Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58411.2833 | 35643.5458 | 22767.7375 | 41162.027 | 34787.4506 | 6374.5763 |
Total P&L (%) | 58.4113 | 35.6435 | 22.7677 | 41.162 | 34.7875 | 6.3746 |
Avg Daily Profit (%) | 0.4205 | 0.2566 | 0.1639 | 0.2485 | 0.2151 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47398 | -30394 | -45928 | -56851 | -30206 | -45295 |
Profit Factor | 1.2337 | 1.3468 | 1.1547 | 1.165 | 1.3547 | 1.0421 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 60.9375 | 58.5938 | 63.2813 | 60.9375 | 58.5938 | 63.2813 |
Ratio Avg Win / Avg Loss | 0.7908 | 0.9517 | 0.67 | 0.7468 | 0.9573 | 0.6047 |
Largest Winning Trade | 9009 | 7056 | 9009 | 8757 | 8650 | 8757 |
Largest Losing Trade | -36349 | -16428 | -36349 | -35382 | -15192 | -35382 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 13062 | 6493 | 6569 | 13062 | 6493 | 6569 |
Profit Streak | 138.8371 | 138.8371 | 140.4205 | 138.8371 | 138.8371 | 140.4205 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327747 | 153990 | -48672 | -32464 | 140243 | -474076 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 1.57904 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "offset": 95 } } }
{ "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": [ [ 58411.2832604589, 35643.5457589783, 22767.7375014806, 41162.0269808921, 34787.4506452158, 6374.5763356763 ], [ 58.411283, 35.643546, 22.767738, 41.162027, 34.787451, 6.374576 ], [ 0.420497, 0.256595, 0.163903, 0.248482, 0.215139, 0.044497 ], [ 10, 10, 10, 10, 10, 10 ], [ -47398, -30394, -45928, -56851, -30206, -45295 ], [ 1.233694, 1.346796, 1.154705, 1.164958, 1.354737, 1.042086 ], [ 256, 128, 128, 256, 128, 128 ], [ 156, 75, 81, 156, 75, 81 ], [ 100, 53, 47, 100, 53, 47 ], [ 60.9375, 58.59375, 63.28125, 60.9375, 58.59375, 63.28125 ], [ 0.790829, 0.951736, 0.670014, 0.746768, 0.957347, 0.604667 ], [ 9009, 7056, 9009, 8757, 8650, 8757 ], [ -36349, -16428, -36349, -35382, -15192, -35382 ], [ 51, 50, 51, 51, 50, 51 ], [ 39, 38, 40, 39, 38, 40 ], [ 69, 68, 70, 69, 68, 70 ], [ 13062, 6493, 6569, 13062, 6493, 6569 ], [ 138.837123, 138.837123, 140.420456, 138.837123, 138.837123, 140.420456 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327747, 153990, -48672, -32464, 140243, -474076 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736355600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759903527403, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 1.57904 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "offset": 95 } } }
# | 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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