Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511315.2429 | 533422.1986 | -22106.9557 | -71790.0286 | 517027.9436 | -588817.9722 |
Total P&L (%) | 511.3152 | 533.4222 | -22.107 | -71.79 | 517.0279 | -588.818 |
Avg Daily Profit (%) | 0.2122 | 0.2214 | -0.0092 | -0.0525 | 0.0756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252360 | -134666 | -178585 | -733612 | -234080 | -714340 |
Profit Factor | 1.4224 | 1.7828 | 0.9582 | 0.9443 | 2.1971 | 0.3135 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 40.9091 | 42.4242 | 39.3939 | 40.9091 | 42.4242 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.0545 | 2.4195 | 1.4742 | 1.364 | 2.9817 | 0.4823 |
Largest Winning Trade | 288469 | 288469 | 56536 | 351375 | 351375 | 73507 |
Largest Losing Trade | -76054 | -40666 | -76054 | -204056 | -165491 | -204056 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 69 | 64 | 75 | 69 | 64 | 75 |
Avg Bars in Losers | 32 | 38 | 27 | 32 | 38 | 27 |
Bars Traded | 9483 | 4905 | 4578 | 9483 | 4905 | 4578 |
Profit Streak | 0 | 0 | 12.8097 | 0 | 0 | 12.8097 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273103 | 301152 | -582914 | -581610 | -90698 | -584581 |
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{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.84639 } } }
{ "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": [ [ 511315.2429288893, 533422.1986229297, -22106.9556940414, -71790.028612099, 517027.9435638594, -588817.9721759586 ], [ 511.315243, 533.422199, -22.106956, -71.790029, 517.027944, -588.817972 ], [ 0.21223, 0.221406, -0.009176, -0.052513, 0.07556, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -252360, -134666, -178585, -733612, -234080, -714340 ], [ 1.422352, 1.782766, 0.958224, 0.944333, 2.197067, 0.313513 ], [ 198, 99, 99, 198, 99, 99 ], [ 81, 42, 39, 81, 42, 39 ], [ 117, 57, 60, 117, 57, 60 ], [ 40.909091, 42.424242, 39.393939, 40.909091, 42.424242, 39.393939 ], [ 2.054509, 2.419468, 1.474191, 1.364037, 2.981734, 0.482328 ], [ 288469, 288469, 56536, 351375, 351375, 73507 ], [ -76054, -40666, -76054, -204056, -165491, -204056 ], [ 47, 49, 46, 47, 49, 46 ], [ 69, 64, 75, 69, 64, 75 ], [ 32, 38, 27, 32, 38, 27 ], [ 9483, 4905, 4578, 9483, 4905, 4578 ], [ 0, 0, 12.809718, 0, 0, 12.809718 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 273103, 301152, -582914, -581610, -90698, -584581 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1552608000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849959628, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 2.84639 } } }
# | 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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