Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942880.6862 | 725468.3563 | 217412.3298 | 7774317.8904 | 3415859.2088 | 4358458.6816 |
Total P&L (%) | 942.8807 | 725.4684 | 217.4123 | 7774.3179 | 3415.8592 | 4358.4587 |
Avg Daily Profit (%) | 0.4084 | 0.3142 | 0.0942 | 0.1893 | 0.1543 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155343 | -102295 | -210039 | -7721108 | -7300983 | -2213421 |
Profit Factor | 1.6374 | 1.9793 | 1.2944 | 1.2773 | 1.2096 | 1.3713 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Profitability (%) | 43.3099 | 42.2535 | 44.3662 | 43.3099 | 42.2535 | 44.3662 |
Ratio Avg Win / Avg Loss | 2.1432 | 2.7051 | 1.6231 | 1.6719 | 1.6532 | 1.7195 |
Largest Winning Trade | 115777 | 115777 | 63597 | 3660420 | 3660420 | 1791243 |
Largest Losing Trade | -37315 | -27247 | -37315 | -2213421 | -1793682 | -2213421 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 6868 | 3235 | 3633 | 6868 | 3235 | 3633 |
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 | 434898 | 355008 | -68191 | 293904 | 193575 | 261885 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.1129 } }, "second_band": { "type": "wma", "factors": { "length": 9, "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": [ [ 942880.6861581653, 725468.3563431748, 217412.3298149896, 7774317.890373128, 3415859.2088205437, 4358458.681552581 ], [ 942.880686, 725.468356, 217.41233, 7774.31789, 3415.859209, 4358.458682 ], [ 0.40835, 0.314192, 0.094159, 0.189273, 0.154293, 0.164596 ], [ 10, 10, 10, 10, 10, 10 ], [ -155343, -102295, -210039, -7721108, -7300983, -2213421 ], [ 1.637389, 1.979327, 1.294396, 1.277327, 1.209638, 1.371283 ], [ 284, 142, 142, 284, 142, 142 ], [ 123, 60, 63, 123, 60, 63 ], [ 161, 82, 79, 161, 82, 79 ], [ 43.309859, 42.253521, 44.366197, 43.309859, 42.253521, 44.366197 ], [ 2.143249, 2.70508, 1.623132, 1.671949, 1.653172, 1.719545 ], [ 115777, 115777, 63597, 3660420, 3660420, 1791243 ], [ -37315, -27247, -37315, -2213421, -1793682, -2213421 ], [ 24, 22, 25, 24, 22, 25 ], [ 35, 32, 37, 35, 32, 37 ], [ 15, 15, 16, 15, 15, 16 ], [ 6868, 3235, 3633, 6868, 3235, 3633 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434898, 355008, -68191, 293904, 193575, 261885 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559808000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758830490408, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 0, "multiplier": 2.1129 } }, "second_band": { "type": "wma", "factors": { "length": 9, "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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