Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816311.6586 | 730800.571 | 85511.0876 | 115570.5997 | -48146.8369 | 163717.4365 |
Total P&L (%) | 816.3117 | 730.8006 | 85.5111 | 115.5706 | -48.1468 | 163.7174 |
Avg Daily Profit (%) | 0.3553 | 0.3181 | 0.0372 | 0.0334 | -0.0286 | 0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159369 | -145593 | -79305 | -1290647 | -1165244 | -637157 |
Profit Factor | 1.9811 | 2.4385 | 1.2639 | 1.0282 | 0.9806 | 1.101 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 54.2373 | 50.8475 | 57.6271 | 54.2373 | 50.8475 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.6716 | 2.3572 | 0.9294 | 0.8675 | 0.9479 | 0.8095 |
Largest Winning Trade | 633661 | 633661 | 59432 | 465443 | 465443 | 208875 |
Largest Losing Trade | -54879 | -54879 | -42235 | -494989 | -494989 | -439107 |
Avg Bars in Trades | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Winners | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Losers | 40 | 48 | 31 | 40 | 48 | 31 |
Bars Traded | 4519 | 2795 | 1724 | 4519 | 2795 | 1724 |
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 | 503692 | -162876 | -320398 | -338543 | -757348 | -423066 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.21845 } }, "second_band": { "type": "rma", "factors": { "length": 32, "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": [ [ 816311.6585540905, 730800.5709915349, 85511.0875625557, 115570.5996770738, -48146.8368645164, 163717.4365415904 ], [ 816.311659, 730.800571, 85.511088, 115.5706, -48.146837, 163.717437 ], [ 0.355304, 0.318085, 0.037219, 0.033438, -0.028582, 0.042216 ], [ 10, 10, 10, 10, 10, 10 ], [ -159369, -145593, -79305, -1290647, -1165244, -637157 ], [ 1.981133, 2.438532, 1.263931, 1.028191, 0.98057, 1.100963 ], [ 118, 59, 59, 118, 59, 59 ], [ 64, 30, 34, 64, 30, 34 ], [ 54, 29, 25, 54, 29, 25 ], [ 54.237288, 50.847458, 57.627119, 54.237288, 50.847458, 57.627119 ], [ 1.671581, 2.357247, 0.929361, 0.867536, 0.947884, 0.809532 ], [ 633661, 633661, 59432, 465443, 465443, 208875 ], [ -54879, -54879, -42235, -494989, -494989, -439107 ], [ 38, 47, 29, 38, 47, 29 ], [ 36, 46, 27, 36, 46, 27 ], [ 40, 48, 31, 40, 48, 31 ], [ 4519, 2795, 1724, 4519, 2795, 1724 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503692, -162876, -320398, -338543, -757348, -423066 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4595, "evaluation_days": 2297.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1562500800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759633221330, "expiration_time": 1765577520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 4.21845 } }, "second_band": { "type": "rma", "factors": { "length": 32, "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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