Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108479.9984 | 996584.3589 | 111895.6395 | 6458824.3701 | 4930919.6993 | 1527904.6708 |
Total P&L (%) | 1108.48 | 996.5844 | 111.8956 | 6458.8244 | 4930.9197 | 1527.9047 |
Avg Daily Profit (%) | 0.4432 | 0.3985 | 0.0447 | 0.1674 | 0.1568 | 0.1116 |
Buy And Hold Return (%) | 462.9139 | 462.9139 | 462.9139 | 462.9139 | 462.9139 | 462.9139 |
Max Trade Drawdown | -89256 | -78916 | -55240 | -8547762 | -4801982 | -5100862 |
Profit Factor | 2.948 | 4.7374 | 1.3701 | 1.2088 | 1.3204 | 1.0982 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 41.8182 | 34.5455 | 49.0909 | 41.8182 | 34.5455 | 49.0909 |
Ratio Avg Win / Avg Loss | 4.1016 | 8.9761 | 1.4208 | 1.6817 | 2.5019 | 1.1389 |
Largest Winning Trade | 523328 | 523328 | 59769 | 5991476 | 5991476 | 4301322 |
Largest Losing Trade | -44766 | -23020 | -44766 | -4950148 | -1528981 | -4950148 |
Avg Bars in Trades | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Winners | 138 | 151 | 129 | 138 | 151 | 129 |
Avg Bars in Losers | 52 | 54 | 51 | 52 | 54 | 51 |
Bars Traded | 9745 | 4819 | 4926 | 9745 | 4819 | 4926 |
Profit Streak | 0 | 0 | 53.7054 | 0 | 0 | 53.7054 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309542 | -174876 | -477842 | 198257 | -177354 | -338293 |
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{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 3.05186 } } }
{ "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": [ [ 1108479.99836765, 996584.3588877714, 111895.6394798792, 6458824.370105661, 4930919.699315647, 1527904.6707900173 ], [ 1108.479998, 996.584359, 111.895639, 6458.82437, 4930.919699, 1527.904671 ], [ 0.443215, 0.398474, 0.04474, 0.167409, 0.156788, 0.111613 ], [ 462.913907, 462.913907, 462.913907, 462.913907, 462.913907, 462.913907 ], [ -89256, -78916, -55240, -8547762, -4801982, -5100862 ], [ 2.948027, 4.737364, 1.370059, 1.208757, 1.320437, 1.098249 ], [ 110, 55, 55, 110, 55, 55 ], [ 46, 19, 27, 46, 19, 27 ], [ 64, 36, 28, 64, 36, 28 ], [ 41.818182, 34.545455, 49.090909, 41.818182, 34.545455, 49.090909 ], [ 4.101602, 8.976058, 1.420801, 1.681749, 2.50188, 1.138925 ], [ 523328, 523328, 59769, 5991476, 5991476, 4301322 ], [ -44766, -23020, -44766, -4950148, -1528981, -4950148 ], [ 88, 87, 89, 88, 87, 89 ], [ 138, 151, 129, 138, 151, 129 ], [ 52, 54, 51, 52, 54, 51 ], [ 9745, 4819, 4926, 9745, 4819, 4926 ], [ 0, 0, 53.705388, 0, 0, 53.705388 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309542, -174876, -477842, 198257, -177354, -338293 ] ] }
{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10004, "evaluation_days": 2501, "actual_first_datapoint_time": 1543644000000, "first_datapoint_time": 1547920800000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759748145551, "expiration_time": 1766212992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 3.05186 } } }
# | 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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