Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375122.5066 | 108838.8669 | 266283.6398 | 658340.0241 | -378660.1662 | 1037000.1902 |
Total P&L (%) | 375.1225 | 108.8389 | 266.2836 | 658.34 | -378.6602 | 1037.0002 |
Avg Daily Profit (%) | 0.2252 | 0.0653 | 0.1598 | 0.1217 | 0 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90797 | -52006 | -71617 | -656395 | -717652 | -357776 |
Profit Factor | 2.0392 | 1.5437 | 2.6563 | 1.2754 | 0.7449 | 2.1441 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.7164 | 52.9412 | 60.6061 | 56.7164 | 52.9412 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.5563 | 1.3722 | 1.7266 | 0.9733 | 0.6621 | 1.3937 |
Largest Winning Trade | 88475 | 88475 | 67382 | 339021 | 339021 | 302766 |
Largest Losing Trade | -51906 | -51906 | -49867 | -595522 | -595522 | -230541 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 44 | 27 | 59 | 44 | 27 | 59 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 2873 | 1242 | 1631 | 2873 | 1242 | 1631 |
Profit Streak | 14.8117 | 14.8117 | 76.3117 | 14.8117 | 14.8117 | 76.3117 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107343 | -103175 | 527730 | -150938 | -579825 | 273272 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 4.9477 } }, "second_band": { "type": "fwma", "factors": { "length": 215, "offset": 121 } } }
{ "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": [ [ 375122.5066355397, 108838.8668527046, 266283.639782835, 658340.0240664453, -378660.1661776943, 1037000.1902441399 ], [ 375.122507, 108.838867, 266.28364, 658.340024, -378.660166, 1037.00019 ], [ 0.225164, 0.065329, 0.159834, 0.12168, 0, 0.146024 ], [ 10, 10, 10, 10, 10, 10 ], [ -90797, -52006, -71617, -656395, -717652, -357776 ], [ 2.039245, 1.543694, 2.656272, 1.275385, 0.744874, 2.14408 ], [ 67, 34, 33, 67, 34, 33 ], [ 38, 18, 20, 38, 18, 20 ], [ 29, 16, 13, 29, 16, 13 ], [ 56.716418, 52.941176, 60.606061, 56.716418, 52.941176, 60.606061 ], [ 1.556266, 1.372172, 1.726577, 0.97332, 0.66211, 1.393652 ], [ 88475, 88475, 67382, 339021, 339021, 302766 ], [ -51906, -51906, -49867, -595522, -595522, -230541 ], [ 42, 36, 49, 42, 36, 49 ], [ 44, 27, 59, 44, 27, 59 ], [ 40, 47, 33, 40, 47, 33 ], [ 2873, 1242, 1631, 2873, 1242, 1631 ], [ 14.811728, 14.811728, 76.311728, 14.811728, 14.811728, 76.311728 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107343, -103175, 527730, -150938, -579825, 273272 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3332, "evaluation_days": 1666, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1630238400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759692533340, "expiration_time": 1763983872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 4.9477 } }, "second_band": { "type": "fwma", "factors": { "length": 215, "offset": 121 } } }
# | 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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