Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361842.5972 | 273292.6171 | 88549.9801 | 182789.7241 | 321999.3563 | -139209.6322 |
Total P&L (%) | 361.8426 | 273.2926 | 88.55 | 182.7897 | 321.9994 | -139.2096 |
Avg Daily Profit (%) | 0.2558 | 0.1932 | 0.0626 | 0.0735 | 0.1018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107493 | -97114 | -89897 | -350553 | -261985 | -401749 |
Profit Factor | 1.1607 | 1.231 | 1.0828 | 1.0357 | 1.1219 | 0.9437 |
Total Trades | 922 | 461 | 461 | 922 | 461 | 461 |
Winning Trades | 475 | 230 | 245 | 475 | 230 | 245 |
Losing Trades | 447 | 231 | 216 | 447 | 231 | 216 |
Profitability (%) | 51.5184 | 49.8915 | 53.1453 | 51.5184 | 49.8915 | 53.1453 |
Ratio Avg Win / Avg Loss | 1.0923 | 1.2364 | 0.9547 | 0.9747 | 1.1268 | 0.832 |
Largest Winning Trade | 64518 | 64518 | 31557 | 154242 | 154242 | 111905 |
Largest Losing Trade | -30402 | -29994 | -30402 | -140323 | -72612 | -140323 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 16855 | 8775 | 8080 | 16855 | 8775 | 8080 |
Profit Streak | 4.7739 | 0 | 11.1073 | 4.7739 | 0 | 11.1073 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29482 | 335330 | -236784 | -271444 | -141339 | -577145 |
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{ "first_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 2.8604 } } }
{ "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": [ [ 361842.5972068064, 273292.6170721301, 88549.9801346762, 182789.7241077971, 321999.3562701503, -139209.6321623535 ], [ 361.842597, 273.292617, 88.54998, 182.789724, 321.999356, -139.209632 ], [ 0.255824, 0.193219, 0.062605, 0.073522, 0.101849, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -107493, -97114, -89897, -350553, -261985, -401749 ], [ 1.160669, 1.231015, 1.082827, 1.035741, 1.121915, 0.943711 ], [ 922, 461, 461, 922, 461, 461 ], [ 475, 230, 245, 475, 230, 245 ], [ 447, 231, 216, 447, 231, 216 ], [ 51.518438, 49.89154, 53.145336, 51.518438, 49.89154, 53.145336 ], [ 1.09225, 1.236368, 0.954655, 0.974687, 1.126793, 0.832006 ], [ 64518, 64518, 31557, 154242, 154242, 111905 ], [ -30402, -29994, -30402, -140323, -72612, -140323 ], [ 18, 19, 17, 18, 19, 17 ], [ 21, 21, 20, 21, 21, 20 ], [ 15, 16, 13, 15, 16, 13 ], [ 16855, 8775, 8080, 16855, 8775, 8080 ], [ 4.773946, 0, 11.10728, 4.773946, 0, 11.10728 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29482, 335330, -236784, -271444, -141339, -577145 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16973, "evaluation_days": 1414.42, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1636855200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758918868974, "expiration_time": 1763121801600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 2.8604 } } }
# | 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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