Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367905.8174 | 356731.1652 | 11174.6522 | -10146.6085 | -8934.7442 | -1211.8643 |
Total P&L (%) | 367.9058 | 356.7312 | 11.1747 | -10.1466 | -8.9347 | -1.2119 |
Avg Daily Profit (%) | 0.1935 | 0.1876 | 0.0059 | -0.0056 | -0.0049 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150868 | -149139 | -20372 | -604403 | -575416 | -49008 |
Profit Factor | 2.2135 | 2.4199 | 1.2151 | 0.9885 | 0.9883 | 0.9896 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 65 | 70 | 60 | 65 | 70 | 60 |
Ratio Avg Win / Avg Loss | 1.1919 | 1.0371 | 0.8101 | 0.5323 | 0.4236 | 0.6597 |
Largest Winning Trade | 228339 | 228339 | 9083 | 275038 | 275038 | 29313 |
Largest Losing Trade | -71790 | -71790 | -20372 | -296040 | -296040 | -34388 |
Avg Bars in Trades | 179 | 354 | 5 | 179 | 354 | 5 |
Avg Bars in Winners | 123 | 224 | 4 | 123 | 224 | 4 |
Avg Bars in Losers | 285 | 657 | 5 | 285 | 657 | 5 |
Bars Traded | 10788 | 10630 | 158 | 10788 | 10630 | 158 |
Profit Streak | 662.1509 | 662.4842 | 662.1509 | 662.1509 | 662.4842 | 662.1509 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159931 | 509138 | -314195 | -751375 | -577650 | -578668 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 4.31804 } } }
{ "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": [ [ 367905.817409472, 356731.1652144485, 11174.6521950236, -10146.608487697, -8934.7441524616, -1211.8643352353 ], [ 367.905817, 356.731165, 11.174652, -10.146608, -8.934744, -1.211864 ], [ 0.193499, 0.187622, 0.005877, -0.005627, -0.004922, -0.000641 ], [ 10, 10, 10, 10, 10, 10 ], [ -150868, -149139, -20372, -604403, -575416, -49008 ], [ 2.213495, 2.419915, 1.215127, 0.98849, 0.988316, 0.989624 ], [ 60, 30, 30, 60, 30, 30 ], [ 39, 21, 18, 39, 21, 18 ], [ 21, 9, 12, 21, 9, 12 ], [ 65, 70, 60, 65, 70, 60 ], [ 1.191882, 1.037107, 0.810084, 0.532264, 0.423564, 0.659749 ], [ 228339, 228339, 9083, 275038, 275038, 29313 ], [ -71790, -71790, -20372, -296040, -296040, -34388 ], [ 179, 354, 5, 179, 354, 5 ], [ 123, 224, 4, 123, 224, 4 ], [ 285, 657, 5, 285, 657, 5 ], [ 10788, 10630, 158, 10788, 10630, 158 ], [ 662.150915, 662.484248, 662.150915, 662.150915, 662.484248, 662.150915 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159931, 509138, -314195, -751375, -577650, -578668 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556424000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758857839030, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 220, "offset": 0, "multiplier": 4.31804 } } }
# | 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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