Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451601.2091 | 291811.8505 | 159789.3586 | 657235.0008 | 579539.0819 | 77695.9189 |
Total P&L (%) | 451.6012 | 291.8119 | 159.7894 | 657.235 | 579.5391 | 77.6959 |
Avg Daily Profit (%) | 0.3193 | 0.2063 | 0.113 | 0.1432 | 0.1356 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188996 | -149232 | -100031 | -641768 | -296221 | -558234 |
Profit Factor | 1.2775 | 1.327 | 1.2174 | 1.1389 | 1.2307 | 1.035 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 273 | 135 | 138 | 273 | 135 | 138 |
Losing Trades | 239 | 121 | 118 | 239 | 121 | 118 |
Profitability (%) | 53.3203 | 52.7344 | 53.9063 | 53.3203 | 52.7344 | 53.9063 |
Ratio Avg Win / Avg Loss | 1.1184 | 1.1894 | 1.041 | 0.9971 | 1.103 | 0.885 |
Largest Winning Trade | 58801 | 58801 | 26630 | 243222 | 243222 | 110791 |
Largest Losing Trade | -36604 | -36604 | -30656 | -220571 | -149918 | -220571 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 26 | 31 | 21 | 26 | 31 | 21 |
Bars Traded | 16784 | 8974 | 7810 | 16784 | 8974 | 7810 |
Profit Streak | 5.9474 | 0 | 15.1141 | 5.9474 | 0 | 15.1141 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446086 | 326239 | -39819 | -66957 | -10829 | -319478 |
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{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.88866 } } }
{ "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": [ [ 451601.2090914024, 291811.85052068, 159789.3585707227, 657235.0007581129, 579539.0819023139, 77695.9188557994 ], [ 451.601209, 291.811851, 159.789359, 657.235001, 579.539082, 77.695919 ], [ 0.319284, 0.206312, 0.112972, 0.143236, 0.135571, 0.040654 ], [ 10, 10, 10, 10, 10, 10 ], [ -188996, -149232, -100031, -641768, -296221, -558234 ], [ 1.277516, 1.327013, 1.217417, 1.138946, 1.230672, 1.035034 ], [ 512, 256, 256, 512, 256, 256 ], [ 273, 135, 138, 273, 135, 138 ], [ 239, 121, 118, 239, 121, 118 ], [ 53.320312, 52.734375, 53.90625, 53.320312, 52.734375, 53.90625 ], [ 1.118411, 1.189397, 1.04098, 0.997099, 1.103047, 0.885029 ], [ 58801, 58801, 26630, 243222, 243222, 110791 ], [ -36604, -36604, -30656, -220571, -149918, -220571 ], [ 32, 35, 30, 32, 35, 30 ], [ 37, 37, 37, 37, 37, 37 ], [ 26, 31, 21, 26, 31, 21 ], [ 16784, 8974, 7810, 16784, 8974, 7810 ], [ 5.947446, 0, 15.114113, 5.947446, 0, 15.114113 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446086, 326239, -39819, -66957, -10829, -319478 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16973, "evaluation_days": 1414.42, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1636912800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759020259375, "expiration_time": 1763121801600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 54, "offset": 0, "multiplier": 3.88866 } } }
# | 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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