Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519319.127 | 464280.9856 | 55038.1413 | 682900.0979 | 623360.4171 | 59539.6808 |
Total P&L (%) | 519.3191 | 464.281 | 55.0381 | 682.9001 | 623.3604 | 59.5397 |
Avg Daily Profit (%) | 0.3678 | 0.3289 | 0.039 | 0.1459 | 0.1403 | 0.0331 |
Buy And Hold Return (%) | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 |
Max Trade Drawdown | -112215 | -128117 | -22962 | -452994 | -474532 | -71921 |
Profit Factor | 2.1548 | 2.4519 | 1.4237 | 1.5343 | 1.6404 | 1.1954 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 58.5366 | 54.0984 | 62.9032 | 58.5366 | 54.0984 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.5263 | 2.0804 | 0.8396 | 1.0868 | 1.3918 | 0.705 |
Largest Winning Trade | 218482 | 218482 | 14018 | 436390 | 436390 | 34987 |
Largest Losing Trade | -52311 | -52311 | -23620 | -273776 | -273776 | -71921 |
Avg Bars in Trades | 65 | 125 | 6 | 65 | 125 | 6 |
Avg Bars in Winners | 58 | 117 | 7 | 58 | 117 | 7 |
Avg Bars in Losers | 76 | 135 | 4 | 76 | 135 | 4 |
Bars Traded | 8093 | 7679 | 414 | 8093 | 7679 | 414 |
Profit Streak | 515.8874 | 516.054 | 515.8874 | 515.8874 | 516.054 | 515.8874 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574703 | -147491 | -459078 | 216107 | -163956 | -473325 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.07832 } } }
{ "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": [ [ 519319.1269780177, 464280.9856286435, 55038.1413493741, 682900.0979124337, 623360.4170726425, 59539.6808397915 ], [ 519.319127, 464.280986, 55.038141, 682.900098, 623.360417, 59.539681 ], [ 0.367834, 0.32885, 0.038984, 0.145863, 0.140252, 0.033092 ], [ 71.224832, 71.224832, 71.224832, 71.224832, 71.224832, 71.224832 ], [ -112215, -128117, -22962, -452994, -474532, -71921 ], [ 2.154822, 2.451857, 1.423657, 1.534325, 1.640393, 1.195432 ], [ 123, 61, 62, 123, 61, 62 ], [ 72, 33, 39, 72, 33, 39 ], [ 51, 28, 23, 51, 28, 23 ], [ 58.536585, 54.098361, 62.903226, 58.536585, 54.098361, 62.903226 ], [ 1.526332, 2.080363, 0.839593, 1.086814, 1.391848, 0.704998 ], [ 218482, 218482, 14018, 436390, 436390, 34987 ], [ -52311, -52311, -23620, -273776, -273776, -71921 ], [ 65, 125, 6, 65, 125, 6 ], [ 58, 117, 7, 58, 117, 7 ], [ 76, 135, 4, 76, 135, 4 ], [ 8093, 7679, 414, 8093, 7679, 414 ], [ 515.887375, 516.054042, 515.887375, 515.887375, 516.054042, 515.887375 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 574703, -147491, -459078, 216107, -163956, -473325 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599465600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759468669222, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.07832 } } }
# | 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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