Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327486.9095 | 274077.4238 | 53409.4857 | -22817.9436 | 270457.0051 | -293274.9487 |
Total P&L (%) | 327.4869 | 274.0774 | 53.4095 | -22.8179 | 270.457 | -293.2749 |
Avg Daily Profit (%) | 0.1722 | 0.1441 | 0.0281 | -0.0136 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228822 | -105986 | -242009 | -417626 | -182813 | -576252 |
Profit Factor | 1.2827 | 1.5157 | 1.0852 | 0.9892 | 1.31 | 0.7634 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 52.0958 | 52.381 | 51.8072 | 52.0958 | 52.381 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.1795 | 1.3779 | 1.0095 | 0.9096 | 1.1909 | 0.7101 |
Largest Winning Trade | 89242 | 89242 | 62115 | 117451 | 113084 | 117451 |
Largest Losing Trade | -55617 | -34158 | -55617 | -185423 | -71144 | -185423 |
Avg Bars in Trades | 33 | 17 | 48 | 33 | 17 | 48 |
Avg Bars in Winners | 36 | 16 | 56 | 36 | 16 | 56 |
Avg Bars in Losers | 29 | 18 | 39 | 29 | 18 | 39 |
Bars Traded | 5513 | 1477 | 4036 | 5513 | 1477 | 4036 |
Profit Streak | 476.5286 | 476.5286 | 489.1952 | 476.5286 | 476.5286 | 489.1952 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340863 | 55334 | -282424 | -578670 | -100001 | -579915 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.49541 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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": [ [ 327486.9095328859, 274077.4238354643, 53409.4856974217, -22817.9435907937, 270457.005124599, -293274.9487153928 ], [ 327.48691, 274.077424, 53.409486, -22.817944, 270.457005, -293.274949 ], [ 0.17215, 0.144075, 0.028076, -0.013614, 0.068864, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -228822, -105986, -242009, -417626, -182813, -576252 ], [ 1.282705, 1.515653, 1.085198, 0.989195, 1.310004, 0.763369 ], [ 167, 84, 83, 167, 84, 83 ], [ 87, 44, 43, 87, 44, 43 ], [ 80, 40, 40, 80, 40, 40 ], [ 52.095808, 52.380952, 51.807229, 52.095808, 52.380952, 51.807229 ], [ 1.179499, 1.377867, 1.009486, 0.909605, 1.190912, 0.71011 ], [ 89242, 89242, 62115, 117451, 113084, 117451 ], [ -55617, -34158, -55617, -185423, -71144, -185423 ], [ 33, 17, 48, 33, 17, 48 ], [ 36, 16, 56, 36, 16, 56 ], [ 29, 18, 39, 29, 18, 39 ], [ 5513, 1477, 4036, 5513, 1477, 4036 ], [ 476.52856, 476.52856, 489.195226, 476.52856, 476.52856, 489.195227 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340863, 55334, -282424, -578670, -100001, -579915 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557936000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758890467572, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 0, "multiplier": 3.49541 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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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