Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182978.1706 | 251912.3804 | -68934.2098 | -122978.8119 | 73337.5813 | -196316.3932 |
Total P&L (%) | 182.9782 | 251.9124 | -68.9342 | -122.9788 | 73.3376 | -196.3164 |
Avg Daily Profit (%) | 0.1131 | 0.1557 | -0.0426 | 0 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265540 | -83916 | -373624 | -187935 | -49632 | -221950 |
Profit Factor | 1.0771 | 1.2328 | 0.9467 | 0.8189 | 1.286 | 0.5356 |
Total Trades | 714 | 357 | 357 | 714 | 357 | 357 |
Winning Trades | 316 | 160 | 156 | 375 | 193 | 182 |
Losing Trades | 398 | 197 | 201 | 339 | 164 | 175 |
Profitability (%) | 44.2577 | 44.8179 | 43.6975 | 52.521 | 54.0616 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.3565 | 1.5179 | 1.2198 | 0.7403 | 1.0928 | 0.515 |
Largest Winning Trade | 68015 | 68015 | 38448 | 37973 | 37973 | 35611 |
Largest Losing Trade | -123562 | -19268 | -123562 | -64459 | -22998 | -64459 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 33 | 27 | 40 | 21 | 22 | 21 |
Avg Bars in Losers | 21 | 22 | 20 | 32 | 27 | 37 |
Bars Traded | 19177 | 8708 | 10469 | 19177 | 8708 | 10469 |
Profit Streak | 480.9619 | 480.9619 | 491.7952 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174662 | 308196 | -578637 | -576443 | -145355 | -579062 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.67691 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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": [ [ 182978.1706215843, 251912.3804416176, -68934.209820033, -122978.8118854483, 73337.5813100884, -196316.3931955368 ], [ 182.978171, 251.91238, -68.93421, -122.978812, 73.337581, -196.316393 ], [ 0.113089, 0.155694, -0.042605, 0, 0.034003, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -265540, -83916, -373624, -187935, -49632, -221950 ], [ 1.077052, 1.232836, 0.946678, 0.818927, 1.286027, 0.535639 ], [ 714, 357, 357, 714, 357, 357 ], [ 316, 160, 156, 375, 193, 182 ], [ 398, 197, 201, 339, 164, 175 ], [ 44.257703, 44.817927, 43.697479, 52.521008, 54.061625, 50.980392 ], [ 1.35654, 1.517929, 1.219759, 0.74031, 1.09279, 0.515038 ], [ 68015, 68015, 38448, 37973, 37973, 35611 ], [ -123562, -19268, -123562, -64459, -22998, -64459 ], [ 26, 24, 29, 26, 24, 29 ], [ 33, 27, 40, 21, 22, 21 ], [ 21, 22, 20, 32, 27, 37 ], [ 19177, 8708, 10469, 19177, 8708, 10469 ], [ 480.961899, 480.961899, 491.795233, 0, 0, 0 ], [ 4, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174662, 308196, -578637, -576443, -145355, -579062 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579528800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759028708109, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 111, "offset": 0, "multiplier": 2.67691 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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