Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133653.8183 | 93728.0325 | 39925.7858 | 145749.2152 | 97479.3584 | 48269.8568 |
Total P&L (%) | 133.6538 | 93.728 | 39.9258 | 145.7492 | 97.4794 | 48.2699 |
Avg Daily Profit (%) | 0.5132 | 0.3599 | 0.1533 | 0.3459 | 0.2616 | 0.1514 |
Buy And Hold Return (%) | 17.183 | 17.183 | 17.183 | 17.183 | 17.183 | 17.183 |
Max Trade Drawdown | -45646 | -28025 | -45509 | -93211 | -55229 | -86610 |
Profit Factor | 1.2583 | 1.3565 | 1.1568 | 1.1781 | 1.2311 | 1.1218 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 240 | 117 | 123 | 240 | 117 | 123 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 61.0687 | 59.3909 | 62.7551 | 61.0687 | 59.3909 | 62.7551 |
Ratio Avg Win / Avg Loss | 0.8021 | 0.9276 | 0.6866 | 0.7511 | 0.8418 | 0.6658 |
Largest Winning Trade | 18742 | 18742 | 10361 | 20015 | 20015 | 13113 |
Largest Losing Trade | -33781 | -20154 | -33781 | -67187 | -25933 | -67187 |
Avg Bars in Trades | 63 | 61 | 64 | 63 | 61 | 64 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 88 | 86 | 90 | 88 | 86 | 90 |
Bars Traded | 24780 | 12062 | 12718 | 24780 | 12062 | 12718 |
Profit Streak | 0 | 0 | 1.1491 | 0 | 0 | 1.1491 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379946 | 252650 | -48938 | -15287 | 200055 | -86048 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.13347 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "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": [ [ 133653.8182604582, 93728.0324965613, 39925.7857638969, 145749.215223902, 97479.3583831621, 48269.8568407396 ], [ 133.653818, 93.728032, 39.925786, 145.749215, 97.479358, 48.269857 ], [ 0.513224, 0.359911, 0.153313, 0.345863, 0.261636, 0.151356 ], [ 17.183025, 17.183025, 17.183025, 17.183025, 17.183025, 17.183025 ], [ -45646, -28025, -45509, -93211, -55229, -86610 ], [ 1.258268, 1.356545, 1.156804, 1.178132, 1.231111, 1.121764 ], [ 393, 197, 196, 393, 197, 196 ], [ 240, 117, 123, 240, 117, 123 ], [ 153, 80, 73, 153, 80, 73 ], [ 61.068702, 59.390863, 62.755102, 61.068702, 59.390863, 62.755102 ], [ 0.802146, 0.927552, 0.686559, 0.751059, 0.841785, 0.665762 ], [ 18742, 18742, 10361, 20015, 20015, 13113 ], [ -33781, -20154, -33781, -67187, -25933, -67187 ], [ 63, 61, 64, 63, 61, 64 ], [ 46, 43, 49, 46, 43, 49 ], [ 88, 86, 90, 88, 86, 90 ], [ 24780, 12062, 12718, 24780, 12062, 12718 ], [ 0, 0, 1.149132, 0, 0, 1.149132 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379946, 252650, -48938, -15287, 200055, -86048 ] ] }
{ "trading_pair": "PENDLE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736751600000, "first_datapoint_time": 1736904600000, "last_datapoint_time": 1759250700000, "evaluation_time": 1759251885020, "expiration_time": 1765730700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 20, "offset": 0, "multiplier": 3.13347 } }, "second_band": { "type": "dcm", "factors": { "length": 171, "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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