Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148581.1495 | 243370.3296 | -94789.1802 | -86472.9743 | 69968.1579 | -156441.1321 |
Total P&L (%) | 148.5811 | 243.3703 | -94.7892 | -86.473 | 69.9682 | -156.4411 |
Avg Daily Profit (%) | 0.1052 | 0.1724 | -0.0671 | -0.1416 | 0.0376 | 0 |
Buy And Hold Return (%) | 14.6844 | 14.6844 | 14.6844 | 14.6844 | 14.6844 | 14.6844 |
Max Trade Drawdown | -220201 | -92696 | -200127 | -213313 | -75450 | -169575 |
Profit Factor | 1.085 | 1.2808 | 0.8923 | 0.9292 | 1.1177 | 0.7503 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Losing Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Profitability (%) | 55.8696 | 56.087 | 55.6522 | 55.8696 | 56.087 | 55.6522 |
Ratio Avg Win / Avg Loss | 0.8571 | 1.0028 | 0.7111 | 0.7339 | 0.8751 | 0.5979 |
Largest Winning Trade | 47142 | 47142 | 39331 | 33889 | 27109 | 33889 |
Largest Losing Trade | -74851 | -52081 | -74851 | -53736 | -29863 | -53736 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 8366 | 4799 | 3567 | 8366 | 4799 | 3567 |
Profit Streak | 457.6074 | 0 | 459.6074 | 457.6074 | 0 | 459.6074 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177101 | 326400 | -578158 | -576750 | -235202 | -578158 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.47435 } }, "second_band": { "type": "wma", "factors": { "length": 81, "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": [ [ 148581.1494617669, 243370.3296436913, -94789.1801819242, -86472.9742617409, 69968.1578822882, -156441.132144029 ], [ 148.581149, 243.37033, -94.78918, -86.472974, 69.968158, -156.441132 ], [ 0.10524, 0.172379, -0.067139, -0.141594, 0.037578, 0 ], [ 14.684398, 14.684398, 14.684398, 14.684398, 14.684398, 14.684398 ], [ -220201, -92696, -200127, -213313, -75450, -169575 ], [ 1.085047, 1.280835, 0.89234, 0.929158, 1.117747, 0.75026 ], [ 460, 230, 230, 460, 230, 230 ], [ 257, 129, 128, 257, 129, 128 ], [ 203, 101, 102, 203, 101, 102 ], [ 55.869565, 56.086957, 55.652174, 55.869565, 56.086957, 55.652174 ], [ 0.85706, 1.002824, 0.711084, 0.733926, 0.875135, 0.597864 ], [ 47142, 47142, 39331, 33889, 27109, 33889 ], [ -74851, -52081, -74851, -53736, -29863, -53736 ], [ 18, 20, 15, 18, 20, 15 ], [ 15, 17, 13, 15, 17, 13 ], [ 21, 24, 18, 21, 24, 18 ], [ 8366, 4799, 3567, 8366, 4799, 3567 ], [ 457.607395, 0, 459.607395, 457.607395, 0, 459.607395 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -177101, 326400, -578158, -576750, -235202, -578158 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598976000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758969278904, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.47435 } }, "second_band": { "type": "wma", "factors": { "length": 81, "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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