Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144267.347 | 64998.9436 | 79268.4033 | 190847.1453 | 94298.3632 | 96548.7821 |
Total P&L (%) | 144.2673 | 64.9989 | 79.2684 | 190.8471 | 94.2984 | 96.5488 |
Avg Daily Profit (%) | 0.2179 | 0.0982 | 0.1197 | 0.1614 | 0.1004 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36889 | -43815 | -39347 | -95541 | -94609 | -92237 |
Profit Factor | 1.3493 | 1.3342 | 1.3627 | 1.29 | 1.3053 | 1.2765 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Profitability (%) | 43.4307 | 43.0657 | 43.7956 | 43.4307 | 43.0657 | 43.7956 |
Ratio Avg Win / Avg Loss | 1.7575 | 1.7638 | 1.7488 | 1.6803 | 1.7257 | 1.6382 |
Largest Winning Trade | 25725 | 23126 | 25725 | 42481 | 39889 | 42481 |
Largest Losing Trade | -15044 | -8338 | -15044 | -33038 | -18427 | -33038 |
Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Winners | 80 | 69 | 92 | 80 | 69 | 92 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 15368 | 7457 | 7911 | 15368 | 7457 | 7911 |
Profit Streak | 412.542 | 416.5837 | 0 | 412.542 | 416.5837 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310092 | -63259 | -34317 | 279671 | -60169 | -58325 |
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{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 2.94432 } } }
{ "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": [ [ 144267.3469698358, 64998.9436407592, 79268.4033290765, 190847.1452663677, 94298.3631583608, 96548.7821080069 ], [ 144.267347, 64.998944, 79.268403, 190.847145, 94.298363, 96.548782 ], [ 0.2179, 0.098174, 0.119726, 0.161384, 0.100374, 0.102115 ], [ 10, 10, 10, 10, 10, 10 ], [ -36889, -43815, -39347, -95541, -94609, -92237 ], [ 1.349269, 1.334183, 1.362694, 1.29003, 1.305301, 1.276521 ], [ 274, 137, 137, 274, 137, 137 ], [ 119, 59, 60, 119, 59, 60 ], [ 155, 78, 77, 155, 78, 77 ], [ 43.430657, 43.065693, 43.79562, 43.430657, 43.065693, 43.79562 ], [ 1.757451, 1.763835, 1.74879, 1.680291, 1.725652, 1.638201 ], [ 25725, 23126, 25725, 42481, 39889, 42481 ], [ -15044, -8338, -15044, -33038, -18427, -33038 ], [ 56, 54, 57, 56, 54, 57 ], [ 80, 69, 92, 80, 69, 92 ], [ 37, 42, 31, 37, 42, 31 ], [ 15368, 7457, 7911, 15368, 7457, 7911 ], [ 412.542009, 416.583675, 0, 412.542009, 416.583675, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310092, -63259, -34317, 279671, -60169, -58325 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669345200000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759737629548, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 2.94432 } } }
# | 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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