Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89057.2284 | 330.6162 | 88726.6122 | 118553.3135 | 1981.2181 | 116572.0954 |
Total P&L (%) | 89.0572 | 0.3306 | 88.7266 | 118.5533 | 1.9812 | 116.5721 |
Avg Daily Profit (%) | 0.342 | 0.0013 | 0.3407 | 0.3007 | 0.0075 | 0.2972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28378 | -5818 | -23926 | -57815 | -11067 | -49273 |
Profit Factor | 2.0871 | 1.0168 | 2.426 | 1.8118 | 1.061 | 2.0265 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 60.7143 | 61.9048 | 59.5238 | 60.7143 | 61.9048 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.3505 | 0.6257 | 1.6497 | 1.1724 | 0.6529 | 1.378 |
Largest Winning Trade | 22088 | 2114 | 22088 | 24649 | 3190 | 24649 |
Largest Losing Trade | -15116 | -2774 | -15116 | -28012 | -4805 | -28012 |
Avg Bars in Trades | 289 | 12 | 565 | 289 | 12 | 565 |
Avg Bars in Winners | 303 | 12 | 606 | 303 | 12 | 606 |
Avg Bars in Losers | 266 | 11 | 505 | 266 | 11 | 505 |
Bars Traded | 24277 | 506 | 23771 | 24277 | 506 | 23771 |
Profit Streak | 0 | 0 | 18.3575 | 0 | 0 | 18.3575 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438747 | -559602 | 518200 | 406917 | -502588 | 437046 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.67155 } }, "second_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 3.47295 } } }
{ "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": [ [ 89057.228383292, 330.6162113008, 88726.6121719912, 118553.3134639939, 1981.2180563305, 116572.0954076634 ], [ 89.057228, 0.330616, 88.726612, 118.553313, 1.981218, 116.572095 ], [ 0.341975, 0.00127, 0.340706, 0.300681, 0.007534, 0.297174 ], [ 10, 10, 10, 10, 10, 10 ], [ -28378, -5818, -23926, -57815, -11067, -49273 ], [ 2.087111, 1.01678, 2.426048, 1.811829, 1.061018, 2.026499 ], [ 84, 42, 42, 84, 42, 42 ], [ 51, 26, 25, 51, 26, 25 ], [ 33, 16, 17, 33, 16, 17 ], [ 60.714286, 61.904762, 59.52381, 60.714286, 61.904762, 59.52381 ], [ 1.350484, 0.625711, 1.649712, 1.17236, 0.652934, 1.37802 ], [ 22088, 2114, 22088, 24649, 3190, 24649 ], [ -15116, -2774, -15116, -28012, -4805, -28012 ], [ 289, 12, 565, 289, 12, 565 ], [ 303, 12, 606, 303, 12, 606 ], [ 266, 11, 505, 266, 11, 505 ], [ 24277, 506, 23771, 24277, 506, 23771 ], [ 0, 0, 18.357507, 0, 0, 18.357507 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438747, -559602, 518200, 406917, -502588, 437046 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736996400000, "first_datapoint_time": 1737120600000, "last_datapoint_time": 1759495500000, "evaluation_time": 1759495788591, "expiration_time": 1765975500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.67155 } }, "second_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 3.47295 } } }
# | 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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