Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9484342.4862 | 193701.4044 | -9678043.8905 | 92977641.8371 | -125584434.9369 | 218562076.774 |
Total P&L (%) | -9484.3425 | 193.7014 | -9678.0439 | 92977.6418 | -125584.4349 | 218562.0768 |
Avg Daily Profit (%) | -4.1598 | 0.085 | -4.2448 | 0.3003 | 0 | 0.3379 |
Buy And Hold Return (%) | 9586.829 | 9586.829 | 9586.829 | 9586.829 | 9586.829 | 9586.829 |
Max Trade Drawdown | -9756824 | -29708 | -9750752 | -198764882 | -148294231 | -126723719 |
Profit Factor | 0.0604 | 4.5075 | 0.036 | 1.2475 | 0.233 | 2.0309 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 24 | 20 | 24 | 12 | 12 |
Losing Trades | 19 | 8 | 11 | 39 | 20 | 19 |
Profitability (%) | 69.8413 | 75 | 64.5161 | 38.0952 | 37.5 | 38.7097 |
Ratio Avg Win / Avg Loss | 0.0261 | 1.5025 | 0.0198 | 2.0271 | 0.3883 | 3.2156 |
Largest Winning Trade | 41300 | 36768 | 41300 | 223758106 | 9955714 | 223758106 |
Largest Losing Trade | -9727322 | -26267 | -9727322 | -41515288 | -27155670 | -41515288 |
Avg Bars in Trades | 66 | 31 | 102 | 66 | 31 | 102 |
Avg Bars in Winners | 43 | 29 | 59 | 78 | 45 | 110 |
Avg Bars in Losers | 119 | 36 | 179 | 58 | 22 | 96 |
Bars Traded | 4171 | 1000 | 3171 | 4171 | 1000 | 3171 |
Profit Streak | 83.955 | 218.955 | 0 | 83.955 | 218.955 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728647 | -233308 | -578936 | -145580 | -584313 | 311229 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 2.36595 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -9484342.486172931, 193701.4043769122, -9678043.890549842, 92977641.8370895, -125584434.93688256, 218562076.77397212 ], [ -9484.342486, 193.701404, -9678.043891, 92977.641837, -125584.434937, 218562.076774 ], [ -4.159799, 0.084957, -4.244756, 0.300275, 0, 0.337855 ], [ 9586.828992, 9586.828992, 9586.828992, 9586.828992, 9586.828992, 9586.828992 ], [ -9756824, -29708, -9750752, -198764882, -148294231, -126723719 ], [ 0.060436, 4.50748, 0.035973, 1.247452, 0.232999, 2.030922 ], [ 63, 32, 31, 63, 32, 31 ], [ 44, 24, 20, 24, 12, 12 ], [ 19, 8, 11, 39, 20, 19 ], [ 69.84127, 75, 64.516129, 38.095238, 37.5, 38.709677 ], [ 0.026097, 1.502493, 0.019785, 2.027109, 0.388331, 3.215627 ], [ 41300, 36768, 41300, 223758106, 9955714, 223758106 ], [ -9727322, -26267, -9727322, -41515288, -27155670, -41515288 ], [ 66, 31, 102, 66, 31, 102 ], [ 43, 29, 59, 78, 45, 110 ], [ 119, 36, 179, 58, 22, 96 ], [ 4171, 1000, 3171, 4171, 1000, 3171 ], [ 83.954997, 218.954998, 0, 83.954998, 218.954998, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -728647, -233308, -578936, -145580, -584313, 311229 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4560, "evaluation_days": 2280, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1571875200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759316111791, "expiration_time": 1765186560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 2.36595 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 2 } } }
# | 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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