Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961109.0529 | 902699.753 | 58409.2999 | 27787679.4771 | 39209189.7264 | -11421510.2494 |
Total P&L (%) | 961.1091 | 902.6998 | 58.4093 | 27787.6795 | 39209.1897 | -11421.5102 |
Avg Daily Profit (%) | 0.5144 | 0.4831 | 0.0313 | 0.3018 | 0.3202 | 0 |
Buy And Hold Return (%) | 6799.9538 | 6799.9538 | 6799.9538 | 6799.9538 | 6799.9538 | 6799.9538 |
Max Trade Drawdown | -64151 | -63971 | -68768 | -28457229 | -25321494 | -17413910 |
Profit Factor | 3.0778 | 5.0303 | 1.2448 | 1.329 | 1.9063 | 0.7228 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 58.75 | 62.5 | 55 | 58.75 | 62.5 | 55 |
Ratio Avg Win / Avg Loss | 2.161 | 3.0182 | 1.0185 | 0.9331 | 1.1438 | 0.5914 |
Largest Winning Trade | 185398 | 185398 | 46437 | 17776685 | 17776685 | 7342092 |
Largest Losing Trade | -47308 | -39666 | -47308 | -18906606 | -18906606 | -7433716 |
Avg Bars in Trades | 43 | 42 | 44 | 43 | 42 | 44 |
Avg Bars in Winners | 42 | 40 | 45 | 42 | 40 | 45 |
Avg Bars in Losers | 45 | 46 | 43 | 45 | 46 | 43 |
Bars Traded | 3483 | 1697 | 1786 | 3483 | 1697 | 1786 |
Profit Streak | 40.7664 | 172.2664 | 40.7664 | 40.7664 | 172.2664 | 40.7664 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170551 | -144499 | -315932 | -16021 | 495165 | -579552 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.42157 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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": [ [ 961109.0528727218, 902699.7529796471, 58409.2998930745, 27787679.477056377, 39209189.726409145, -11421510.249352774 ], [ 961.109053, 902.699753, 58.4093, 27787.679477, 39209.189726, -11421.510249 ], [ 0.514375, 0.483115, 0.03126, 0.301807, 0.320236, 0 ], [ 6799.953754, 6799.953754, 6799.953754, 6799.953754, 6799.953754, 6799.953754 ], [ -64151, -63971, -68768, -28457229, -25321494, -17413910 ], [ 3.077786, 5.030276, 1.244816, 1.328976, 1.906314, 0.722812 ], [ 80, 40, 40, 80, 40, 40 ], [ 47, 25, 22, 47, 25, 22 ], [ 33, 15, 18, 33, 15, 18 ], [ 58.75, 62.5, 55, 58.75, 62.5, 55 ], [ 2.160998, 3.018166, 1.018486, 0.933111, 1.143789, 0.591392 ], [ 185398, 185398, 46437, 17776685, 17776685, 7342092 ], [ -47308, -39666, -47308, -18906606, -18906606, -7433716 ], [ 43, 42, 44, 43, 42, 44 ], [ 42, 40, 45, 42, 40, 45 ], [ 45, 46, 43, 45, 46, 43 ], [ 3483, 1697, 1786, 3483, 1697, 1786 ], [ 40.766409, 172.266409, 40.766409, 40.766409, 172.266409, 40.766409 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170551, -144499, -315932, -16021, 495165, -579552 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3737, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758522217777, "expiration_time": 1763342352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 4.42157 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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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