Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477658.0798 | 357563.5969 | 120094.4829 | 857330.5997 | 338506.595 | 518824.0047 |
Total P&L (%) | 477.6581 | 357.5636 | 120.0945 | 857.3306 | 338.5066 | 518.824 |
Avg Daily Profit (%) | 0.2537 | 0.1899 | 0.0638 | 0.1201 | 0.0785 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69597 | -64177 | -89127 | -486923 | -596588 | -198616 |
Profit Factor | 1.7566 | 2.1794 | 1.366 | 1.3997 | 1.267 | 1.5915 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 50 | 47.8261 | 52.1739 | 50 | 47.8261 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.7566 | 2.3775 | 1.2521 | 1.3997 | 1.3821 | 1.4589 |
Largest Winning Trade | 119418 | 119418 | 46072 | 267673 | 267673 | 234386 |
Largest Losing Trade | -40228 | -29231 | -40228 | -379903 | -379903 | -117167 |
Avg Bars in Trades | 77 | 57 | 98 | 77 | 57 | 98 |
Avg Bars in Winners | 111 | 71 | 149 | 111 | 71 | 149 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 7174 | 2640 | 4534 | 7174 | 2640 | 4534 |
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 | 419613 | 392742 | -106914 | -31377 | -88970 | -61028 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 4.13513 } }, "second_band": { "type": "jma", "factors": { "length": 4, "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": [ [ 477658.0797888814, 357563.5968798338, 120094.4829090475, 857330.599698425, 338506.5949525138, 518824.0047459112 ], [ 477.65808, 357.563597, 120.094483, 857.3306, 338.506595, 518.824005 ], [ 0.253702, 0.189916, 0.063787, 0.120055, 0.078544, 0.096855 ], [ 10, 10, 10, 10, 10, 10 ], [ -69597, -64177, -89127, -486923, -596588, -198616 ], [ 1.756579, 2.179419, 1.365952, 1.399662, 1.266954, 1.591518 ], [ 92, 46, 46, 92, 46, 46 ], [ 46, 22, 24, 46, 22, 24 ], [ 46, 24, 22, 46, 24, 22 ], [ 50, 47.826087, 52.173913, 50, 47.826087, 52.173913 ], [ 1.756579, 2.377548, 1.252122, 1.399662, 1.382131, 1.458892 ], [ 119418, 119418, 46072, 267673, 267673, 234386 ], [ -40228, -29231, -40228, -379903, -379903, -117167 ], [ 77, 57, 98, 77, 57, 98 ], [ 111, 71, 149, 111, 71, 149 ], [ 44, 44, 43, 44, 44, 43 ], [ 7174, 2640, 4534, 7174, 2640, 4534 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419613, 392742, -106914, -31377, -88970, -61028 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599307200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939775078, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 178, "offset": 0, "multiplier": 4.13513 } }, "second_band": { "type": "jma", "factors": { "length": 4, "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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