Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780633.2308 | 534488.8647 | 246144.3662 | -9903843.4683 | -3765465.3681 | -6138378.1002 |
Total P&L (%) | 780.6332 | 534.4889 | 246.1444 | -9903.8435 | -3765.4654 | -6138.3781 |
Avg Daily Profit (%) | 0.4132 | 0.2829 | 0.1303 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158368 | -45287 | -191931 | -10197927 | -4444961 | -6241758 |
Profit Factor | 1.9231 | 2.7631 | 1.4537 | 0.3644 | 0.4939 | 0.2461 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 114 | 56 | 58 | 58 | 31 | 27 |
Losing Trades | 52 | 27 | 25 | 108 | 52 | 56 |
Profitability (%) | 68.6747 | 67.4699 | 69.8795 | 34.9398 | 37.3494 | 32.5301 |
Ratio Avg Win / Avg Loss | 0.8772 | 1.3322 | 0.6266 | 0.6785 | 0.8284 | 0.5104 |
Largest Winning Trade | 108531 | 108531 | 48933 | 735911 | 735911 | 287367 |
Largest Losing Trade | -126986 | -45287 | -126986 | -1756599 | -1756599 | -818164 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 31 | 24 | 37 | 37 | 41 | 32 |
Avg Bars in Losers | 37 | 39 | 36 | 31 | 22 | 39 |
Bars Traded | 5525 | 2452 | 3072 | 5525 | 2452 | 3072 |
Profit Streak | 46.8401 | 0 | 109.8401 | 0 | 82.5068 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524990 | 554262 | -15790 | -585765 | -585193 | -587903 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.29038 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 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": [ [ 780633.2308124014, 534488.8646555122, 246144.3661568887, -9903843.468271527, -3765465.3680608347, -6138378.100210691 ], [ 780.633231, 534.488865, 246.144366, -9903.843468, -3765.465368, -6138.3781 ], [ 0.41318, 0.282899, 0.130281, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -158368, -45287, -191931, -10197927, -4444961, -6241758 ], [ 1.923098, 2.763055, 1.453717, 0.364391, 0.493851, 0.246106 ], [ 166, 83, 83, 166, 83, 83 ], [ 114, 56, 58, 58, 31, 27 ], [ 52, 27, 25, 108, 52, 56 ], [ 68.674699, 67.46988, 69.879518, 34.939759, 37.349398, 32.53012 ], [ 0.877202, 1.332187, 0.626602, 0.678521, 0.828395, 0.510442 ], [ 108531, 108531, 48933, 735911, 735911, 287367 ], [ -126986, -45287, -126986, -1756599, -1756599, -818164 ], [ 33, 29, 37, 33, 29, 37 ], [ 31, 24, 37, 37, 41, 32 ], [ 37, 39, 36, 31, 22, 39 ], [ 5525, 2452, 3072, 5525, 2452, 3072 ], [ 46.840093, 0, 109.840093, 0, 82.506759, 0 ], [ 1, 0, 5, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524990, 554262, -15790, -585765, -585193, -587903 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5668, "evaluation_days": 1889.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598313600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759291784015, "expiration_time": 1764173952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.29038 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 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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