Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375400.5233 | 504018.5337 | -128618.0104 | -113061.5981 | 499436.515 | -612498.113 |
Total P&L (%) | 375.4005 | 504.0185 | -128.618 | -113.0616 | 499.4365 | -612.4981 |
Avg Daily Profit (%) | 0.2 | 0.2685 | -0.0685 | 0 | 0.0955 | 0 |
Buy And Hold Return (%) | 67.2436 | 67.2436 | 67.2436 | 67.2436 | 67.2436 | 67.2436 |
Max Trade Drawdown | -273953 | -148778 | -203297 | -904484 | -420338 | -681803 |
Profit Factor | 1.4339 | 2.201 | 0.7113 | 0.9202 | 1.84 | 0.2553 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 21 | 21 | 34 | 19 | 15 |
Losing Trades | 35 | 17 | 18 | 43 | 19 | 24 |
Profitability (%) | 54.5455 | 55.2632 | 53.8462 | 44.1558 | 50 | 38.4615 |
Ratio Avg Win / Avg Loss | 1.195 | 1.7818 | 0.6097 | 1.1638 | 1.84 | 0.4085 |
Largest Winning Trade | 437020 | 437020 | 52529 | 534614 | 534614 | 41767 |
Largest Losing Trade | -130434 | -46671 | -130434 | -367585 | -238398 | -367585 |
Avg Bars in Trades | 45 | 54 | 37 | 45 | 54 | 37 |
Avg Bars in Winners | 43 | 51 | 35 | 49 | 64 | 30 |
Avg Bars in Losers | 47 | 57 | 38 | 42 | 44 | 41 |
Bars Traded | 3500 | 2054 | 1446 | 3500 | 2054 | 1446 |
Profit Streak | 177.1521 | 189.6521 | 177.1521 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36726 | 535158 | -579288 | -627661 | -62029 | -585244 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 3.32304 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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": [ [ 375400.5232966494, 504018.5337359241, -128618.0104392746, -113061.5980534215, 499436.5149820136, -612498.1130354351 ], [ 375.400523, 504.018534, -128.61801, -113.061598, 499.436515, -612.498113 ], [ 0.2, 0.268523, -0.068523, 0, 0.095454, 0 ], [ 67.24359, 67.24359, 67.24359, 67.24359, 67.24359, 67.24359 ], [ -273953, -148778, -203297, -904484, -420338, -681803 ], [ 1.433943, 2.201049, 0.711258, 0.920213, 1.840028, 0.255313 ], [ 77, 38, 39, 77, 38, 39 ], [ 42, 21, 21, 34, 19, 15 ], [ 35, 17, 18, 43, 19, 24 ], [ 54.545455, 55.263158, 53.846154, 44.155844, 50, 38.461538 ], [ 1.194953, 1.781802, 0.60965, 1.163798, 1.840028, 0.408501 ], [ 437020, 437020, 52529, 534614, 534614, 41767 ], [ -130434, -46671, -130434, -367585, -238398, -367585 ], [ 45, 54, 37, 45, 54, 37 ], [ 43, 51, 35, 49, 64, 30 ], [ 47, 57, 38, 42, 44, 41 ], [ 3500, 2054, 1446, 3500, 2054, 1446 ], [ 177.152071, 189.652072, 177.152072, 0, 0, 0 ], [ 4, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36726, 535158, -579288, -627661, -62029, -585244 ] ] }
{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3754, "evaluation_days": 1877, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759592338984, "expiration_time": 1764444384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 3.32304 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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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