Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410465.1232 | 248454.7373 | 162010.3859 | 256719.4604 | 395180.21 | -138460.7496 |
Total P&L (%) | 410.4651 | 248.4547 | 162.0104 | 256.7195 | 395.1802 | -138.4608 |
Avg Daily Profit (%) | 0.2189 | 0.1325 | 0.0864 | 0.0678 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97417 | -100698 | -92171 | -957177 | -335765 | -940886 |
Profit Factor | 1.4598 | 1.5228 | 1.388 | 1.0735 | 1.2446 | 0.9262 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 55.8824 | 52.9412 | 58.8235 | 55.8824 | 52.9412 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1524 | 1.3536 | 0.9716 | 0.8475 | 1.1063 | 0.6483 |
Largest Winning Trade | 89560 | 89560 | 38550 | 458122 | 458122 | 124160 |
Largest Losing Trade | -65330 | -48250 | -65330 | -798105 | -135704 | -798105 |
Avg Bars in Trades | 36 | 45 | 26 | 36 | 45 | 26 |
Avg Bars in Winners | 37 | 47 | 29 | 37 | 47 | 29 |
Avg Bars in Losers | 34 | 43 | 23 | 34 | 43 | 23 |
Bars Traded | 7377 | 4628 | 2750 | 7377 | 4628 | 2750 |
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 | 384220 | -14629 | -77535 | -241836 | -79183 | -579638 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.37811 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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": [ [ 410465.1232110008, 248454.7373196724, 162010.3858913287, 256719.4604435548, 395180.2100336546, -138460.7495900995 ], [ 410.465123, 248.454737, 162.010386, 256.71946, 395.18021, -138.46075 ], [ 0.218856, 0.132474, 0.086383, 0.067833, 0.085334, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -97417, -100698, -92171, -957177, -335765, -940886 ], [ 1.459752, 1.522841, 1.38796, 1.073536, 1.244583, 0.926167 ], [ 204, 102, 102, 204, 102, 102 ], [ 114, 54, 60, 114, 54, 60 ], [ 90, 48, 42, 90, 48, 42 ], [ 55.882353, 52.941176, 58.823529, 55.882353, 52.941176, 58.823529 ], [ 1.152436, 1.353637, 0.971572, 0.847529, 1.106296, 0.648317 ], [ 89560, 89560, 38550, 458122, 458122, 124160 ], [ -65330, -48250, -65330, -798105, -135704, -798105 ], [ 36, 45, 26, 36, 45, 26 ], [ 37, 47, 29, 37, 47, 29 ], [ 34, 43, 23, 34, 43, 23 ], [ 7377, 4628, 2750, 7377, 4628, 2750 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384220, -14629, -77535, -241836, -79183, -579638 ] ] }
{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1599372000000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759086294062, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.37811 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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