Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834040.7241 | 566873.8558 | 267166.8683 | 3379498.1226 | -171070.8625 | 3550568.9851 |
Total P&L (%) | 834.0407 | 566.8739 | 267.1669 | 3379.4981 | -171.0709 | 3550.569 |
Avg Daily Profit (%) | 0.4577 | 0.3111 | 0.1466 | 0.195 | 0 | 0.1976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102712 | -70226 | -56857 | -2178445 | -1496022 | -1052667 |
Profit Factor | 2.923 | 3.3417 | 2.3941 | 1.3377 | 0.9705 | 1.8417 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 46.729 | 42.5926 | 50.9434 | 46.729 | 42.5926 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.3322 | 4.504 | 2.3054 | 1.5249 | 1.308 | 1.7735 |
Largest Winning Trade | 549232 | 549232 | 69571 | 1437161 | 683981 | 1437161 |
Largest Losing Trade | -23572 | -21645 | -23572 | -832805 | -816644 | -832805 |
Avg Bars in Trades | 48 | 39 | 58 | 48 | 39 | 58 |
Avg Bars in Winners | 64 | 48 | 77 | 64 | 48 | 77 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 5221 | 2143 | 3078 | 5221 | 2143 | 3078 |
Profit Streak | 0 | 0 | 36.422 | 0 | 0 | 36.422 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534026 | -167559 | -172158 | 303565 | -762047 | -167877 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.67804 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 2.58703 } } }
{ "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": [ [ 834040.724068136, 566873.8557874197, 267166.8682807164, 3379498.1225959887, -171070.8625264486, 3550568.9851224376 ], [ 834.040724, 566.873856, 267.166868, 3379.498123, -171.070863, 3550.568985 ], [ 0.457678, 0.311071, 0.146607, 0.194966, 0, 0.197605 ], [ 10, 10, 10, 10, 10, 10 ], [ -102712, -70226, -56857, -2178445, -1496022, -1052667 ], [ 2.922998, 3.3417, 2.3941, 1.33767, 0.970453, 1.84166 ], [ 107, 54, 53, 107, 54, 53 ], [ 50, 23, 27, 50, 23, 27 ], [ 57, 31, 26, 57, 31, 26 ], [ 46.728972, 42.592593, 50.943396, 46.728972, 42.592593, 50.943396 ], [ 3.332217, 4.50403, 2.30543, 1.524943, 1.308002, 1.77345 ], [ 549232, 549232, 69571, 1437161, 683981, 1437161 ], [ -23572, -21645, -23572, -832805, -816644, -832805 ], [ 48, 39, 58, 48, 39, 58 ], [ 64, 48, 77, 64, 48, 77 ], [ 34, 32, 37, 34, 32, 37 ], [ 5221, 2143, 3078, 5221, 2143, 3078 ], [ 0, 0, 36.421969, 0, 0, 36.421969 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 534026, -167559, -172158, 303565, -762047, -167877 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5467, "evaluation_days": 1822.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606348800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760206058138, "expiration_time": 1764921888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.67804 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 2.58703 } } }
# | 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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