Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584881.0101 | 428953.8701 | 155927.1401 | 1191576.8924 | 901548.4484 | 290028.4441 |
Total P&L (%) | 584.881 | 428.9539 | 155.9271 | 1191.5769 | 901.5484 | 290.0284 |
Avg Daily Profit (%) | 0.3097 | 0.2271 | 0.0826 | 0.1356 | 0.1221 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154716 | -53938 | -193634 | -467806 | -140459 | -639497 |
Profit Factor | 1.7414 | 2.3707 | 1.3276 | 1.6561 | 2.417 | 1.2458 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 69.0647 | 69.5652 | 68.5714 | 69.0647 | 69.5652 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.78 | 1.0372 | 0.6085 | 0.7418 | 1.0574 | 0.571 |
Largest Winning Trade | 102419 | 102419 | 43954 | 293467 | 293467 | 232718 |
Largest Losing Trade | -58036 | -41170 | -58036 | -278993 | -140459 | -278993 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 52 | 48 | 56 | 52 | 48 | 56 |
Bars Traded | 5478 | 2627 | 2851 | 5478 | 2627 | 2851 |
Profit Streak | 46.2512 | 0 | 50.9179 | 46.2512 | 0 | 50.9179 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464245 | -87886 | -175350 | -7893 | -125277 | -189809 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.90047 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.80995 } } }
{ "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": [ [ 584881.0101231328, 428953.8700529834, 155927.1400701496, 1191576.8924443265, 901548.4483718249, 290028.4440725021 ], [ 584.88101, 428.95387, 155.92714, 1191.576892, 901.548448, 290.028444 ], [ 0.309679, 0.22712, 0.082559, 0.135555, 0.122072, 0.07209 ], [ 10, 10, 10, 10, 10, 10 ], [ -154716, -53938, -193634, -467806, -140459, -639497 ], [ 1.741401, 2.37072, 1.327616, 1.65608, 2.41696, 1.245797 ], [ 139, 69, 70, 139, 69, 70 ], [ 96, 48, 48, 96, 48, 48 ], [ 43, 21, 22, 43, 21, 22 ], [ 69.064748, 69.565217, 68.571429, 69.064748, 69.565217, 68.571429 ], [ 0.780003, 1.03719, 0.60849, 0.741786, 1.05742, 0.57099 ], [ 102419, 102419, 43954, 293467, 293467, 232718 ], [ -58036, -41170, -58036, -278993, -140459, -278993 ], [ 39, 38, 40, 39, 38, 40 ], [ 33, 33, 33, 33, 33, 33 ], [ 52, 48, 56, 52, 48, 56 ], [ 5478, 2627, 2851, 5478, 2627, 2851 ], [ 46.251202, 0, 50.917868, 46.251202, 0, 50.917869 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 464245, -87886, -175350, -7893, -125277, -189809 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5666, "evaluation_days": 1888.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759240903846, "expiration_time": 1764114624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.90047 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 2.80995 } } }
# | 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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