Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312587.5866 | 207947.8359 | 104639.7507 | 212318.4427 | 370766.6485 | -158448.2058 |
Total P&L (%) | 312.5876 | 207.9478 | 104.6398 | 212.3184 | 370.7666 | -158.4482 |
Avg Daily Profit (%) | 0.2306 | 0.1534 | 0.0772 | 0.0841 | 0.1144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103648 | -52457 | -101528 | -393684 | -203801 | -393271 |
Profit Factor | 1.5136 | 1.7032 | 1.3344 | 1.1387 | 1.5281 | 0.8089 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 1.6512 | 2.0276 | 1.3344 | 1.2422 | 1.8192 | 0.8089 |
Largest Winning Trade | 112213 | 112213 | 46501 | 236619 | 236619 | 65849 |
Largest Losing Trade | -28245 | -25259 | -28245 | -107170 | -66187 | -107170 |
Avg Bars in Trades | 42 | 29 | 56 | 42 | 29 | 56 |
Avg Bars in Winners | 57 | 30 | 82 | 57 | 30 | 82 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 3955 | 1376 | 2579 | 3955 | 1376 | 2579 |
Profit Streak | 13.0284 | 38.6951 | 0 | 13.0284 | 38.6951 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374096 | 363573 | -89497 | -148697 | -38076 | -580704 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 3.43423 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "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": [ [ 312587.586568842, 207947.8359047195, 104639.7506641227, 212318.4427494123, 370766.6485090741, -158448.205759662 ], [ 312.587587, 207.947836, 104.639751, 212.318443, 370.766649, -158.448206 ], [ 0.230636, 0.15343, 0.077206, 0.084063, 0.114369, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -103648, -52457, -101528, -393684, -203801, -393271 ], [ 1.5136, 1.703165, 1.334431, 1.138676, 1.528114, 0.808865 ], [ 92, 46, 46, 92, 46, 46 ], [ 44, 21, 23, 44, 21, 23 ], [ 48, 25, 23, 48, 25, 23 ], [ 47.826087, 45.652174, 50, 47.826087, 45.652174, 50 ], [ 1.651201, 2.027578, 1.334431, 1.242191, 1.819183, 0.808865 ], [ 112213, 112213, 46501, 236619, 236619, 65849 ], [ -28245, -25259, -28245, -107170, -66187, -107170 ], [ 42, 29, 56, 42, 29, 56 ], [ 57, 30, 82, 57, 30, 82 ], [ 29, 29, 29, 29, 29, 29 ], [ 3955, 1376, 2579, 3955, 1376, 2579 ], [ 13.028405, 38.695071, 0, 13.028405, 38.695071, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374096, 363573, -89497, -148697, -38076, -580704 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4066, "evaluation_days": 1355.33, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1643472000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758904854167, "expiration_time": 1762386624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 58, "offset": 0, "multiplier": 3.43423 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "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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