Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475084.33 | 399942.0288 | 75142.3012 | 158269.5768 | 1307946.5708 | -1149676.9939 |
Total P&L (%) | 475.0843 | 399.942 | 75.1423 | 158.2696 | 1307.9466 | -1149.677 |
Avg Daily Profit (%) | 0.2662 | 0.2241 | 0.0421 | 0.0532 | 0.1483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312327 | -196039 | -147246 | -10975800 | -6279583 | -4976819 |
Profit Factor | 1.1544 | 1.2535 | 1.0501 | 1.0025 | 1.0378 | 0.9612 |
Total Trades | 1194 | 597 | 597 | 1194 | 597 | 597 |
Winning Trades | 639 | 328 | 311 | 639 | 328 | 311 |
Losing Trades | 555 | 269 | 286 | 555 | 269 | 286 |
Profitability (%) | 53.5176 | 54.9414 | 52.0938 | 53.5176 | 54.9414 | 52.0938 |
Ratio Avg Win / Avg Loss | 1.0027 | 1.028 | 0.9657 | 0.8707 | 0.8511 | 0.884 |
Largest Winning Trade | 91188 | 91188 | 44569 | 1962212 | 1962212 | 1002207 |
Largest Losing Trade | -37365 | -32277 | -37365 | -2260655 | -1129237 | -2260655 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 16 | 20 | 13 | 16 | 20 | 13 |
Bars Traded | 21182 | 11879 | 9303 | 21182 | 11879 | 9303 |
Profit Streak | 7.4798 | 7.4798 | 7.6465 | 7.4798 | 7.4798 | 7.6465 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33849 | 441037 | -299027 | -332762 | -170600 | -576103 |
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.44013 } } }
{ "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": [ [ 475084.3299540402, 399942.0287710497, 75142.3011829898, 158269.5768407184, 1307946.5707635812, -1149676.9939228643 ], [ 475.08433, 399.942029, 75.142301, 158.269577, 1307.946571, -1149.676994 ], [ 0.266216, 0.22411, 0.042106, 0.053183, 0.148308, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -312327, -196039, -147246, -10975800, -6279583, -4976819 ], [ 1.154431, 1.253483, 1.050143, 1.002464, 1.037832, 0.961238 ], [ 1194, 597, 597, 1194, 597, 597 ], [ 639, 328, 311, 639, 328, 311 ], [ 555, 269, 286, 555, 269, 286 ], [ 53.517588, 54.941374, 52.093802, 53.517588, 54.941374, 52.093802 ], [ 1.002675, 1.028009, 0.965726, 0.870685, 0.851149, 0.883968 ], [ 91188, 91188, 44569, 1962212, 1962212, 1002207 ], [ -37365, -32277, -37365, -2260655, -1129237, -2260655 ], [ 17, 19, 15, 17, 19, 15 ], [ 18, 19, 17, 18, 19, 17 ], [ 16, 20, 13, 16, 20, 13 ], [ 21182, 11879, 9303, 21182, 11879, 9303 ], [ 7.47984, 7.47984, 7.646507, 7.479841, 7.479841, 7.646507 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33849, 441037, -299027, -332762, -170600, -576103 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21415, "evaluation_days": 1784.58, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1606406400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760002258224, "expiration_time": 1765547568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 2.44013 } } }
# | 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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