Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311879.3132 | 309694.487 | 2184.8262 | 612.0643 | 211583.9437 | -210971.8794 |
Total P&L (%) | 311.8793 | 309.6945 | 2.1848 | 0.6121 | 211.5839 | -210.9719 |
Avg Daily Profit (%) | 0.1649 | 0.1638 | 0.0012 | 0.0003 | 0.0601 | 0 |
Buy And Hold Return (%) | 18.1064 | 18.1064 | 18.1064 | 18.1064 | 18.1064 | 18.1064 |
Max Trade Drawdown | -156512 | -139131 | -117574 | -610413 | -649403 | -533980 |
Profit Factor | 1.228 | 1.3357 | 1.0049 | 1.0002 | 1.0956 | 0.8117 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 208 | 103 | 105 | 208 | 103 | 105 |
Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Profitability (%) | 57.3003 | 56.9061 | 57.6923 | 57.3003 | 56.9061 | 57.6923 |
Ratio Avg Win / Avg Loss | 0.9151 | 1.0115 | 0.7369 | 0.7453 | 0.8297 | 0.5952 |
Largest Winning Trade | 53945 | 53945 | 24033 | 193240 | 193240 | 72073 |
Largest Losing Trade | -51133 | -51133 | -41116 | -220611 | -191417 | -220611 |
Avg Bars in Trades | 61 | 113 | 9 | 61 | 113 | 9 |
Avg Bars in Winners | 32 | 57 | 7 | 32 | 57 | 7 |
Avg Bars in Losers | 100 | 187 | 12 | 100 | 187 | 12 |
Bars Traded | 22289 | 20561 | 1728 | 22289 | 20561 | 1728 |
Profit Streak | 19.0297 | 0 | 40.1964 | 19.0297 | 0 | 40.1964 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313290 | 320440 | -571618 | -576741 | -228401 | -578557 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.66081 } }, "second_band": { "type": "kcu", "factors": { "length": 83, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 311879.3132459678, 309694.4870349434, 2184.8262110244, 612.0643461197, 211583.9437417069, -210971.8793955871 ], [ 311.879313, 309.694487, 2.184826, 0.612064, 211.583944, -210.971879 ], [ 0.164935, 0.16378, 0.001155, 0.000323, 0.060121, 0 ], [ 18.106393, 18.106393, 18.106393, 18.106393, 18.106393, 18.106393 ], [ -156512, -139131, -117574, -610413, -649403, -533980 ], [ 1.228034, 1.335704, 1.004908, 1.000184, 1.095591, 0.811668 ], [ 363, 181, 182, 363, 181, 182 ], [ 208, 103, 105, 208, 103, 105 ], [ 155, 78, 77, 155, 78, 77 ], [ 57.300275, 56.906077, 57.692308, 57.300275, 56.906077, 57.692308 ], [ 0.915121, 1.011504, 0.736932, 0.745329, 0.829671, 0.595223 ], [ 53945, 53945, 24033, 193240, 193240, 72073 ], [ -51133, -51133, -41116, -220611, -191417, -220611 ], [ 61, 113, 9, 61, 113, 9 ], [ 32, 57, 7, 32, 57, 7 ], [ 100, 187, 12, 100, 187, 12 ], [ 22289, 20561, 1728, 22289, 20561, 1728 ], [ 19.029712, 0, 40.196379, 19.029712, 0, 40.196379 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313290, 320440, -571618, -576741, -228401, -578557 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22691, "evaluation_days": 1890.92, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597161600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759495367139, "expiration_time": 1765374307200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 2.66081 } }, "second_band": { "type": "kcu", "factors": { "length": 83, "offset": 0, "scalar": 3 } } }
# | 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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