Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868889.7048 | 550451.6586 | 318438.0462 | 16446201.1985 | 3212974.5765 | 13233226.622 |
Total P&L (%) | 868.8897 | 550.4517 | 318.438 | 16446.2012 | 3212.9746 | 13233.2266 |
Avg Daily Profit (%) | 0.4855 | 0.3076 | 0.1779 | 0.2859 | 0.1958 | 0.2738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94927 | -40802 | -78724 | -19938024 | -10126002 | -10095243 |
Profit Factor | 2.5571 | 3.3458 | 1.9848 | 1.4946 | 1.1991 | 1.7732 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 62.7451 | 62.7451 | 62.7451 | 62.7451 | 62.7451 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.5183 | 1.9866 | 1.1785 | 0.8874 | 0.712 | 1.0529 |
Largest Winning Trade | 101725 | 101725 | 62125 | 6785847 | 6785847 | 6336182 |
Largest Losing Trade | -68763 | -30703 | -68763 | -4929383 | -3893676 | -4929383 |
Avg Bars in Trades | 49 | 34 | 64 | 49 | 34 | 64 |
Avg Bars in Winners | 47 | 33 | 61 | 47 | 33 | 61 |
Avg Bars in Losers | 53 | 36 | 70 | 53 | 36 | 70 |
Bars Traded | 5060 | 1750 | 3310 | 5060 | 1750 | 3310 |
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 | 621967 | -163048 | -168311 | 370869 | -173545 | -167483 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 4.08767 } }, "second_band": { "type": "midprice", "factors": { "length": 74, "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": [ [ 868889.7047939866, 550451.6585955234, 318438.0461984632, 16446201.198506389, 3212974.5764819286, 13233226.622024465 ], [ 868.889705, 550.451659, 318.438046, 16446.201199, 3212.974576, 13233.226622 ], [ 0.485503, 0.307572, 0.177931, 0.285865, 0.195782, 0.273768 ], [ 10, 10, 10, 10, 10, 10 ], [ -94927, -40802, -78724, -19938024, -10126002, -10095243 ], [ 2.557089, 3.345781, 1.98476, 1.494643, 1.199136, 1.773238 ], [ 102, 51, 51, 102, 51, 51 ], [ 64, 32, 32, 64, 32, 32 ], [ 38, 19, 19, 38, 19, 19 ], [ 62.745098, 62.745098, 62.745098, 62.745098, 62.745098, 62.745098 ], [ 1.518271, 1.986558, 1.178451, 0.887444, 0.711987, 1.05286 ], [ 101725, 101725, 62125, 6785847, 6785847, 6336182 ], [ -68763, -30703, -68763, -4929383, -3893676, -4929383 ], [ 49, 34, 64, 49, 34, 64 ], [ 47, 33, 61, 47, 33, 61 ], [ 53, 36, 70, 53, 36, 70 ], [ 5060, 1750, 3310, 5060, 1750, 3310 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 621967, -163048, -168311, 370869, -173545, -167483 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5369, "evaluation_days": 1789.67, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1610092800000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760378540225, "expiration_time": 1765010016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 4.08767 } }, "second_band": { "type": "midprice", "factors": { "length": 74, "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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