.971799, 791.971799, 791.971799, 791.971799 ], [ -225690, -145322, -202542, -6734704, -2191244, -5761008 ], [ 2.006455, 2.929092, 0.932581, 1.006662, 1.51956, 0.558907 ], [ 338, 169, 169, 338, 169, 169 ], [ 141, 72, 69, 141, 72, 69 ], [ 197, 97, 100, 197, 97, 100 ], [ 41.715976, 42.60355, 40.828402, 41.715976, 42.60355, 40.828402 ], [ 2.803345, 3.946137, 1.351566, 1.406471, 2.047185, 0.81001 ], [ 1419211, 1419211, 41042, 6420844, 6420844, 714678 ], [ -57729, -35015, -57729, -3967910, -1078005, -3967910 ], [ 38, 41, 35, 38, 41, 35 ], [ 53, 57, 49, 53, 57, 49 ], [ 27, 30, 25, 27, 30, 25 ], [ 13050, 7093, 5957, 13050, 7093, 5957 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 279491, 325769, -582348, -517714, 282259, -584015 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13287, "evaluation_days": 2214.5, "actual_first_datapoint_time": 1567742400000, "first_datapoint_time": 1569902400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759081009518, "expiration_time": 1764815184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 3.17173 } } }
# | 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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