Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361948.997 | 114983.0087 | 246965.9883 | 389803.9964 | -136653.5522 | 526457.5486 |
Total P&L (%) | 361.949 | 114.983 | 246.966 | 389.804 | -136.6536 | 526.4575 |
Avg Daily Profit (%) | 0.2169 | 0.0689 | 0.148 | 0.0953 | 0 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113324 | -60744 | -82138 | -979609 | -429018 | -739522 |
Profit Factor | 1.7498 | 1.4333 | 2.1365 | 1.1094 | 0.9203 | 1.2848 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 60 | 46.6667 | 73.3333 | 60 | 46.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.1666 | 1.638 | 0.7769 | 0.7396 | 1.0517 | 0.4672 |
Largest Winning Trade | 100516 | 100516 | 51690 | 332211 | 236132 | 332211 |
Largest Losing Trade | -40698 | -30303 | -40698 | -562797 | -238562 | -562797 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 2930 | 1331 | 1599 | 2930 | 1331 | 1599 |
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 | -162231 | -100255 | 317256 | -339824 | -580455 | -44376 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 3.5529 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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": [ [ 361948.9970350432, 114983.0086969284, 246965.9883381145, 389803.9964362771, -136653.5521935574, 526457.5486298345 ], [ 361.948997, 114.983009, 246.965988, 389.803996, -136.653552, 526.457549 ], [ 0.216931, 0.068914, 0.148017, 0.095271, 0, 0.110034 ], [ 10, 10, 10, 10, 10, 10 ], [ -113324, -60744, -82138, -979609, -429018, -739522 ], [ 1.749846, 1.433269, 2.136454, 1.10941, 0.92027, 1.284753 ], [ 60, 30, 30, 60, 30, 30 ], [ 36, 14, 22, 36, 14, 22 ], [ 24, 16, 8, 24, 16, 8 ], [ 60, 46.666667, 73.333333, 60, 46.666667, 73.333333 ], [ 1.166564, 1.638022, 0.776892, 0.739607, 1.051737, 0.467183 ], [ 100516, 100516, 51690, 332211, 236132, 332211 ], [ -40698, -30303, -40698, -562797, -238562, -562797 ], [ 48, 44, 53, 48, 44, 53 ], [ 51, 46, 55, 51, 46, 55 ], [ 44, 42, 47, 44, 42, 47 ], [ 2930, 1331, 1599, 2930, 1331, 1599 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162231, -100255, 317256, -339824, -580455, -44376 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3337, "evaluation_days": 1668.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622246400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759923284768, "expiration_time": 1764206352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 3.5529 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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