Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513258.5804 | 281947.4685 | 231311.1119 | 1484338.1289 | 661261.5423 | 823076.5866 |
Total P&L (%) | 513.2586 | 281.9475 | 231.3111 | 1484.3381 | 661.2615 | 823.0766 |
Avg Daily Profit (%) | 0.2834 | 0.1557 | 0.1277 | 0.1526 | 0.1121 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99004 | -74071 | -113971 | -2280163 | -1728896 | -1578888 |
Profit Factor | 1.6255 | 1.8093 | 1.4898 | 1.1671 | 1.1525 | 1.181 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 55.1948 | 54.5455 | 55.8442 | 55.1948 | 54.5455 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.3195 | 1.5078 | 1.178 | 0.9474 | 0.9605 | 0.9338 |
Largest Winning Trade | 65180 | 65180 | 64625 | 561019 | 522409 | 561019 |
Largest Losing Trade | -28141 | -21701 | -28141 | -735161 | -413567 | -735161 |
Avg Bars in Trades | 45 | 26 | 63 | 45 | 26 | 63 |
Avg Bars in Winners | 54 | 23 | 85 | 54 | 23 | 85 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 6943 | 2058 | 4885 | 6943 | 2058 | 4885 |
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 | 439093 | -30416 | -62207 | -29272 | -138370 | -92729 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 4.50144 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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": [ [ 513258.580415567, 281947.4684712569, 231311.1119443098, 1484338.1288880715, 661261.5422703775, 823076.5866176934 ], [ 513.25858, 281.947468, 231.311112, 1484.338129, 661.261542, 823.076587 ], [ 0.283373, 0.155665, 0.127708, 0.152649, 0.112129, 0.122783 ], [ 10, 10, 10, 10, 10, 10 ], [ -99004, -74071, -113971, -2280163, -1728896, -1578888 ], [ 1.625457, 1.809334, 1.489813, 1.167098, 1.152544, 1.180969 ], [ 154, 77, 77, 154, 77, 77 ], [ 85, 42, 43, 85, 42, 43 ], [ 69, 35, 34, 69, 35, 34 ], [ 55.194805, 54.545455, 55.844156, 55.194805, 54.545455, 55.844156 ], [ 1.319489, 1.507778, 1.177992, 0.947409, 0.960454, 0.933789 ], [ 65180, 65180, 64625, 561019, 522409, 561019 ], [ -28141, -21701, -28141, -735161, -413567, -735161 ], [ 45, 26, 63, 45, 26, 63 ], [ 54, 23, 85, 54, 23, 85 ], [ 32, 30, 35, 32, 30, 35 ], [ 6943, 2058, 4885, 6943, 2058, 4885 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439093, -30416, -62207, -29272, -138370, -92729 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605484800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759257879227, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 96, "offset": 0, "multiplier": 4.50144 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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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