Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398731.1189 | 1350473.3147 | 48257.8042 | 2338802.1092 | 2647790.0528 | -308987.9436 |
Total P&L (%) | 1398.7311 | 1350.4733 | 48.2578 | 2338.8021 | 2647.7901 | -308.9879 |
Avg Daily Profit (%) | 0.7711 | 0.7445 | 0.0266 | 0.1762 | 0.1828 | 0 |
Buy And Hold Return (%) | 512.0474 | 512.0474 | 512.0474 | 512.0474 | 512.0474 | 512.0474 |
Max Trade Drawdown | -110054 | -82546 | -87929 | -2017278 | -1744857 | -887646 |
Profit Factor | 3.4064 | 5.7635 | 1.1621 | 1.2802 | 1.6163 | 0.9237 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 42.8571 | 44.186 | 43.5294 | 42.8571 | 44.186 |
Ratio Avg Win / Avg Loss | 4.4191 | 7.6847 | 1.4679 | 1.6608 | 2.155 | 1.1668 |
Largest Winning Trade | 900361 | 900361 | 75194 | 2690439 | 2690439 | 945937 |
Largest Losing Trade | -65396 | -24933 | -65396 | -662433 | -662433 | -551190 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 97 | 93 | 101 | 97 | 93 | 101 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 5240 | 2429 | 2811 | 5240 | 2429 | 2811 |
Profit Streak | 0 | 88.6957 | 0 | 0 | 88.6957 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496592 | 555725 | -367568 | 176454 | 271989 | -581321 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.80876 } }, "second_band": { "type": "hma", "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": [ [ 1398731.1189045312, 1350473.3147162818, 48257.8041882495, 2338802.109242836, 2647790.0528060785, -308987.9435632423 ], [ 1398.731119, 1350.473315, 48.257804, 2338.802109, 2647.790053, -308.987944 ], [ 0.771076, 0.744473, 0.026603, 0.176235, 0.182823, 0 ], [ 512.047396, 512.047396, 512.047396, 512.047396, 512.047396, 512.047396 ], [ -110054, -82546, -87929, -2017278, -1744857, -887646 ], [ 3.406411, 5.763525, 1.162075, 1.280177, 1.61626, 0.923726 ], [ 85, 42, 43, 85, 42, 43 ], [ 37, 18, 19, 37, 18, 19 ], [ 48, 24, 24, 48, 24, 24 ], [ 43.529412, 42.857143, 44.186047, 43.529412, 42.857143, 44.186047 ], [ 4.419128, 7.6847, 1.467885, 1.66077, 2.155014, 1.166812 ], [ 900361, 900361, 75194, 2690439, 2690439, 945937 ], [ -65396, -24933, -65396, -662433, -662433, -551190 ], [ 61, 57, 65, 61, 57, 65 ], [ 97, 93, 101, 97, 93, 101 ], [ 33, 31, 36, 33, 31, 36 ], [ 5240, 2429, 2811, 5240, 2429, 2811 ], [ 0, 88.695674, 0, 0, 88.695674, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496592, 555725, -367568, 176454, 271989, -581321 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5442, "evaluation_days": 1814, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1757433600000, "evaluation_time": 1757436106249, "expiration_time": 1762135488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.80876 } }, "second_band": { "type": "hma", "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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