Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308898.7978 | 1383438.559 | -74539.7612 | 102861.497 | 1274866.5795 | -1172005.0825 |
Total P&L (%) | 1308.8988 | 1383.4386 | -74.5398 | 102.8615 | 1274.8666 | -1172.0051 |
Avg Daily Profit (%) | 0.7208 | 0.7618 | -0.041 | 0.039 | 0.1444 | 0 |
Buy And Hold Return (%) | 690.3621 | 690.3621 | 690.3621 | 690.3621 | 690.3621 | 690.3621 |
Max Trade Drawdown | -139724 | -71970 | -114665 | -997811 | -486254 | -1264585 |
Profit Factor | 2.9939 | 5.3782 | 0.7811 | 1.0231 | 1.6434 | 0.5264 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.9394 | 45.4545 | 42.4242 | 43.9394 | 45.4545 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.8198 | 6.4539 | 1.06 | 1.3053 | 1.9721 | 0.7144 |
Largest Winning Trade | 997712 | 997712 | 75686 | 997712 | 997712 | 307223 |
Largest Losing Trade | -78980 | -51344 | -78980 | -771503 | -205094 | -771503 |
Avg Bars in Trades | 52 | 60 | 45 | 52 | 60 | 45 |
Avg Bars in Winners | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Losers | 32 | 39 | 25 | 32 | 39 | 25 |
Bars Traded | 3474 | 1986 | 1488 | 3474 | 1986 | 1488 |
Profit Streak | 0 | 86.2873 | 0 | 0 | 86.2873 | 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 | -120510 | 461337 | -582082 | -632909 | -5850 | -583748 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 2.8471 } } }
{ "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": [ [ 1308898.7978008776, 1383438.5589725939, -74539.7611717155, 102861.4970168341, 1274866.579540017, -1172005.0825231825 ], [ 1308.898798, 1383.438559, -74.539761, 102.861497, 1274.86658, -1172.005083 ], [ 0.720759, 0.761805, -0.041046, 0.038959, 0.144429, 0 ], [ 690.362102, 690.362102, 690.362102, 690.362102, 690.362102, 690.362102 ], [ -139724, -71970, -114665, -997811, -486254, -1264585 ], [ 2.993898, 5.378212, 0.781068, 1.023083, 1.643409, 0.526422 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 15, 14, 29, 15, 14 ], [ 37, 18, 19, 37, 18, 19 ], [ 43.939394, 45.454545, 42.424242, 43.939394, 45.454545, 42.424242 ], [ 3.819801, 6.453854, 1.060021, 1.305312, 1.972091, 0.71443 ], [ 997712, 997712, 75686, 997712, 997712, 307223 ], [ -78980, -51344, -78980, -771503, -205094, -771503 ], [ 52, 60, 45, 52, 60, 45 ], [ 78, 85, 72, 78, 85, 72 ], [ 32, 39, 25, 32, 39, 25 ], [ 3474, 1986, 1488, 3474, 1986, 1488 ], [ 0, 86.287343, 0, 0, 86.287343, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120510, 461337, -582082, -632909, -5850, -583748 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1607126400000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757616826462, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 2.8471 } } }
# | 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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