Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168280.4277 | 86191.3938 | 82089.0339 | 109694.667 | 70653.6763 | 39040.9907 |
Total P&L (%) | 168.2804 | 86.1914 | 82.089 | 109.6947 | 70.6537 | 39.041 |
Avg Daily Profit (%) | 0.1817 | 0.0931 | 0.0886 | 0.08 | 0.0577 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77569 | -66947 | -48894 | -173237 | -157138 | -114372 |
Profit Factor | 1.2714 | 1.2984 | 1.248 | 1.1213 | 1.1641 | 1.0825 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 52.4862 | 52.2222 | 52.7473 | 52.4862 | 52.2222 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.151 | 1.1879 | 1.118 | 1.0151 | 1.065 | 0.9697 |
Largest Winning Trade | 41185 | 41185 | 33100 | 69887 | 49255 | 69887 |
Largest Losing Trade | -24097 | -19320 | -24097 | -55633 | -43069 | -55633 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 19 | 15 | 23 | 19 | 15 | 23 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 3650 | 1722 | 1928 | 3650 | 1722 | 1928 |
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 | 321183 | -68408 | -74550 | -171673 | -155603 | -278827 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.63276 } }, "second_band": { "type": "ema", "factors": { "length": 19, "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": [ [ 168280.4276744209, 86191.3937731497, 82089.033901271, 109694.6669888935, 70653.6762772208, 39040.9907116728 ], [ 168.280428, 86.191394, 82.089034, 109.694667, 70.653676, 39.040991 ], [ 0.181679, 0.093054, 0.088625, 0.079976, 0.057719, 0.035591 ], [ 10, 10, 10, 10, 10, 10 ], [ -77569, -66947, -48894, -173237, -157138, -114372 ], [ 1.27144, 1.298354, 1.247955, 1.121343, 1.164108, 1.082457 ], [ 181, 90, 91, 181, 90, 91 ], [ 95, 47, 48, 95, 47, 48 ], [ 86, 43, 43, 86, 43, 43 ], [ 52.486188, 52.222222, 52.747253, 52.486188, 52.222222, 52.747253 ], [ 1.150988, 1.187856, 1.117959, 1.015111, 1.065035, 0.969701 ], [ 41185, 41185, 33100, 69887, 49255, 69887 ], [ -24097, -19320, -24097, -55633, -43069, -55633 ], [ 20, 19, 21, 20, 19, 21 ], [ 19, 15, 23, 19, 15, 23 ], [ 20, 22, 18, 20, 22, 18 ], [ 3650, 1722, 1928, 3650, 1722, 1928 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321183, -68408, -74550, -171673, -155603, -278827 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3705, "evaluation_days": 926.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680156000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759603465243, "expiration_time": 1762171200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 27, "offset": 0, "multiplier": 2.63276 } }, "second_band": { "type": "ema", "factors": { "length": 19, "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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