Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484550.8044 | 428114.6313 | 56436.1731 | 253446.0006 | 690643.9626 | -437197.962 |
Total P&L (%) | 484.5508 | 428.1146 | 56.4362 | 253.446 | 690.644 | -437.198 |
Avg Daily Profit (%) | 0.3432 | 0.3032 | 0.04 | 0.0895 | 0.1465 | 0 |
Buy And Hold Return (%) | 21.4881 | 21.4881 | 21.4881 | 21.4881 | 21.4881 | 21.4881 |
Max Trade Drawdown | -99662 | -101230 | -121979 | -945887 | -729856 | -873827 |
Profit Factor | 1.8084 | 2.5985 | 1.1702 | 1.0669 | 1.3792 | 0.7779 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 52.8736 | 55.814 | 50 | 52.8736 | 55.814 | 50 |
Ratio Avg Win / Avg Loss | 1.6119 | 2.0572 | 1.1702 | 0.9509 | 1.0919 | 0.7779 |
Largest Winning Trade | 188756 | 188756 | 46290 | 638541 | 638541 | 217318 |
Largest Losing Trade | -66137 | -31298 | -66137 | -448785 | -256364 | -448785 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 39 | 48 | 30 | 39 | 48 | 30 |
Avg Bars in Losers | 56 | 49 | 62 | 56 | 49 | 62 |
Bars Traded | 4146 | 2111 | 2035 | 4146 | 2111 | 2035 |
Profit Streak | 476.8004 | 476.8004 | 508.4671 | 476.8004 | 476.8004 | 508.4671 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511813 | 534508 | -175224 | -220219 | 178490 | -579759 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 4.43913 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 2 } } }
{ "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": [ [ 484550.8043690384, 428114.631316145, 56436.1730528936, 253446.0006050661, 690643.9625685991, -437197.9619635333 ], [ 484.550804, 428.114631, 56.436173, 253.446001, 690.643963, -437.197962 ], [ 0.343166, 0.303197, 0.039969, 0.089456, 0.146543, 0 ], [ 21.488095, 21.488095, 21.488095, 21.488095, 21.488095, 21.488095 ], [ -99662, -101230, -121979, -945887, -729856, -873827 ], [ 1.808436, 2.598516, 1.17022, 1.066877, 1.379212, 0.7779 ], [ 87, 43, 44, 87, 43, 44 ], [ 46, 24, 22, 46, 24, 22 ], [ 41, 19, 22, 41, 19, 22 ], [ 52.873563, 55.813953, 50, 52.873563, 55.813953, 50 ], [ 1.611867, 2.057159, 1.17022, 0.950912, 1.091876, 0.7779 ], [ 188756, 188756, 46290, 638541, 638541, 217318 ], [ -66137, -31298, -66137, -448785, -256364, -448785 ], [ 47, 49, 46, 47, 49, 46 ], [ 39, 48, 30, 39, 48, 30 ], [ 56, 49, 62, 56, 49, 62 ], [ 4146, 2111, 2035, 4146, 2111, 2035 ], [ 476.800414, 476.800414, 508.467081, 476.800414, 476.800414, 508.467081 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511813, 534508, -175224, -220219, 178490, -579759 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598371200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758885155806, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 4.43913 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 2 } } }
# | 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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