Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489580.5613 | 416840.5731 | 72739.9883 | -51071.5791 | 141389.2631 | -192460.8423 |
Total P&L (%) | 489.5806 | 416.8406 | 72.74 | -51.0716 | 141.3893 | -192.4608 |
Avg Daily Profit (%) | 0.2594 | 0.2209 | 0.0385 | -0.0379 | 0.0467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160782 | -57562 | -195784 | -158924 | -28102 | -222437 |
Profit Factor | 1.443 | 1.9211 | 1.1114 | 0.908 | 1.9466 | 0.5256 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 52.6627 | 55.2941 | 50 | 52.6627 | 55.2941 | 50 |
Ratio Avg Win / Avg Loss | 1.297 | 1.5532 | 1.1114 | 0.8162 | 1.5738 | 0.5256 |
Largest Winning Trade | 102419 | 102419 | 50965 | 44493 | 44493 | 37679 |
Largest Losing Trade | -95590 | -36603 | -95590 | -78701 | -28102 | -78701 |
Avg Bars in Trades | 33 | 24 | 41 | 33 | 24 | 41 |
Avg Bars in Winners | 35 | 25 | 47 | 35 | 25 | 47 |
Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
Bars Traded | 5581 | 2063 | 3518 | 5581 | 2063 | 3518 |
Profit Streak | 7.002 | 7.002 | 72.6686 | 7.002 | 7.002 | 72.6686 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412932 | 459671 | -238716 | -578393 | -125517 | -580140 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.70611 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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": [ [ 489580.5613038669, 416840.573051617, 72739.9882522498, -51071.5791266321, 141389.2631327044, -192460.8422593366 ], [ 489.580561, 416.840573, 72.739988, -51.071579, 141.389263, -192.460842 ], [ 0.259404, 0.220863, 0.038541, -0.037867, 0.046703, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160782, -57562, -195784, -158924, -28102, -222437 ], [ 1.442959, 1.921071, 1.111447, 0.907983, 1.946593, 0.525559 ], [ 169, 85, 84, 169, 85, 84 ], [ 89, 47, 42, 89, 47, 42 ], [ 80, 38, 42, 80, 38, 42 ], [ 52.662722, 55.294118, 50, 52.662722, 55.294118, 50 ], [ 1.297042, 1.553207, 1.111447, 0.816165, 1.573841, 0.525559 ], [ 102419, 102419, 50965, 44493, 44493, 37679 ], [ -95590, -36603, -95590, -78701, -28102, -78701 ], [ 33, 24, 41, 33, 24, 41 ], [ 35, 25, 47, 35, 25, 47 ], [ 29, 22, 36, 29, 22, 36 ], [ 5581, 2063, 3518, 5581, 2063, 3518 ], [ 7.001966, 7.001966, 72.668633, 7.001966, 7.001966, 72.668633 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412932, 459671, -238716, -578393, -125517, -580140 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5662, "evaluation_days": 1887.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597593600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132969863, "expiration_time": 1763995968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 3.70611 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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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