Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -399457.5346 | 85804.0741 | -485261.6087 | 6229084.1354 | 2538947.4342 | 3690136.7011 |
Total P&L (%) | -399.4575 | 85.8041 | -485.2616 | 6229.0841 | 2538.9474 | 3690.1367 |
Avg Daily Profit (%) | -0.2188 | 0.047 | -0.2658 | 0.2274 | 0.1794 | 0.1993 |
Buy And Hold Return (%) | 892.7397 | 892.7397 | 892.7397 | 892.7397 | 892.7397 | 892.7397 |
Max Trade Drawdown | -624117 | -73239 | -604657 | -777304 | -294549 | -983352 |
Profit Factor | 0.5601 | 1.6579 | 0.376 | 4.5265 | 5.0901 | 4.2211 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 20 | 21 | 33 | 17 | 16 |
Losing Trades | 18 | 10 | 8 | 26 | 13 | 13 |
Profitability (%) | 69.4915 | 66.6667 | 72.4138 | 55.9322 | 56.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.2459 | 0.8289 | 0.1432 | 3.5663 | 3.8925 | 3.4296 |
Largest Winning Trade | 32233 | 32233 | 30600 | 1689780 | 844815 | 1689780 |
Largest Losing Trade | -463912 | -59838 | -463912 | -555215 | -294549 | -555215 |
Avg Bars in Trades | 75 | 40 | 111 | 75 | 40 | 111 |
Avg Bars in Winners | 61 | 33 | 87 | 77 | 45 | 112 |
Avg Bars in Losers | 107 | 53 | 173 | 71 | 32 | 110 |
Bars Traded | 4435 | 1200 | 3235 | 4435 | 1200 | 3235 |
Profit Streak | 196.9628 | 196.9628 | 505.6295 | 196.9628 | 196.9628 | 701.6295 |
Trades During Streak | 6 | 3 | 9 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756312 | -292095 | -576487 | -161587 | 527400 | 547540 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.7986 } }, "second_band": { "type": "kcl", "factors": { "length": 246, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -399457.5345722397, 85804.0741233971, -485261.6086956367, 6229084.135381706, 2538947.434242955, 3690136.7011387506 ], [ -399.457535, 85.804074, -485.261609, 6229.084135, 2538.947434, 3690.136701 ], [ -0.218761, 0.04699, -0.265751, 0.227407, 0.179403, 0.199267 ], [ 892.73971, 892.73971, 892.73971, 892.73971, 892.73971, 892.73971 ], [ -624117, -73239, -604657, -777304, -294549, -983352 ], [ 0.560085, 1.657896, 0.375959, 4.526503, 5.090141, 4.221098 ], [ 59, 30, 29, 59, 30, 29 ], [ 41, 20, 21, 33, 17, 16 ], [ 18, 10, 8, 26, 13, 13 ], [ 69.491525, 66.666667, 72.413793, 55.932203, 56.666667, 55.172414 ], [ 0.245891, 0.828948, 0.143222, 3.566336, 3.892461, 3.429642 ], [ 32233, 32233, 30600, 1689780, 844815, 1689780 ], [ -463912, -59838, -463912, -555215, -294549, -555215 ], [ 75, 40, 111, 75, 40, 111 ], [ 61, 33, 87, 77, 45, 112 ], [ 107, 53, 173, 71, 32, 110 ], [ 4435, 1200, 3235, 4435, 1200, 3235 ], [ 196.962819, 196.962819, 505.629485, 196.962819, 196.962819, 701.629485 ], [ 6, 3, 9, 6, 3, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -756312, -292095, -576487, -161587, 527400, 547540 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5478, "evaluation_days": 1826, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607788800000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758495987544, "expiration_time": 1763203392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 2.7986 } }, "second_band": { "type": "kcl", "factors": { "length": 246, "offset": 0, "scalar": 4 } } }
# | 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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