Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406108.8266 | 429510.2682 | -23401.4415 | -53689.5081 | 273887.4951 | -327577.0032 |
Total P&L (%) | 406.1088 | 429.5103 | -23.4014 | -53.6895 | 273.8875 | -327.577 |
Avg Daily Profit (%) | 0.2164 | 0.2289 | -0.0125 | -0.041 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226194 | -156196 | -114112 | -1123646 | -753121 | -728627 |
Profit Factor | 1.2285 | 1.4588 | 0.9722 | 0.9883 | 1.1176 | 0.8549 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 180 | 95 | 85 | 180 | 95 | 85 |
Profitability (%) | 46.9027 | 44.1176 | 49.7041 | 46.9027 | 44.1176 | 49.7041 |
Ratio Avg Win / Avg Loss | 1.3907 | 1.8478 | 0.9838 | 1.1188 | 1.4157 | 0.865 |
Largest Winning Trade | 113323 | 113323 | 24267 | 258607 | 258607 | 117974 |
Largest Losing Trade | -68295 | -39966 | -68295 | -250096 | -233972 | -250096 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 7291 | 4306 | 2985 | 7291 | 4306 | 2985 |
Profit Streak | 9.9807 | 10.4807 | 0 | 9.9807 | 10.4807 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321044 | 324400 | -580285 | -577601 | -191220 | -580285 |
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{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 2.90664 } } }
{ "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": [ [ 406108.826628125, 429510.2681605931, -23401.441532468, -53689.508101682, 273887.4951143738, -327577.0032160559 ], [ 406.108827, 429.510268, -23.401442, -53.689508, 273.887495, -327.577003 ], [ 0.216447, 0.22892, -0.012472, -0.04102, 0.070313, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -226194, -156196, -114112, -1123646, -753121, -728627 ], [ 1.228485, 1.458803, 0.972182, 0.988291, 1.117623, 0.854855 ], [ 339, 170, 169, 339, 170, 169 ], [ 159, 75, 84, 159, 75, 84 ], [ 180, 95, 85, 180, 95, 85 ], [ 46.902655, 44.117647, 49.704142, 46.902655, 44.117647, 49.704142 ], [ 1.390738, 1.847817, 0.983756, 1.11882, 1.415656, 0.865032 ], [ 113323, 113323, 24267, 258607, 258607, 117974 ], [ -68295, -39966, -68295, -250096, -233972, -250096 ], [ 21, 25, 17, 21, 25, 17 ], [ 24, 28, 21, 24, 28, 21 ], [ 18, 23, 14, 18, 23, 14 ], [ 7291, 4306, 2985, 7291, 4306, 2985 ], [ 9.980678, 10.480678, 0, 9.980678, 10.480678, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321044, 324400, -580285, -577601, -191220, -580285 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 1876.25, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599933600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759555930614, "expiration_time": 1764399240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 2.90664 } } }
# | 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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