Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158369.2745 | 100122.7181 | 58246.5564 | 184805.7643 | 156659.066 | 28146.6983 |
Total P&L (%) | 158.3693 | 100.1227 | 58.2466 | 184.8058 | 156.6591 | 28.1467 |
Avg Daily Profit (%) | 0.3041 | 0.1922 | 0.1118 | 0.2012 | 0.1811 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54957 | -44547 | -43815 | -158168 | -77214 | -145946 |
Profit Factor | 1.2434 | 1.3076 | 1.1792 | 1.1355 | 1.2378 | 1.0399 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Losing Trades | 209 | 102 | 107 | 209 | 102 | 107 |
Profitability (%) | 41.4566 | 42.6966 | 40.2235 | 41.4566 | 42.6966 | 40.2235 |
Ratio Avg Win / Avg Loss | 1.7559 | 1.7549 | 1.7524 | 1.6036 | 1.6613 | 1.5455 |
Largest Winning Trade | 31914 | 17862 | 31914 | 67245 | 44017 | 67245 |
Largest Losing Trade | -9485 | -7964 | -9485 | -27250 | -21960 | -27250 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 102 | 89 | 115 | 102 | 89 | 115 |
Avg Bars in Losers | 46 | 43 | 48 | 46 | 43 | 48 |
Bars Traded | 24764 | 11249 | 13514 | 24764 | 11249 | 13514 |
Profit Streak | 5.8407 | 5.8407 | 5.8615 | 5.8407 | 5.8407 | 5.8615 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321287 | 232702 | -69638 | -63133 | 213936 | -310880 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 4.79054 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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": [ [ 158369.2744788493, 100122.7181251403, 58246.5563537088, 184805.7643472607, 156659.0660460314, 28146.6983012294 ], [ 158.369274, 100.122718, 58.246556, 184.805764, 156.659066, 28.146698 ], [ 0.304071, 0.192237, 0.111834, 0.201158, 0.18114, 0.047629 ], [ 10, 10, 10, 10, 10, 10 ], [ -54957, -44547, -43815, -158168, -77214, -145946 ], [ 1.243414, 1.307595, 1.179157, 1.135533, 1.237812, 1.039936 ], [ 357, 178, 179, 357, 178, 179 ], [ 148, 76, 72, 148, 76, 72 ], [ 209, 102, 107, 209, 102, 107 ], [ 41.456583, 42.696629, 40.223464, 41.456583, 42.696629, 40.223464 ], [ 1.755903, 1.75493, 1.752359, 1.603557, 1.661274, 1.545461 ], [ 31914, 17862, 31914, 67245, 44017, 67245 ], [ -9485, -7964, -9485, -27250, -21960, -27250 ], [ 69, 63, 75, 69, 63, 75 ], [ 102, 89, 115, 102, 89, 115 ], [ 46, 43, 48, 46, 43, 48 ], [ 24764, 11249, 13514, 24764, 11249, 13514 ], [ 5.84066, 5.84066, 5.861493, 5.84066, 5.84066, 5.861493 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321287, 232702, -69638, -63133, 213936, -310880 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713567600000, "first_datapoint_time": 1713637800000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758705032996, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 39, "offset": 0, "multiplier": 4.79054 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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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