Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585915.423 | 435815.535 | 150099.888 | 830265.7005 | 683386.3118 | 146879.3887 |
Total P&L (%) | 585.9154 | 435.8155 | 150.0999 | 830.2657 | 683.3863 | 146.8794 |
Avg Daily Profit (%) | 0.3109 | 0.2313 | 0.0797 | 0.1184 | 0.1093 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87345 | -58626 | -110572 | -871051 | -566528 | -564622 |
Profit Factor | 1.5954 | 2.1554 | 1.2474 | 1.1786 | 1.3541 | 1.054 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 59.116 | 58.2418 | 60 | 59.116 | 58.2418 | 60 |
Ratio Avg Win / Avg Loss | 1.1034 | 1.5454 | 0.8316 | 0.8151 | 0.9709 | 0.7027 |
Largest Winning Trade | 85921 | 85921 | 42432 | 469403 | 396761 | 469403 |
Largest Losing Trade | -59333 | -25885 | -59333 | -505544 | -278867 | -505544 |
Avg Bars in Trades | 29 | 19 | 39 | 29 | 19 | 39 |
Avg Bars in Winners | 29 | 18 | 39 | 29 | 18 | 39 |
Avg Bars in Losers | 30 | 21 | 39 | 30 | 21 | 39 |
Bars Traded | 5388 | 1814 | 3574 | 5388 | 1814 | 3574 |
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 | 478174 | 468853 | -87518 | -57863 | -46873 | -290660 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.41045 } }, "second_band": { "type": "dema", "factors": { "length": 120, "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": [ [ 585915.4230172716, 435815.5350221486, 150099.8879951233, 830265.7005185073, 683386.3118181799, 146879.3887003275 ], [ 585.915423, 435.815535, 150.099888, 830.265701, 683.386312, 146.879389 ], [ 0.310941, 0.231284, 0.079657, 0.11843, 0.1093, 0.047972 ], [ 10, 10, 10, 10, 10, 10 ], [ -87345, -58626, -110572, -871051, -566528, -564622 ], [ 1.595436, 2.155424, 1.247355, 1.178551, 1.354126, 1.053995 ], [ 181, 91, 90, 181, 91, 90 ], [ 107, 53, 54, 107, 53, 54 ], [ 74, 38, 36, 74, 38, 36 ], [ 59.116022, 58.241758, 60, 59.116022, 58.241758, 60 ], [ 1.103386, 1.545398, 0.83157, 0.815073, 0.970883, 0.702663 ], [ 85921, 85921, 42432, 469403, 396761, 469403 ], [ -59333, -25885, -59333, -505544, -278867, -505544 ], [ 29, 19, 39, 29, 19, 39 ], [ 29, 18, 39, 29, 18, 39 ], [ 30, 21, 39, 30, 21, 39 ], [ 5388, 1814, 3574, 5388, 1814, 3574 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478174, 468853, -87518, -57863, -46873, -290660 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5653, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599494400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758870262405, "expiration_time": 1763728992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.41045 } }, "second_band": { "type": "dema", "factors": { "length": 120, "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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