Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220477.6441 | 223865.2367 | -3387.5926 | 65665.7664 | 155450.3139 | -89784.5475 |
Total P&L (%) | 220.4776 | 223.8652 | -3.3876 | 65.6658 | 155.4503 | -89.7845 |
Avg Daily Profit (%) | 0.1558 | 0.1582 | -0.0024 | 0.0357 | 0.0663 | -0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172004 | -73446 | -147888 | -527547 | -177880 | -425413 |
Profit Factor | 1.3897 | 1.8224 | 0.9885 | 1.0527 | 1.2501 | 0.856 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 52.8736 | 48.8372 | 56.8182 | 52.8736 | 48.8372 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.2386 | 1.9092 | 0.7512 | 0.9383 | 1.3096 | 0.6506 |
Largest Winning Trade | 72125 | 72125 | 54880 | 111788 | 111788 | 55455 |
Largest Losing Trade | -36801 | -36801 | -33906 | -117816 | -85105 | -117816 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 2554 | 1307 | 1247 | 2554 | 1307 | 1247 |
Profit Streak | 105.9454 | 105.9454 | 108.4454 | 105.9454 | 105.9454 | 108.4454 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364051 | 391734 | -578600 | -307471 | -104464 | -578600 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.13445 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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": [ [ 220477.6441095939, 223865.2367385016, -3387.5926289076, 65665.7663745141, 155450.3138780965, -89784.5475035824 ], [ 220.477644, 223.865237, -3.387593, 65.665766, 155.450314, -89.784548 ], [ 0.155815, 0.158209, -0.002394, 0.035681, 0.066302, -0.161091 ], [ 10, 10, 10, 10, 10, 10 ], [ -172004, -73446, -147888, -527547, -177880, -425413 ], [ 1.389688, 1.822442, 0.988461, 1.052733, 1.250093, 0.856042 ], [ 87, 43, 44, 87, 43, 44 ], [ 46, 21, 25, 46, 21, 25 ], [ 41, 22, 19, 41, 22, 19 ], [ 52.873563, 48.837209, 56.818182, 52.873563, 48.837209, 56.818182 ], [ 1.238635, 1.909225, 0.751231, 0.938305, 1.309621, 0.650592 ], [ 72125, 72125, 54880, 111788, 111788, 55455 ], [ -36801, -36801, -33906, -117816, -85105, -117816 ], [ 29, 30, 28, 29, 30, 28 ], [ 24, 23, 25, 24, 23, 25 ], [ 34, 36, 32, 34, 36, 32 ], [ 2554, 1307, 1247, 2554, 1307, 1247 ], [ 105.945396, 105.945396, 108.445396, 105.945396, 105.945396, 108.445396 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364051, 391734, -578600, -307471, -104464, -578600 ] ] }
{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2830, "evaluation_days": 1415, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1640174400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926482183, "expiration_time": 1762382880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 3.13445 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "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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