Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511773.1295 | 384001.1812 | 127771.9483 | 60607.781 | -429619.0612 | 490226.8422 |
Total P&L (%) | 511.7731 | 384.0012 | 127.7719 | 60.6078 | -429.6191 | 490.2268 |
Avg Daily Profit (%) | 0.3434 | 0.2577 | 0.0857 | 0.0318 | 0 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145516 | -134086 | -52642 | -940202 | -665093 | -359890 |
Profit Factor | 1.7094 | 1.8527 | 1.4714 | 1.0221 | 0.7572 | 1.502 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 38.5246 | 27.8689 | 49.1803 | 38.5246 | 27.8689 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.7278 | 4.7952 | 1.5205 | 1.631 | 1.9599 | 1.552 |
Largest Winning Trade | 383894 | 383894 | 67189 | 285905 | 285905 | 262346 |
Largest Losing Trade | -34572 | -34572 | -30913 | -234142 | -234142 | -217917 |
Avg Bars in Trades | 72 | 62 | 82 | 72 | 62 | 82 |
Avg Bars in Winners | 108 | 88 | 119 | 108 | 88 | 119 |
Avg Bars in Losers | 49 | 51 | 45 | 49 | 51 | 45 |
Bars Traded | 8800 | 3785 | 5015 | 8800 | 3785 | 5015 |
Profit Streak | 0 | 0 | 29.1877 | 0 | 0 | 29.1877 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301111 | -167498 | -237698 | -350312 | -757128 | -192891 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 65, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.48674 } } }
{ "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": [ [ 511773.1294559558, 384001.1811658234, 127771.9482901326, 60607.7810386929, -429619.0611650242, 490226.8422037171 ], [ 511.773129, 384.001181, 127.771948, 60.607781, -429.619061, 490.226842 ], [ 0.343433, 0.25769, 0.085743, 0.0318, 0, 0.119208 ], [ 10, 10, 10, 10, 10, 10 ], [ -145516, -134086, -52642, -940202, -665093, -359890 ], [ 1.709447, 1.852688, 1.471436, 1.022068, 0.757245, 1.501974 ], [ 122, 61, 61, 122, 61, 61 ], [ 47, 17, 30, 47, 17, 30 ], [ 75, 44, 31, 75, 44, 31 ], [ 38.52459, 27.868852, 49.180328, 38.52459, 27.868852, 49.180328 ], [ 2.727841, 4.795194, 1.520483, 1.63096, 1.959927, 1.552039 ], [ 383894, 383894, 67189, 285905, 285905, 262346 ], [ -34572, -34572, -30913, -234142, -234142, -217917 ], [ 72, 62, 82, 72, 62, 82 ], [ 108, 88, 119, 108, 88, 119 ], [ 49, 51, 45, 49, 51, 45 ], [ 8800, 3785, 5015, 8800, 3785, 5015 ], [ 0, 0, 29.187664, 0, 0, 29.187664 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301111, -167498, -237698, -350312, -757128, -192891 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8941, "evaluation_days": 1490.17, "actual_first_datapoint_time": 1631505600000, "first_datapoint_time": 1632441600000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760243414158, "expiration_time": 1764104112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 65, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.48674 } } }
# | 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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