Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508135.6739 | 404368.6265 | 103767.0474 | 15499.4409 | 508445.3111 | -492945.8702 |
Total P&L (%) | 508.1357 | 404.3686 | 103.767 | 15.4994 | 508.4453 | -492.9459 |
Avg Daily Profit (%) | 0.2671 | 0.2126 | 0.0545 | 0.0076 | 0.095 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127634 | -62463 | -105813 | -646313 | -107583 | -673102 |
Profit Factor | 2.3618 | 2.9426 | 1.629 | 1.0146 | 2.5731 | 0.3312 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 50 | 38.7097 | 61.2903 | 50 | 38.7097 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.3618 | 4.6591 | 1.0288 | 1.0146 | 4.0741 | 0.2092 |
Largest Winning Trade | 392610 | 392610 | 62039 | 536557 | 536557 | 51513 |
Largest Losing Trade | -91137 | -36497 | -91137 | -588180 | -103681 | -588180 |
Avg Bars in Trades | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Winners | 143 | 180 | 120 | 143 | 180 | 120 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 5356 | 2800 | 2556 | 5356 | 2800 | 2556 |
Profit Streak | 0 | 0 | 596.0685 | 0 | 0 | 596.0685 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145390 | 321013 | -116096 | -555541 | -65291 | -578771 |
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{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 1.25657 } } }
{ "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": [ [ 508135.6738957856, 404368.6265266557, 103767.0473691302, 15499.440880377, 508445.3111293844, -492945.8702490074 ], [ 508.135674, 404.368627, 103.767047, 15.499441, 508.445311, -492.94587 ], [ 0.267112, 0.212565, 0.054547, 0.007575, 0.094967, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127634, -62463, -105813, -646313, -107583, -673102 ], [ 2.36176, 2.94257, 1.62895, 1.014619, 2.573132, 0.331162 ], [ 62, 31, 31, 62, 31, 31 ], [ 31, 12, 19, 31, 12, 19 ], [ 31, 19, 12, 31, 19, 12 ], [ 50, 38.709677, 61.290323, 50, 38.709677, 61.290323 ], [ 2.36176, 4.659069, 1.02881, 1.014619, 4.074125, 0.209155 ], [ 392610, 392610, 62039, 536557, 536557, 51513 ], [ -91137, -36497, -91137, -588180, -103681, -588180 ], [ 86, 90, 82, 86, 90, 82 ], [ 143, 180, 120, 143, 180, 120 ], [ 28, 33, 22, 28, 33, 22 ], [ 5356, 2800, 2556, 5356, 2800, 2556 ], [ 0, 0, 596.06849, 0, 0, 596.06849 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145390, 321013, -116096, -555541, -65291, -578771 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1561046400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759023517503, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 1.25657 } } }
# | 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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