Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307258.7946 | 299881.2734 | 7377.5212 | -40301.5981 | -39416.345 | -885.2531 |
Total P&L (%) | 307.2588 | 299.8813 | 7.3775 | -40.3016 | -39.4163 | -0.8853 |
Avg Daily Profit (%) | 0.1632 | 0.1593 | 0.0039 | -0.0274 | -0.0266 | -0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253612 | -119692 | -170908 | -2281940 | -1507037 | -1165489 |
Profit Factor | 1.2088 | 1.4537 | 1.0091 | 0.9942 | 0.988 | 0.9998 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 159 | 77 | 82 | 159 | 77 | 82 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 55.2083 | 53.4722 | 56.9444 | 55.2083 | 53.4722 | 56.9444 |
Ratio Avg Win / Avg Loss | 0.9807 | 1.2649 | 0.763 | 0.8066 | 0.8597 | 0.7559 |
Largest Winning Trade | 73149 | 73149 | 42335 | 618477 | 618477 | 442070 |
Largest Losing Trade | -60298 | -48967 | -60298 | -723049 | -723049 | -410579 |
Avg Bars in Trades | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 47 | 52 | 40 | 47 | 52 | 40 |
Bars Traded | 11134 | 5908 | 5226 | 11134 | 5908 | 5226 |
Profit Streak | 10.6517 | 0 | 13.3184 | 10.6517 | 0 | 13.3184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287881 | 308651 | -564208 | -577947 | -580500 | -579445 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 217, "multiplier": 4.29372 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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": [ [ 307258.7945938668, 299881.2733645118, 7377.5212293551, -40301.5981145169, -39416.3449927895, -885.2531217273 ], [ 307.258795, 299.881273, 7.377521, -40.301598, -39.416345, -0.885253 ], [ 0.163218, 0.159299, 0.003919, -0.027399, -0.026618, -0.000472 ], [ 10, 10, 10, 10, 10, 10 ], [ -253612, -119692, -170908, -2281940, -1507037, -1165489 ], [ 1.208808, 1.453696, 1.009102, 0.994152, 0.987988, 0.999755 ], [ 288, 144, 144, 288, 144, 144 ], [ 159, 77, 82, 159, 77, 82 ], [ 129, 67, 62, 129, 67, 62 ], [ 55.208333, 53.472222, 56.944444, 55.208333, 53.472222, 56.944444 ], [ 0.980731, 1.264904, 0.76298, 0.806576, 0.859678, 0.755912 ], [ 73149, 73149, 42335, 618477, 618477, 442070 ], [ -60298, -48967, -60298, -723049, -723049, -410579 ], [ 38, 41, 36, 38, 41, 36 ], [ 31, 30, 32, 31, 30, 32 ], [ 47, 52, 40, 47, 52, 40 ], [ 11134, 5908, 5226, 11134, 5908, 5226 ], [ 10.651711, 0, 13.318377, 10.651711, 0, 13.318378 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 287881, 308651, -564208, -577947, -580500, -579445 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11295, "evaluation_days": 1882.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597665600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857907824, "expiration_time": 1763594640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 217, "multiplier": 4.29372 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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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