Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888784.9589 | 891596.1181 | -2811.1592 | 134563.4434 | 1155977.7452 | -1021414.3018 |
Total P&L (%) | 888.785 | 891.5961 | -2.8112 | 134.5634 | 1155.9777 | -1021.4143 |
Avg Daily Profit (%) | 0.4268 | 0.4281 | -0.0014 | 0.0409 | 0.1216 | 0 |
Buy And Hold Return (%) | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 | 88.3629 |
Max Trade Drawdown | -297753 | -186539 | -211682 | -6379009 | -3773931 | -4396353 |
Profit Factor | 1.4162 | 1.7939 | 0.9972 | 1.0046 | 1.0728 | 0.9227 |
Total Trades | 591 | 296 | 295 | 591 | 296 | 295 |
Winning Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Losing Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Profitability (%) | 41.7936 | 41.8919 | 41.6949 | 41.7936 | 41.8919 | 41.6949 |
Ratio Avg Win / Avg Loss | 1.9724 | 2.4883 | 1.3945 | 1.3992 | 1.4881 | 1.2903 |
Largest Winning Trade | 510803 | 510803 | 45406 | 3072108 | 3072108 | 721262 |
Largest Losing Trade | -30049 | -26115 | -30049 | -961784 | -898307 | -961784 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 59 | 62 | 57 | 59 | 62 | 57 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 24757 | 13023 | 11734 | 24757 | 13023 | 11734 |
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 | 423995 | 404262 | -581353 | -363823 | -172885 | -581353 |
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{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 144, "multiplier": 2.74604 } } }
{ "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": [ [ 888784.9588877008, 891596.1180956888, -2811.1592079886, 134563.4433758195, 1155977.7452244395, -1021414.3018486195 ], [ 888.784959, 891.596118, -2.811159, 134.563443, 1155.977745, -1021.414302 ], [ 0.426787, 0.428137, -0.00135, 0.040947, 0.121586, 0 ], [ 88.362919, 88.362919, 88.362919, 88.362919, 88.362919, 88.362919 ], [ -297753, -186539, -211682, -6379009, -3773931, -4396353 ], [ 1.416218, 1.793897, 0.997223, 1.004625, 1.072798, 0.92271 ], [ 591, 296, 295, 591, 296, 295 ], [ 247, 124, 123, 247, 124, 123 ], [ 344, 172, 172, 344, 172, 172 ], [ 41.79357, 41.891892, 41.694915, 41.79357, 41.891892, 41.694915 ], [ 1.972385, 2.488308, 1.394491, 1.399154, 1.488074, 1.290293 ], [ 510803, 510803, 45406, 3072108, 3072108, 721262 ], [ -30049, -26115, -30049, -961784, -898307, -961784 ], [ 41, 43, 39, 41, 43, 39 ], [ 59, 62, 57, 59, 62, 57 ], [ 28, 30, 27, 28, 30, 27 ], [ 24757, 13023, 11734, 24757, 13023, 11734 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423995, 404262, -581353, -363823, -172885, -581353 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579809600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758834295095, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 144, "multiplier": 2.74604 } } }
# | 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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