Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495300.4943 | 358116.9799 | 137183.5144 | 105602.2549 | 96806.6014 | 8795.6535 |
Total P&L (%) | 495.3005 | 358.117 | 137.1835 | 105.6023 | 96.8066 | 8.7957 |
Avg Daily Profit (%) | 0.2582 | 0.1867 | 0.0715 | 0.0376 | 0.0353 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144441 | -126714 | -49914 | -787669 | -600502 | -345582 |
Profit Factor | 1.8045 | 1.7952 | 1.83 | 1.0367 | 1.0503 | 1.0092 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Losing Trades | 35 | 24 | 11 | 35 | 24 | 11 |
Profitability (%) | 62.3656 | 47.8261 | 76.5957 | 62.3656 | 47.8261 | 76.5957 |
Ratio Avg Win / Avg Loss | 1.0889 | 1.9584 | 0.5592 | 0.6256 | 1.1458 | 0.3084 |
Largest Winning Trade | 344538 | 344538 | 22925 | 365337 | 365337 | 79825 |
Largest Losing Trade | -55675 | -55675 | -42443 | -403037 | -403037 | -345582 |
Avg Bars in Trades | 59 | 106 | 13 | 59 | 106 | 13 |
Avg Bars in Winners | 49 | 108 | 13 | 49 | 108 | 13 |
Avg Bars in Losers | 76 | 104 | 14 | 76 | 104 | 14 |
Bars Traded | 5540 | 4900 | 640 | 5540 | 4900 | 640 |
Profit Streak | 0 | 76.3665 | 0 | 0 | 76.3665 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442141 | 385146 | -92940 | -322674 | -311155 | -560960 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.35884 } }, "second_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 1.08046 } } }
{ "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": [ [ 495300.4942692842, 358116.9798981263, 137183.5143711578, 105602.2549420116, 96806.6014447167, 8795.653497295 ], [ 495.300494, 358.11698, 137.183514, 105.602255, 96.806601, 8.795653 ], [ 0.258238, 0.186714, 0.071524, 0.037586, 0.035306, 0.004395 ], [ 10, 10, 10, 10, 10, 10 ], [ -144441, -126714, -49914, -787669, -600502, -345582 ], [ 1.804542, 1.795211, 1.829964, 1.036691, 1.050289, 1.009228 ], [ 93, 46, 47, 93, 46, 47 ], [ 58, 22, 36, 58, 22, 36 ], [ 35, 24, 11, 35, 24, 11 ], [ 62.365591, 47.826087, 76.595745, 62.365591, 47.826087, 76.595745 ], [ 1.088947, 1.958412, 0.559156, 0.625589, 1.14577, 0.308375 ], [ 344538, 344538, 22925, 365337, 365337, 79825 ], [ -55675, -55675, -42443, -403037, -403037, -345582 ], [ 59, 106, 13, 59, 106, 13 ], [ 49, 108, 13, 49, 108, 13 ], [ 76, 104, 14, 76, 104, 14 ], [ 5540, 4900, 640, 5540, 4900, 640 ], [ 0, 76.366546, 0, 0, 76.366546, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442141, 385146, -92940, -322674, -311155, -560960 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5754, "evaluation_days": 1918, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759999669544, "expiration_time": 1764939456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 4.35884 } }, "second_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 1.08046 } } }
# | 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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