Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1578315.0493 | -82548.8821 | -1495766.1672 | -609307.3628 | 2745197.3152 | -3354504.6781 |
Total P&L (%) | -1578.315 | -82.5489 | -1495.7662 | -609.3074 | 2745.1973 | -3354.5047 |
Avg Daily Profit (%) | -0.8261 | -0.0432 | -0.7828 | 0 | 0.1754 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1647278 | -152861 | -61115 | -3301234 | -689612 | -2207718 |
Profit Factor | 0.203 | 0.6818 | 0.1309 | 0.893 | 3.0224 | 0.2268 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 10 | 19 | 29 | 19 | 10 |
Losing Trades | 31 | 20 | 11 | 31 | 11 | 20 |
Profitability (%) | 48.3333 | 33.3333 | 63.3333 | 48.3333 | 63.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.217 | 1.3635 | 0.0758 | 0.9546 | 1.7498 | 0.4536 |
Largest Winning Trade | 49575 | 49575 | 42241 | 1401771 | 1401771 | 272572 |
Largest Losing Trade | -1576814 | -43756 | -1576814 | -1539821 | -582264 | -1539821 |
Avg Bars in Trades | 90 | 102 | 79 | 90 | 102 | 79 |
Avg Bars in Winners | 51 | 49 | 53 | 109 | 125 | 79 |
Avg Bars in Losers | 127 | 129 | 123 | 73 | 63 | 78 |
Bars Traded | 5448 | 3078 | 2370 | 5448 | 3078 | 2370 |
Profit Streak | 41.3541 | 0 | 119.3541 | 0 | 63.0207 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754376 | -585640 | -577710 | -754925 | 570273 | -587306 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 2.89279 } }, "second_band": { "type": "alma", "factors": { "length": 200, "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": [ [ -1578315.0492500323, -82548.8820524667, -1495766.1671975655, -609307.3628371032, 2745197.315223712, -3354504.6780608157 ], [ -1578.315049, -82.548882, -1495.766167, -609.307363, 2745.197315, -3354.504678 ], [ -0.826053, -0.043204, -0.782849, 0, 0.175392, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1647278, -152861, -61115, -3301234, -689612, -2207718 ], [ 0.203042, 0.681755, 0.130893, 0.893027, 3.022391, 0.226803 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 10, 19, 29, 19, 10 ], [ 31, 20, 11, 31, 11, 20 ], [ 48.333333, 33.333333, 63.333333, 48.333333, 63.333333, 33.333333 ], [ 0.217045, 1.363509, 0.07578, 0.954615, 1.749805, 0.453606 ], [ 49575, 49575, 42241, 1401771, 1401771, 272572 ], [ -1576814, -43756, -1576814, -1539821, -582264, -1539821 ], [ 90, 102, 79, 90, 102, 79 ], [ 51, 49, 53, 109, 125, 79 ], [ 127, 129, 123, 73, 63, 78 ], [ 5448, 3078, 2370, 5448, 3078, 2370 ], [ 41.354067, 0, 119.354067, 0, 63.020734, 0 ], [ 1, 0, 4, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -754376, -585640, -577710, -754925, 570273, -587306 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5732, "evaluation_days": 1910.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599724800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759048191398, "expiration_time": 1763998848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 52, "offset": 0, "multiplier": 2.89279 } }, "second_band": { "type": "alma", "factors": { "length": 200, "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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