Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214856.0238 | 167456.395 | 47399.6288 | 5766.0643 | 45747.6253 | -39981.5611 |
Total P&L (%) | 214.856 | 167.4564 | 47.3996 | 5.7661 | 45.7476 | -39.9816 |
Avg Daily Profit (%) | 0.1577 | 0.1229 | 0.0348 | 0.0041 | 0.0276 | -0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162975 | -134440 | -103060 | -93024 | -69994 | -74041 |
Profit Factor | 1.2194 | 1.3549 | 1.0934 | 1.0117 | 1.2061 | 0.8527 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 51.8135 | 47.9167 | 55.6701 | 51.8135 | 47.9167 | 55.6701 |
Ratio Avg Win / Avg Loss | 1.134 | 1.4727 | 0.8707 | 0.9409 | 1.311 | 0.679 |
Largest Winning Trade | 58287 | 58287 | 43628 | 29822 | 27026 | 29822 |
Largest Losing Trade | -43147 | -26067 | -43147 | -43147 | -22722 | -43147 |
Avg Bars in Trades | 27 | 21 | 34 | 27 | 21 | 34 |
Avg Bars in Winners | 29 | 19 | 37 | 29 | 19 | 37 |
Avg Bars in Losers | 25 | 23 | 29 | 25 | 23 | 29 |
Bars Traded | 5370 | 2072 | 3298 | 5370 | 2072 | 3298 |
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 | 301455 | -29376 | -267013 | -560914 | -158975 | -580338 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 3.52991 } }, "second_band": { "type": "vwma", "factors": { "length": 30, "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": [ [ 214856.0237686948, 167456.3949751889, 47399.6287935058, 5766.0642543707, 45747.6253347602, -39981.5610803895 ], [ 214.856024, 167.456395, 47.399629, 5.766064, 45.747625, -39.981561 ], [ 0.157664, 0.122881, 0.034782, 0.004114, 0.027647, -0.037455 ], [ 10, 10, 10, 10, 10, 10 ], [ -162975, -134440, -103060, -93024, -69994, -74041 ], [ 1.219372, 1.354854, 1.093396, 1.011686, 1.206116, 0.852713 ], [ 193, 96, 97, 193, 96, 97 ], [ 100, 46, 54, 100, 46, 54 ], [ 93, 50, 43, 93, 50, 43 ], [ 51.813472, 47.916667, 55.670103, 51.813472, 47.916667, 55.670103 ], [ 1.134016, 1.472668, 0.870667, 0.940868, 1.310996, 0.679013 ], [ 58287, 58287, 43628, 29822, 27026, 29822 ], [ -43147, -26067, -43147, -43147, -22722, -43147 ], [ 27, 21, 34, 27, 21, 34 ], [ 29, 19, 37, 29, 19, 37 ], [ 25, 23, 29, 25, 23, 29 ], [ 5370, 2072, 3298, 5370, 2072, 3298 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301455, -29376, -267013, -560914, -158975, -580338 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5451, "evaluation_days": 1362.75, "actual_first_datapoint_time": 1641794400000, "first_datapoint_time": 1642744800000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759538664321, "expiration_time": 1763046648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 3.52991 } }, "second_band": { "type": "vwma", "factors": { "length": 30, "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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