Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107595.361 | 1046392.3811 | 61202.9799 | 1679223.923 | 1029712.4579 | 649511.4651 |
Total P&L (%) | 1107.5954 | 1046.3924 | 61.203 | 1679.2239 | 1029.7125 | 649.5115 |
Avg Daily Profit (%) | 0.4417 | 0.4173 | 0.0244 | 0.1149 | 0.0967 | 0.0804 |
Buy And Hold Return (%) | 338.1488 | 338.1488 | 338.1488 | 338.1488 | 338.1488 | 338.1488 |
Max Trade Drawdown | -123679 | -112362 | -35958 | -1582140 | -1468940 | -389195 |
Profit Factor | 4.1122 | 5.1711 | 1.5828 | 1.5621 | 1.4505 | 1.9257 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 60.5634 | 62.8571 | 58.3333 | 60.5634 | 62.8571 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.6777 | 3.0556 | 1.1306 | 1.0172 | 0.8571 | 1.3755 |
Largest Winning Trade | 934520 | 934520 | 17926 | 989961 | 989961 | 178247 |
Largest Losing Trade | -53974 | -53974 | -18977 | -560185 | -560185 | -230946 |
Avg Bars in Trades | 68 | 128 | 9 | 68 | 128 | 9 |
Avg Bars in Winners | 72 | 130 | 11 | 72 | 130 | 11 |
Avg Bars in Losers | 61 | 124 | 6 | 61 | 124 | 6 |
Bars Traded | 4848 | 4502 | 346 | 4848 | 4502 | 346 |
Profit Streak | 231.6412 | 231.6412 | 356.1412 | 231.6412 | 231.6412 | 356.1412 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73798 | 640827 | -321489 | -127084 | -64125 | -87374 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.1482 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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": [ [ 1107595.3609523904, 1046392.3810814396, 61202.9798709507, 1679223.9229508666, 1029712.4578630754, 649511.4650877911 ], [ 1107.595361, 1046.392381, 61.20298, 1679.223923, 1029.712458, 649.511465 ], [ 0.441713, 0.417305, 0.024408, 0.114872, 0.096739, 0.080361 ], [ 338.148827, 338.148827, 338.148827, 338.148827, 338.148827, 338.148827 ], [ -123679, -112362, -35958, -1582140, -1468940, -389195 ], [ 4.112243, 5.171093, 1.582799, 1.562103, 1.450495, 1.925683 ], [ 71, 35, 36, 71, 35, 36 ], [ 43, 22, 21, 43, 22, 21 ], [ 28, 13, 15, 28, 13, 15 ], [ 60.56338, 62.857143, 58.333333, 60.56338, 62.857143, 58.333333 ], [ 2.67774, 3.055646, 1.130571, 1.017183, 0.85711, 1.375488 ], [ 934520, 934520, 17926, 989961, 989961, 178247 ], [ -53974, -53974, -18977, -560185, -560185, -230946 ], [ 68, 128, 9, 68, 128, 9 ], [ 72, 130, 11, 72, 130, 11 ], [ 61, 124, 6, 61, 124, 6 ], [ 4848, 4502, 346, 4848, 4502, 346 ], [ 231.641227, 231.641227, 356.141227, 231.641227, 231.641227, 356.141227 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73798, 640827, -321489, -127084, -64125, -87374 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1545264000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760109802045, "expiration_time": 1766597040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 41, "offset": 0, "multiplier": 3.1482 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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