Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647953.2911 | 495528.8077 | 152424.4834 | 2070202.8008 | 2396042.2363 | -325839.4355 |
Total P&L (%) | 647.9533 | 495.5288 | 152.4245 | 2070.2028 | 2396.0422 | -325.8394 |
Avg Daily Profit (%) | 0.2586 | 0.1978 | 0.0608 | 0.1229 | 0.1285 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165219 | -94311 | -144213 | -5367486 | -2276915 | -5313896 |
Profit Factor | 1.4595 | 1.772 | 1.1984 | 1.0892 | 1.2289 | 0.9744 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Losing Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Profitability (%) | 51.632 | 51.7857 | 51.4793 | 51.632 | 51.7857 | 51.4793 |
Ratio Avg Win / Avg Loss | 1.3672 | 1.6498 | 1.1295 | 1.0204 | 1.1442 | 0.9184 |
Largest Winning Trade | 72787 | 72787 | 52506 | 1240779 | 951639 | 1240779 |
Largest Losing Trade | -51606 | -19640 | -51606 | -1083702 | -533200 | -1083702 |
Avg Bars in Trades | 22 | 17 | 26 | 22 | 17 | 26 |
Avg Bars in Winners | 26 | 21 | 31 | 26 | 21 | 31 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 7421 | 2956 | 4464 | 7421 | 2956 | 4464 |
Profit Streak | 39.0776 | 0 | 43.7443 | 39.0776 | 0 | 43.7443 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446222 | 424650 | -112197 | -148129 | -20595 | -578991 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 2.57897 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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": [ [ 647953.2911419931, 495528.8076991173, 152424.4834428761, 2070202.8007866675, 2396042.236306662, -325839.4355199959 ], [ 647.953291, 495.528808, 152.424483, 2070.202801, 2396.042236, -325.839436 ], [ 0.258595, 0.197763, 0.060832, 0.122893, 0.128483, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -165219, -94311, -144213, -5367486, -2276915, -5313896 ], [ 1.459483, 1.771959, 1.1984, 1.089211, 1.228906, 0.97442 ], [ 337, 168, 169, 337, 168, 169 ], [ 174, 87, 87, 174, 87, 87 ], [ 163, 81, 82, 163, 81, 82 ], [ 51.632047, 51.785714, 51.47929, 51.632047, 51.785714, 51.47929 ], [ 1.367217, 1.649755, 1.129526, 1.020353, 1.144154, 0.918419 ], [ 72787, 72787, 52506, 1240779, 951639, 1240779 ], [ -51606, -19640, -51606, -1083702, -533200, -1083702 ], [ 22, 17, 26, 22, 17, 26 ], [ 26, 21, 31, 26, 21, 31 ], [ 16, 13, 20, 16, 13, 20 ], [ 7421, 2956, 4464, 7421, 2956, 4464 ], [ 39.0776, 0, 43.744266, 39.0776, 0, 43.744266 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446222, 424650, -112197, -148129, -20595, -578991 ] ] }
{ "trading_pair": "NEO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545264000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759513904621, "expiration_time": 1766001888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 77, "offset": 0, "multiplier": 2.57897 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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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