Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432348.5966 | 375153.3502 | 57195.2464 | 25747.0507 | 69796.1718 | -44049.1212 |
Total P&L (%) | 432.3486 | 375.1534 | 57.1952 | 25.7471 | 69.7962 | -44.0491 |
Avg Daily Profit (%) | 0.189 | 0.164 | 0.025 | 0.01 | 0.0232 | -0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152538 | -144695 | -108885 | -295958 | -150915 | -199282 |
Profit Factor | 1.426 | 1.7071 | 1.1181 | 1.0277 | 1.1394 | 0.8974 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 54.1667 | 55.5556 | 52.7778 | 54.1667 | 55.5556 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.2066 | 1.3657 | 1.0004 | 0.8696 | 0.9115 | 0.8029 |
Largest Winning Trade | 173952 | 173952 | 29167 | 57532 | 56601 | 57532 |
Largest Losing Trade | -75037 | -43636 | -75037 | -172714 | -68769 | -172714 |
Avg Bars in Trades | 28 | 39 | 17 | 28 | 39 | 17 |
Avg Bars in Winners | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Losers | 32 | 51 | 14 | 32 | 51 | 14 |
Bars Traded | 4056 | 2823 | 1233 | 4056 | 2823 | 1233 |
Profit Streak | 76.897 | 156.397 | 76.897 | 76.897 | 156.397 | 76.897 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395976 | -67640 | -328497 | -372058 | -307915 | -658356 |
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{ "first_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 3.49311 } } }
{ "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": [ [ 432348.5965668451, 375153.3501868856, 57195.2463799595, 25747.0506598337, 69796.1718144685, -44049.1211546348 ], [ 432.348597, 375.15335, 57.195246, 25.747051, 69.796172, -44.049121 ], [ 0.189046, 0.164037, 0.025009, 0.010018, 0.023152, -0.025388 ], [ 10, 10, 10, 10, 10, 10 ], [ -152538, -144695, -108885, -295958, -150915, -199282 ], [ 1.426033, 1.707074, 1.118111, 1.027687, 1.13937, 0.897357 ], [ 144, 72, 72, 144, 72, 72 ], [ 78, 40, 38, 78, 40, 38 ], [ 66, 32, 34, 66, 32, 34 ], [ 54.166667, 55.555556, 52.777778, 54.166667, 55.555556, 52.777778 ], [ 1.206643, 1.365659, 1.000415, 0.869581, 0.911496, 0.802898 ], [ 173952, 173952, 29167, 57532, 56601, 57532 ], [ -75037, -43636, -75037, -172714, -68769, -172714 ], [ 28, 39, 17, 28, 39, 17 ], [ 24, 29, 19, 24, 29, 19 ], [ 32, 51, 14, 32, 51, 14 ], [ 4056, 2823, 1233, 4056, 2823, 1233 ], [ 76.897005, 156.397005, 76.897005, 76.897005, 156.397005, 76.897005 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395976, -67640, -328497, -372058, -307915, -658356 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567641600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008701208, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 215, "offset": 0, "multiplier": 3.49311 } } }
# | 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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