Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504774.2617 | 268845.1715 | 235929.0902 | 1672442.6143 | 319905.2388 | 1352537.3755 |
Total P&L (%) | 504.7743 | 268.8452 | 235.9291 | 1672.4426 | 319.9052 | 1352.5374 |
Avg Daily Profit (%) | 0.3042 | 0.162 | 0.1422 | 0.1734 | 0.0865 | 0.1614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215245 | -110352 | -119207 | -12191547 | -7637753 | -4952670 |
Profit Factor | 2.137 | 2.3063 | 1.9907 | 1.0865 | 1.032 | 1.145 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 2.0075 | 2.3063 | 1.7565 | 1.0206 | 1.032 | 1.0103 |
Largest Winning Trade | 83436 | 76239 | 83436 | 3954218 | 3954218 | 3840010 |
Largest Losing Trade | -29904 | -29904 | -28262 | -3968238 | -3968238 | -2232232 |
Avg Bars in Trades | 71 | 38 | 104 | 71 | 38 | 104 |
Avg Bars in Winners | 97 | 42 | 148 | 97 | 42 | 148 |
Avg Bars in Losers | 44 | 35 | 54 | 44 | 35 | 54 |
Bars Traded | 4584 | 1240 | 3344 | 4584 | 1240 | 3344 |
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 | -130304 | 419593 | 33340 | -260878 | -262865 | -52934 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 4.57296 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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": [ [ 504774.2616964235, 268845.1715104995, 235929.0901859242, 1672442.6143341474, 319905.2387980743, 1352537.375536074 ], [ 504.774262, 268.845172, 235.92909, 1672.442614, 319.905239, 1352.537376 ], [ 0.304204, 0.16202, 0.142183, 0.173409, 0.08651, 0.161394 ], [ 10, 10, 10, 10, 10, 10 ], [ -215245, -110352, -119207, -12191547, -7637753, -4952670 ], [ 2.137016, 2.306275, 1.990732, 1.086487, 1.031958, 1.145011 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 16, 17, 33, 16, 17 ], [ 31, 16, 15, 31, 16, 15 ], [ 51.5625, 50, 53.125, 51.5625, 50, 53.125 ], [ 2.0075, 2.306275, 1.756528, 1.020639, 1.031958, 1.010304 ], [ 83436, 76239, 83436, 3954218, 3954218, 3840010 ], [ -29904, -29904, -28262, -3968238, -3968238, -2232232 ], [ 71, 38, 104, 71, 38, 104 ], [ 97, 42, 148, 97, 42, 148 ], [ 44, 35, 54, 44, 35, 54 ], [ 4584, 1240, 3344, 4584, 1240, 3344 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130304, 419593, 33340, -260878, -262865, -52934 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4978, "evaluation_days": 1659.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620086400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119130876, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 157, "offset": 0, "multiplier": 4.57296 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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