Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527260.8402 | 370892.0714 | 156368.7688 | 520462.4281 | -270190.5141 | 790652.9422 |
Total P&L (%) | 527.2608 | 370.8921 | 156.3688 | 520.4624 | -270.1905 | 790.6529 |
Avg Daily Profit (%) | 0.2762 | 0.1943 | 0.0819 | 0.0957 | 0 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174300 | -127741 | -75366 | -1779503 | -1468380 | -625943 |
Profit Factor | 1.3843 | 1.5353 | 1.2303 | 1.0565 | 0.9491 | 1.2025 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 62.9758 | 61.3793 | 64.5833 | 62.9758 | 61.3793 | 64.5833 |
Ratio Avg Win / Avg Loss | 0.8139 | 0.966 | 0.6747 | 0.6211 | 0.5972 | 0.6594 |
Largest Winning Trade | 34437 | 34437 | 34184 | 411631 | 248578 | 411631 |
Largest Losing Trade | -57006 | -44505 | -57006 | -849860 | -849860 | -625943 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 64 | 79 | 49 | 64 | 79 | 49 |
Bars Traded | 11342 | 6385 | 4957 | 11342 | 6385 | 4957 |
Profit Streak | 2.4193 | 56.7527 | 0 | 2.4193 | 56.7527 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328478 | 372634 | -83892 | -223377 | -577854 | -40041 |
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{ "first_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 3.04192 } } }
{ "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": [ [ 527260.8401819764, 370892.0713886608, 156368.7687933155, 520462.4281069326, -270190.5140583086, 790652.9421652411 ], [ 527.26084, 370.892071, 156.368769, 520.462428, -270.190514, 790.652942 ], [ 0.276173, 0.194269, 0.081904, 0.095652, 0, 0.114607 ], [ 10, 10, 10, 10, 10, 10 ], [ -174300, -127741, -75366, -1779503, -1468380, -625943 ], [ 1.38432, 1.535285, 1.230277, 1.056515, 0.949069, 1.202506 ], [ 289, 145, 144, 289, 145, 144 ], [ 182, 89, 93, 182, 89, 93 ], [ 107, 56, 51, 107, 56, 51 ], [ 62.975779, 61.37931, 64.583333, 62.975779, 61.37931, 64.583333 ], [ 0.813858, 0.966022, 0.674668, 0.621138, 0.597167, 0.659439 ], [ 34437, 34437, 34184, 411631, 248578, 411631 ], [ -57006, -44505, -57006, -849860, -849860, -625943 ], [ 39, 44, 34, 39, 44, 34 ], [ 24, 21, 26, 24, 21, 26 ], [ 64, 79, 49, 64, 79, 49 ], [ 11342, 6385, 4957, 11342, 6385, 4957 ], [ 2.419347, 56.75268, 0, 2.419347, 56.75268, 0 ], [ 1, 8, 0, 1, 8, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328478, 372634, -83892, -223377, -577854, -40041 ] ] }
{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11455, "evaluation_days": 1909.17, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1595505600000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759241031567, "expiration_time": 1764182160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 84, "offset": 0, "multiplier": 3.04192 } } }
# | 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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