Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674272.8093 | 510960.1731 | 163312.6362 | 3082899.9439 | 1258763.358 | 1824136.5858 |
Total P&L (%) | 674.2728 | 510.9602 | 163.3126 | 3082.8999 | 1258.7634 | 1824.1366 |
Avg Daily Profit (%) | 0.3544 | 0.2686 | 0.0858 | 0.1821 | 0.1372 | 0.1556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95955 | -64533 | -89041 | -7780182 | -6290895 | -5559564 |
Profit Factor | 2.3855 | 3.4126 | 1.5942 | 1.1187 | 1.0977 | 1.1395 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.3855 | 3.4126 | 1.5942 | 1.1187 | 1.0977 | 1.1395 |
Largest Winning Trade | 180927 | 180927 | 66958 | 3761264 | 2118754 | 3761264 |
Largest Losing Trade | -42158 | -42158 | -30086 | -2352390 | -2352390 | -1818135 |
Avg Bars in Trades | 58 | 35 | 81 | 58 | 35 | 81 |
Avg Bars in Winners | 88 | 46 | 129 | 88 | 46 | 129 |
Avg Bars in Losers | 28 | 23 | 32 | 28 | 23 | 32 |
Bars Traded | 3484 | 1051 | 2433 | 3484 | 1051 | 2433 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159598 | 543694 | -75406 | -255551 | -122555 | -59495 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 3.37102 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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": [ [ 674272.8093403063, 510960.1731117622, 163312.6362285442, 3082899.9438696643, 1258763.3580316734, 1824136.5858379889 ], [ 674.272809, 510.960173, 163.312636, 3082.899944, 1258.763358, 1824.136586 ], [ 0.354414, 0.268573, 0.085841, 0.182051, 0.137238, 0.155551 ], [ 10, 10, 10, 10, 10, 10 ], [ -95955, -64533, -89041, -7780182, -6290895, -5559564 ], [ 2.385523, 3.412596, 1.594151, 1.118719, 1.097659, 1.139474 ], [ 60, 30, 30, 60, 30, 30 ], [ 30, 15, 15, 30, 15, 15 ], [ 30, 15, 15, 30, 15, 15 ], [ 50, 50, 50, 50, 50, 50 ], [ 2.385523, 3.412596, 1.594151, 1.118719, 1.097659, 1.139474 ], [ 180927, 180927, 66958, 3761264, 2118754, 3761264 ], [ -42158, -42158, -30086, -2352390, -2352390, -1818135 ], [ 58, 35, 81, 58, 35, 81 ], [ 88, 46, 129, 88, 46, 129 ], [ 28, 23, 32, 28, 23, 32 ], [ 3484, 1051, 2433, 3484, 1051, 2433 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159598, 543694, -75406, -255551, -122555, -59495 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558353600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758817085107, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 95, "offset": 0, "multiplier": 3.37102 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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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