Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784649.189 | 715718.9625 | 68930.2265 | 717807.9266 | 4765343.2117 | -4047535.2851 |
Total P&L (%) | 784.6492 | 715.719 | 68.9302 | 717.8079 | 4765.3432 | -4047.5353 |
Avg Daily Profit (%) | 0.3628 | 0.3309 | 0.0319 | 0.0972 | 0.1798 | 0 |
Buy And Hold Return (%) | 184.4914 | 184.4914 | 184.4914 | 184.4914 | 184.4914 | 184.4914 |
Max Trade Drawdown | -183874 | -114936 | -174591 | -15390619 | -11437381 | -7332820 |
Profit Factor | 1.6103 | 2.1153 | 1.107 | 1.0204 | 1.229 | 0.7186 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 60.3261 | 57.6087 | 63.0435 | 60.3261 | 57.6087 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.059 | 1.5565 | 0.6489 | 0.6711 | 0.9044 | 0.4212 |
Largest Winning Trade | 126467 | 126467 | 56636 | 5747768 | 5747768 | 1020232 |
Largest Losing Trade | -72519 | -46195 | -72519 | -5037868 | -5037868 | -3553306 |
Avg Bars in Trades | 34 | 42 | 27 | 34 | 42 | 27 |
Avg Bars in Winners | 30 | 39 | 22 | 30 | 39 | 22 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 6431 | 3870 | 2561 | 6431 | 3870 | 2561 |
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 | 420144 | 414994 | -418616 | -262561 | 234933 | -578840 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 12, "multiplier": 4.61734 } }, "second_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 2 } } }
{ "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": [ [ 784649.1890248863, 715718.9625161615, 68930.2265087251, 717807.9265931728, 4765343.211730387, -4047535.2851372114 ], [ 784.649189, 715.718963, 68.930227, 717.807927, 4765.343212, -4047.535285 ], [ 0.36276, 0.330892, 0.031868, 0.097202, 0.17976, 0 ], [ 184.49144, 184.49144, 184.49144, 184.49144, 184.49144, 184.49144 ], [ -183874, -114936, -174591, -15390619, -11437381, -7332820 ], [ 1.610259, 2.115289, 1.10703, 1.020397, 1.229003, 0.71859 ], [ 184, 92, 92, 184, 92, 92 ], [ 111, 53, 58, 111, 53, 58 ], [ 73, 39, 34, 73, 39, 34 ], [ 60.326087, 57.608696, 63.043478, 60.326087, 57.608696, 63.043478 ], [ 1.058999, 1.556533, 0.648948, 0.671072, 0.90436, 0.421242 ], [ 126467, 126467, 56636, 5747768, 5747768, 1020232 ], [ -72519, -46195, -72519, -5037868, -5037868, -3553306 ], [ 34, 42, 27, 34, 42, 27 ], [ 30, 39, 22, 30, 39, 22 ], [ 41, 45, 36, 41, 45, 36 ], [ 6431, 3870, 2561, 6431, 3870, 2561 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420144, 414994, -418616, -262561, 234933, -578840 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6489, "evaluation_days": 2163, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572422400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758848499303, "expiration_time": 1764422496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 16, "offset": 12, "multiplier": 4.61734 } }, "second_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 2 } } }
# | 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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