Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276558.9929 | 115982.7142 | 160576.2788 | 209613.1998 | 105207.5734 | 104405.6264 |
Total P&L (%) | 276.559 | 115.9827 | 160.5763 | 209.6132 | 105.2076 | 104.4056 |
Avg Daily Profit (%) | 0.1635 | 0.0686 | 0.095 | 0.0669 | 0.0425 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118155 | -94011 | -76390 | -128699 | -90859 | -62467 |
Profit Factor | 1.518 | 1.4423 | 1.591 | 1.4521 | 1.4413 | 1.4636 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 64.0777 | 65.3846 | 62.7451 | 64.0777 | 65.3846 | 62.7451 |
Ratio Avg Win / Avg Loss | 0.851 | 0.7636 | 0.9447 | 0.8141 | 0.763 | 0.869 |
Largest Winning Trade | 60809 | 60809 | 39510 | 66843 | 66843 | 41573 |
Largest Losing Trade | -63759 | -36575 | -63759 | -53625 | -41105 | -53625 |
Avg Bars in Trades | 46 | 22 | 71 | 46 | 22 | 71 |
Avg Bars in Winners | 33 | 14 | 53 | 33 | 14 | 53 |
Avg Bars in Losers | 70 | 38 | 101 | 70 | 38 | 101 |
Bars Traded | 4794 | 1173 | 3621 | 4794 | 1173 | 3621 |
Profit Streak | 4.2007 | 48.2007 | 0 | 4.2007 | 48.2007 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328486 | -278862 | -244402 | -102252 | -313627 | -315408 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 4.1113 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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": [ [ 276558.9929330433, 115982.7141689192, 160576.278764124, 209613.199801575, 105207.573375551, 104405.6264260241 ], [ 276.558993, 115.982714, 160.576279, 209.6132, 105.207573, 104.405626 ], [ 0.163548, 0.068588, 0.094959, 0.066856, 0.042519, 0.042288 ], [ 10, 10, 10, 10, 10, 10 ], [ -118155, -94011, -76390, -128699, -90859, -62467 ], [ 1.51797, 1.442303, 1.590996, 1.452111, 1.441303, 1.463552 ], [ 103, 52, 51, 103, 52, 51 ], [ 66, 34, 32, 66, 34, 32 ], [ 37, 18, 19, 37, 18, 19 ], [ 64.07767, 65.384615, 62.745098, 64.07767, 65.384615, 62.745098 ], [ 0.850983, 0.763572, 0.944654, 0.814062, 0.763043, 0.868984 ], [ 60809, 60809, 39510, 66843, 66843, 41573 ], [ -63759, -36575, -63759, -53625, -41105, -53625 ], [ 46, 22, 71, 46, 22, 71 ], [ 33, 14, 53, 33, 14, 53 ], [ 70, 38, 101, 70, 38, 101 ], [ 4794, 1173, 3621, 4794, 1173, 3621 ], [ 4.20068, 48.20068, 0, 4.20068, 48.20068, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328486, -278862, -244402, -102252, -313627, -315408 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5073, "evaluation_days": 1691, "actual_first_datapoint_time": 1613692800000, "first_datapoint_time": 1618588800000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759783738742, "expiration_time": 1764149472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 155, "offset": 0, "multiplier": 4.1113 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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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