Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2187004.4902 | 1979622.3886 | 207382.1015 | 55147735.4418 | 17965151.5906 | 37182583.8512 |
Total P&L (%) | 2187.0045 | 1979.6224 | 207.3821 | 55147.7354 | 17965.1516 | 37182.5839 |
Avg Daily Profit (%) | 1.163 | 1.0527 | 0.1103 | 0.3363 | 0.2767 | 0.3154 |
Buy And Hold Return (%) | 346.4931 | 346.4931 | 346.4931 | 346.4931 | 346.4931 | 346.4931 |
Max Trade Drawdown | -107304 | -83476 | -50776 | -137935811 | -109866331 | -52253078 |
Profit Factor | 6.0289 | 8.3975 | 2.2397 | 1.2108 | 1.114 | 1.3573 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 42.4658 | 33.3333 | 51.3514 | 42.4658 | 33.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 8.1682 | 16.795 | 2.1219 | 1.6404 | 2.2281 | 1.2859 |
Largest Winning Trade | 1180506 | 1180506 | 54763 | 113389878 | 113389878 | 50736258 |
Largest Losing Trade | -33258 | -24735 | -33258 | -26552659 | -26333672 | -26552659 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 80 | 93 | 72 | 80 | 93 | 72 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 3709 | 1796 | 1913 | 3709 | 1796 | 1913 |
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 | -57657 | 524599 | -207100 | -69354 | -91769 | 346981 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.96933 } }, "second_band": { "type": "sma", "factors": { "length": 2, "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": [ [ 2187004.490175831, 1979622.388649499, 207382.1015263306, 55147735.44177718, 17965151.590568677, 37182583.85120847 ], [ 2187.00449, 1979.622389, 207.382102, 55147.735442, 17965.151591, 37182.583851 ], [ 1.162991, 1.052711, 0.11028, 0.336348, 0.276722, 0.315365 ], [ 346.493131, 346.493131, 346.493131, 346.493131, 346.493131, 346.493131 ], [ -107304, -83476, -50776, -137935811, -109866331, -52253078 ], [ 6.028902, 8.397481, 2.239734, 1.2108, 1.114033, 1.357289 ], [ 73, 36, 37, 73, 36, 37 ], [ 31, 12, 19, 31, 12, 19 ], [ 42, 24, 18, 42, 24, 18 ], [ 42.465753, 33.333333, 51.351351, 42.465753, 33.333333, 51.351351 ], [ 8.168189, 16.794962, 2.121853, 1.640439, 2.228067, 1.285853 ], [ 1180506, 1180506, 54763, 113389878, 113389878, 50736258 ], [ -33258, -24735, -33258, -26552659, -26333672, -26552659 ], [ 50, 49, 51, 50, 49, 51 ], [ 80, 93, 72, 80, 93, 72 ], [ 28, 28, 29, 28, 28, 29 ], [ 3709, 1796, 1913, 3709, 1796, 1913 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57657, 524599, -207100, -69354, -91769, 346981 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3761, "evaluation_days": 1880.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759872382973, "expiration_time": 1764712656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.96933 } }, "second_band": { "type": "sma", "factors": { "length": 2, "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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