Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468744.8489 | 306355.1676 | 162389.6813 | 182044.5847 | -145181.7175 | 327226.3022 |
Total P&L (%) | 468.7448 | 306.3552 | 162.3897 | 182.0446 | -145.1817 | 327.2263 |
Avg Daily Profit (%) | 0.2463 | 0.161 | 0.0853 | 0.0545 | 0 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183541 | -138555 | -97176 | -2365663 | -1554862 | -1119556 |
Profit Factor | 1.2617 | 1.3357 | 1.1848 | 1.0171 | 0.9755 | 1.0697 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Losing Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Profitability (%) | 56.8129 | 56.682 | 56.9444 | 56.8129 | 56.682 | 56.9444 |
Ratio Avg Win / Avg Loss | 0.9591 | 1.0208 | 0.8958 | 0.7732 | 0.7455 | 0.8088 |
Largest Winning Trade | 42728 | 42728 | 28913 | 366813 | 366813 | 218170 |
Largest Losing Trade | -49753 | -49753 | -41644 | -558409 | -558409 | -237474 |
Avg Bars in Trades | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 31 | 43 | 20 | 31 | 43 | 20 |
Bars Traded | 11211 | 6815 | 4396 | 11211 | 6815 | 4396 |
Profit Streak | 4.5221 | 4.5221 | 30.8555 | 4.5221 | 4.5221 | 30.8555 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372820 | 334929 | -94718 | -319323 | -579063 | -233290 |
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{ "first_band": { "type": "pwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 3.16089 } } }
{ "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": [ [ 468744.8489478113, 306355.1676252982, 162389.6813225136, 182044.5847171989, -145181.717462257, 327226.3021794543 ], [ 468.744849, 306.355168, 162.389681, 182.044585, -145.181717, 327.226302 ], [ 0.246297, 0.160971, 0.085326, 0.054497, 0, 0.07633 ], [ 10, 10, 10, 10, 10, 10 ], [ -183541, -138555, -97176, -2365663, -1554862, -1119556 ], [ 1.261661, 1.335695, 1.184781, 1.017143, 0.975497, 1.069711 ], [ 433, 217, 216, 433, 217, 216 ], [ 246, 123, 123, 246, 123, 123 ], [ 187, 94, 93, 187, 94, 93 ], [ 56.812933, 56.682028, 56.944444, 56.812933, 56.682028, 56.944444 ], [ 0.959068, 1.020775, 0.89581, 0.773194, 0.745502, 0.808806 ], [ 42728, 42728, 28913, 366813, 366813, 218170 ], [ -49753, -49753, -41644, -558409, -558409, -237474 ], [ 25, 31, 20, 25, 31, 20 ], [ 21, 22, 20, 21, 22, 20 ], [ 31, 43, 20, 31, 43, 20 ], [ 11211, 6815, 4396, 11211, 6815, 4396 ], [ 4.522144, 4.522144, 30.855477, 4.522144, 4.522144, 30.855477 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372820, 334929, -94718, -319323, -579063, -233290 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11419, "evaluation_days": 1903.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904313245, "expiration_time": 1763648208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 183, "offset": 0, "multiplier": 3.16089 } } }
# | 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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