Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328885.4153 | 357273.0407 | -28387.6254 | -57242.151 | -5863.6545 | -51378.4964 |
Total P&L (%) | 328.8854 | 357.273 | -28.3876 | -57.2422 | -5.8637 | -51.3785 |
Avg Daily Profit (%) | 0.1765 | 0.1917 | -0.0152 | -0.0456 | -0.0032 | -0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209701 | -151262 | -97199 | -1160008 | -673203 | -525817 |
Profit Factor | 1.4663 | 1.8051 | 0.8914 | 0.972 | 0.9953 | 0.9359 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9023 | 2.2801 | 1.1886 | 1.2609 | 1.2572 | 1.2479 |
Largest Winning Trade | 385033 | 385033 | 37883 | 353645 | 353645 | 326951 |
Largest Losing Trade | -44788 | -44788 | -29359 | -287903 | -287903 | -254956 |
Avg Bars in Trades | 41 | 59 | 22 | 41 | 59 | 22 |
Avg Bars in Winners | 51 | 71 | 30 | 51 | 71 | 30 |
Avg Bars in Losers | 33 | 50 | 15 | 33 | 50 | 15 |
Bars Traded | 3508 | 2579 | 929 | 3508 | 2579 | 929 |
Profit Streak | 98.6223 | 98.6223 | 138.6223 | 98.6223 | 98.6223 | 138.6223 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314622 | 350022 | -580216 | -580003 | -580362 | -580216 |
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{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 4.33489 } } }
{ "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": [ [ 328885.4153407002, 357273.0407465406, -28387.6254058404, -57242.1509684136, -5863.6545390747, -51378.496429339 ], [ 328.885415, 357.273041, -28.387625, -57.242151, -5.863655, -51.378496 ], [ 0.176488, 0.191722, -0.015233, -0.045582, -0.003243, -0.038689 ], [ 10, 10, 10, 10, 10, 10 ], [ -209701, -151262, -97199, -1160008, -673203, -525817 ], [ 1.466344, 1.805107, 0.891436, 0.971953, 0.995269, 0.935892 ], [ 85, 43, 42, 85, 43, 42 ], [ 37, 19, 18, 37, 19, 18 ], [ 48, 24, 24, 48, 24, 24 ], [ 43.529412, 44.186047, 42.857143, 43.529412, 44.186047, 42.857143 ], [ 1.902285, 2.280135, 1.188581, 1.260912, 1.257182, 1.247856 ], [ 385033, 385033, 37883, 353645, 353645, 326951 ], [ -44788, -44788, -29359, -287903, -287903, -254956 ], [ 41, 59, 22, 41, 59, 22 ], [ 51, 71, 30, 51, 71, 30 ], [ 33, 50, 15, 33, 50, 15 ], [ 3508, 2579, 929, 3508, 2579, 929 ], [ 98.62225, 98.62225, 138.62225, 98.62225, 98.62225, 138.62225 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314622, 350022, -580216, -580003, -580362, -580216 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601985600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758855362415, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 4.33489 } } }
# | 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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