Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459724.5635 | 1386021.5629 | 73703.0006 | 965561.9051 | 1184637.8779 | -219075.9727 |
Total P&L (%) | 1459.7246 | 1386.0216 | 73.703 | 965.5619 | 1184.6379 | -219.076 |
Avg Daily Profit (%) | 0.7835 | 0.744 | 0.0396 | 0.1271 | 0.1371 | 0 |
Buy And Hold Return (%) | 72.4542 | 72.4542 | 72.4542 | 72.4542 | 72.4542 | 72.4542 |
Max Trade Drawdown | -134261 | -113957 | -57880 | -5447180 | -4368598 | -2240217 |
Profit Factor | 3.4588 | 5.0091 | 1.2973 | 1.0567 | 1.1181 | 0.9687 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.2259 | 9.0163 | 2.3351 | 1.902 | 2.0126 | 1.7437 |
Largest Winning Trade | 1309602 | 1309602 | 65336 | 3590429 | 3590429 | 1470246 |
Largest Losing Trade | -38147 | -38147 | -22127 | -2115895 | -2115895 | -1249512 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 79 | 75 | 84 | 79 | 75 | 84 |
Avg Bars in Losers | 30 | 34 | 26 | 30 | 34 | 26 |
Bars Traded | 5418 | 2772 | 2646 | 5418 | 2772 | 2646 |
Profit Streak | 17.7542 | 0 | 88.0875 | 17.7542 | 0 | 88.0875 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538163 | -165399 | -484223 | -184698 | -284949 | -762928 |
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{ "first_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.73155 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.10226 } } }
{ "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": [ [ 1459724.5634696004, 1386021.562857843, 73703.0006117565, 965561.9051487506, 1184637.8778675757, -219075.9727188265 ], [ 1459.724563, 1386.021563, 73.703001, 965.561905, 1184.637878, -219.075973 ], [ 0.783534, 0.743973, 0.039561, 0.127085, 0.137134, 0 ], [ 72.454155, 72.454155, 72.454155, 72.454155, 72.454155, 72.454155 ], [ -134261, -113957, -57880, -5447180, -4368598, -2240217 ], [ 3.458843, 5.009078, 1.297259, 1.056684, 1.118091, 0.968715 ], [ 112, 56, 56, 112, 56, 56 ], [ 40, 20, 20, 40, 20, 20 ], [ 72, 36, 36, 72, 36, 36 ], [ 35.714286, 35.714286, 35.714286, 35.714286, 35.714286, 35.714286 ], [ 6.225917, 9.016341, 2.335065, 1.902031, 2.012564, 1.743686 ], [ 1309602, 1309602, 65336, 3590429, 3590429, 1470246 ], [ -38147, -38147, -22127, -2115895, -2115895, -1249512 ], [ 48, 49, 47, 48, 49, 47 ], [ 79, 75, 84, 79, 75, 84 ], [ 30, 34, 26, 30, 34, 26 ], [ 5418, 2772, 2646, 5418, 2772, 2646 ], [ 17.754211, 0, 88.087544, 17.754211, 0, 88.087544 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538163, -165399, -484223, -184698, -284949, -762928 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5589, "evaluation_days": 1863, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760061963798, "expiration_time": 1764854496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.73155 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.10226 } } }
# | 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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