Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -313484.1989 | 172150.9518 | -485635.1507 | -100001.4991 | 1475515.8571 | -1575517.3562 |
Total P&L (%) | -313.4842 | 172.151 | -485.6352 | -100.0015 | 1475.5159 | -1575.5174 |
Avg Daily Profit (%) | -0.1679 | 0.0922 | -0.2601 | 0 | 0.1478 | 0 |
Buy And Hold Return (%) | 300.749 | 300.749 | 300.749 | 300.749 | 300.749 | 300.749 |
Max Trade Drawdown | -717978 | -250592 | -612417 | -2015520 | -32101 | -2019243 |
Profit Factor | 0.8211 | 1.2693 | 0.5635 | 0.9537 | 27.0282 | 0.2506 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 152 | 71 | 81 | 150 | 74 | 76 |
Losing Trades | 124 | 67 | 57 | 126 | 64 | 62 |
Profitability (%) | 55.0725 | 51.4493 | 58.6957 | 54.3478 | 53.6232 | 55.0725 |
Ratio Avg Win / Avg Loss | 0.6698 | 1.1978 | 0.3966 | 0.8011 | 23.3757 | 0.2044 |
Largest Winning Trade | 145767 | 145767 | 36253 | 632007 | 632007 | 274363 |
Largest Losing Trade | -173407 | -42891 | -173407 | -1871259 | -28329 | -1871259 |
Avg Bars in Trades | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Winners | 28 | 27 | 29 | 34 | 35 | 32 |
Avg Bars in Losers | 54 | 62 | 45 | 46 | 54 | 39 |
Bars Traded | 11064 | 6129 | 4935 | 11064 | 6129 | 4935 |
Profit Streak | 4.7415 | 0 | 8.0748 | 0 | 16.9081 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578202 | -235756 | -579165 | -578770 | 453883 | -580308 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.62571 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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": [ [ -313484.1988824664, 172150.9518144599, -485635.1506969261, -100001.4990814412, 1475515.8570995952, -1575517.356181036 ], [ -313.484199, 172.150952, -485.635151, -100.001499, 1475.515857, -1575.517356 ], [ -0.167893, 0.092199, -0.260092, 0, 0.147775, 0 ], [ 300.748955, 300.748955, 300.748955, 300.748955, 300.748955, 300.748955 ], [ -717978, -250592, -612417, -2015520, -32101, -2019243 ], [ 0.821072, 1.269266, 0.563544, 0.953681, 27.028173, 0.250577 ], [ 276, 138, 138, 276, 138, 138 ], [ 152, 71, 81, 150, 74, 76 ], [ 124, 67, 57, 126, 64, 62 ], [ 55.072464, 51.449275, 58.695652, 54.347826, 53.623188, 55.072464 ], [ 0.669822, 1.197758, 0.396568, 0.801092, 23.375717, 0.204418 ], [ 145767, 145767, 36253, 632007, 632007, 274363 ], [ -173407, -42891, -173407, -1871259, -28329, -1871259 ], [ 40, 44, 35, 40, 44, 35 ], [ 28, 27, 29, 34, 35, 32 ], [ 54, 62, 45, 46, 54, 39 ], [ 11064, 6129, 4935, 11064, 6129, 4935 ], [ 4.741459, 0, 8.074793, 0, 16.908126, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578202, -235756, -579165, -578770, 453883, -580308 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851262095, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 2.62571 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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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