Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345745.5715 | 89073.5719 | 256671.9996 | 384642.8761 | -37240.5787 | 421883.4548 |
Total P&L (%) | 345.7456 | 89.0736 | 256.672 | 384.6429 | -37.2406 | 421.8835 |
Avg Daily Profit (%) | 0.2254 | 0.0581 | 0.1673 | 0.1029 | -0.0304 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81869 | -86093 | -50123 | -755077 | -769270 | -222033 |
Profit Factor | 1.3992 | 1.2031 | 1.6004 | 1.1011 | 0.9819 | 1.2417 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 53.6082 | 50.5155 | 56.701 | 53.6082 | 50.5155 | 56.701 |
Ratio Avg Win / Avg Loss | 1.2108 | 1.1785 | 1.2222 | 0.9529 | 0.9619 | 0.9482 |
Largest Winning Trade | 73339 | 46834 | 73339 | 320382 | 320382 | 265533 |
Largest Losing Trade | -30490 | -24733 | -30490 | -206346 | -206346 | -114379 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 25 | 16 | 33 | 25 | 16 | 33 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 4482 | 1850 | 2632 | 4482 | 1850 | 2632 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370413 | -115844 | 363990 | -164727 | -580728 | -50203 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.13412 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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": [ [ 345745.5714620228, 89073.5718924325, 256671.9995695902, 384642.8760814137, -37240.5787490972, 421883.4548305103 ], [ 345.745571, 89.073572, 256.672, 384.642876, -37.240579, 421.883455 ], [ 0.225388, 0.058066, 0.167322, 0.102937, -0.030364, 0.107768 ], [ 10, 10, 10, 10, 10, 10 ], [ -81869, -86093, -50123, -755077, -769270, -222033 ], [ 1.39918, 1.203053, 1.600447, 1.101147, 0.981901, 1.241741 ], [ 194, 97, 97, 194, 97, 97 ], [ 104, 49, 55, 104, 49, 55 ], [ 90, 48, 42, 90, 48, 42 ], [ 53.608247, 50.515464, 56.701031, 53.608247, 50.515464, 56.701031 ], [ 1.210829, 1.178501, 1.22216, 0.952916, 0.961862, 0.948239 ], [ 73339, 46834, 73339, 320382, 320382, 265533 ], [ -30490, -24733, -30490, -206346, -206346, -114379 ], [ 23, 19, 27, 23, 19, 27 ], [ 25, 16, 33, 25, 16, 33 ], [ 19, 21, 18, 19, 21, 18 ], [ 4482, 1850, 2632, 4482, 1850, 2632 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370413, -115844, 363990, -164727, -580728, -50203 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4602, "evaluation_days": 1534, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628582400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760142839205, "expiration_time": 1764116928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 3.13412 } }, "second_band": { "type": "midprice", "factors": { "length": 34, "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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