Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560681.6033 | 446934.5498 | 113747.0535 | -6203440.7543 | -2267946.1998 | -3935494.5545 |
Total P&L (%) | 560.6816 | 446.9346 | 113.7471 | -6203.4408 | -2267.9462 | -3935.4946 |
Avg Daily Profit (%) | 0.2974 | 0.2371 | 0.0603 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226240 | -52902 | -227554 | -6896039 | -3258785 | -3986134 |
Profit Factor | 1.5569 | 2.2577 | 1.1746 | 0.5418 | 0.6187 | 0.4815 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 117 | 57 | 60 | 75 | 40 | 35 |
Losing Trades | 66 | 34 | 32 | 108 | 51 | 57 |
Profitability (%) | 63.9344 | 62.6374 | 65.2174 | 40.9836 | 43.956 | 38.0435 |
Ratio Avg Win / Avg Loss | 0.8782 | 1.3467 | 0.6264 | 0.7801 | 0.7888 | 0.7841 |
Largest Winning Trade | 102419 | 102419 | 48155 | 510945 | 510945 | 417157 |
Largest Losing Trade | -186320 | -44294 | -186320 | -1088649 | -1088649 | -678349 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 24 | 20 | 28 | 36 | 37 | 35 |
Avg Bars in Losers | 40 | 40 | 39 | 25 | 21 | 29 |
Bars Traded | 5492 | 2552 | 2940 | 5492 | 2552 | 2940 |
Profit Streak | 9.6704 | 0 | 13.6704 | 0 | 78.3371 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442332 | 468259 | -139951 | -583326 | -582198 | -585736 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 2.68098 } }, "second_band": { "type": "sma", "factors": { "length": 71, "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": [ [ 560681.6032792773, 446934.5498018404, 113747.0534774368, -6203440.754327649, -2267946.1997840735, -3935494.5545435753 ], [ 560.681603, 446.93455, 113.747053, -6203.440754, -2267.9462, -3935.494555 ], [ 0.297444, 0.237101, 0.060343, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -226240, -52902, -227554, -6896039, -3258785, -3986134 ], [ 1.556853, 2.257672, 1.17459, 0.541762, 0.618684, 0.481483 ], [ 183, 91, 92, 183, 91, 92 ], [ 117, 57, 60, 75, 40, 35 ], [ 66, 34, 32, 108, 51, 57 ], [ 63.934426, 62.637363, 65.217391, 40.983607, 43.956044, 38.043478 ], [ 0.878225, 1.346682, 0.626448, 0.780137, 0.788822, 0.78413 ], [ 102419, 102419, 48155, 510945, 510945, 417157 ], [ -186320, -44294, -186320, -1088649, -1088649, -678349 ], [ 30, 28, 31, 30, 28, 31 ], [ 24, 20, 28, 36, 37, 35 ], [ 40, 40, 39, 25, 21, 29 ], [ 5492, 2552, 2940, 5492, 2552, 2940 ], [ 9.670438, 0, 13.670438, 0, 78.337105, 0 ], [ 1, 0, 1, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442332, 468259, -139951, -583326, -582198, -585736 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599321600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931525881, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 113, "offset": 0, "multiplier": 2.68098 } }, "second_band": { "type": "sma", "factors": { "length": 71, "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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