Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1708875.9558 | 1648467.241 | 60408.7147 | 488504.5497 | 2954626.4618 | -2466121.9122 |
Total P&L (%) | 1708.876 | 1648.4672 | 60.4087 | 488.5046 | 2954.6265 | -2466.1219 |
Avg Daily Profit (%) | 0.7375 | 0.7114 | 0.0261 | 0.0765 | 0.1477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152652 | -111898 | -194614 | -3363727 | -781779 | -3048763 |
Profit Factor | 2.5397 | 3.8546 | 1.1135 | 1.0609 | 1.8843 | 0.4731 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 40.3727 | 38.2716 | 42.5 | 40.3727 | 38.2716 | 42.5 |
Ratio Avg Win / Avg Loss | 3.751 | 6.2171 | 1.5065 | 1.5669 | 3.0393 | 0.6401 |
Largest Winning Trade | 1415683 | 1415683 | 81128 | 3333832 | 3333832 | 294548 |
Largest Losing Trade | -51960 | -39626 | -51960 | -1291730 | -402202 | -1291730 |
Avg Bars in Trades | 55 | 49 | 61 | 55 | 49 | 61 |
Avg Bars in Winners | 88 | 78 | 97 | 88 | 78 | 97 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 8944 | 4035 | 4909 | 8944 | 4035 | 4909 |
Profit Streak | 0 | 0 | 85.014 | 0 | 0 | 85.014 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524619 | 102399 | -274253 | -246114 | -8445 | -601743 |
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{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 2.82072 } } }
{ "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": [ [ 1708875.9557774742, 1648467.241031952, 60408.7147455223, 488504.5496641686, 2954626.461842859, -2466121.9121786924 ], [ 1708.875956, 1648.467241, 60.408715, 488.50455, 2954.626462, -2466.121912 ], [ 0.737459, 0.711389, 0.026069, 0.076517, 0.147665, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -152652, -111898, -194614, -3363727, -781779, -3048763 ], [ 2.539724, 3.854607, 1.113469, 1.060896, 1.884338, 0.473148 ], [ 161, 81, 80, 161, 81, 80 ], [ 65, 31, 34, 65, 31, 34 ], [ 96, 50, 46, 96, 50, 46 ], [ 40.372671, 38.271605, 42.5, 40.372671, 38.271605, 42.5 ], [ 3.750978, 6.217108, 1.506458, 1.566862, 3.039255, 0.640141 ], [ 1415683, 1415683, 81128, 3333832, 3333832, 294548 ], [ -51960, -39626, -51960, -1291730, -402202, -1291730 ], [ 55, 49, 61, 55, 49, 61 ], [ 88, 78, 97, 88, 78, 97 ], [ 33, 31, 34, 33, 31, 34 ], [ 8944, 4035, 4909, 8944, 4035, 4909 ], [ 0, 0, 85.01403, 0, 0, 85.01403 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524619, 102399, -274253, -246114, -8445, -601743 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9269, "evaluation_days": 2317.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564704000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558812210, "expiration_time": 1765542312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 2.82072 } } }
# | 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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