Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698420.5528 | 459715.8214 | 238704.7315 | 4765030.6055 | 3037399.5164 | 1727631.0892 |
Total P&L (%) | 698.4206 | 459.7158 | 238.7047 | 4765.0306 | 3037.3995 | 1727.6311 |
Avg Daily Profit (%) | 0.3703 | 0.2438 | 0.1266 | 0.2062 | 0.1829 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76497 | -51298 | -91758 | -3864376 | -3171353 | -2678526 |
Profit Factor | 1.9076 | 2.4957 | 1.5165 | 1.2332 | 1.3818 | 1.1385 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 55 | 55.7143 | 54.2857 | 55 | 55.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.5608 | 1.9838 | 1.2771 | 1.009 | 1.0983 | 0.9587 |
Largest Winning Trade | 71008 | 71008 | 48761 | 2022442 | 1566134 | 2022442 |
Largest Losing Trade | -64601 | -25887 | -64601 | -1845532 | -1346161 | -1845532 |
Avg Bars in Trades | 37 | 26 | 49 | 37 | 26 | 49 |
Avg Bars in Winners | 42 | 28 | 56 | 42 | 28 | 56 |
Avg Bars in Losers | 32 | 23 | 41 | 32 | 23 | 41 |
Bars Traded | 5309 | 1848 | 3461 | 5309 | 1848 | 3461 |
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 | 508831 | -80409 | -116268 | 316267 | -84686 | -155840 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.28481 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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": [ [ 698420.552810645, 459715.8213603884, 238704.7314502564, 4765030.605545635, 3037399.516365906, 1727631.0891797305 ], [ 698.420553, 459.715821, 238.704731, 4765.030606, 3037.399516, 1727.631089 ], [ 0.370318, 0.243752, 0.126567, 0.206186, 0.182881, 0.154181 ], [ 10, 10, 10, 10, 10, 10 ], [ -76497, -51298, -91758, -3864376, -3171353, -2678526 ], [ 1.907631, 2.495737, 1.516511, 1.233226, 1.381793, 1.138484 ], [ 140, 70, 70, 140, 70, 70 ], [ 77, 39, 38, 77, 39, 38 ], [ 63, 31, 32, 63, 31, 32 ], [ 55, 55.714286, 54.285714, 55, 55.714286, 54.285714 ], [ 1.560789, 1.983791, 1.277062, 1.009003, 1.098348, 0.958723 ], [ 71008, 71008, 48761, 2022442, 1566134, 2022442 ], [ -64601, -25887, -64601, -1845532, -1346161, -1845532 ], [ 37, 26, 49, 37, 26, 49 ], [ 42, 28, 56, 42, 28, 56 ], [ 32, 23, 41, 32, 23, 41 ], [ 5309, 1848, 3461, 5309, 1848, 3461 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 508831, -80409, -116268, 316267, -84686, -155840 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759001621029, "expiration_time": 1763877312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 240, "offset": 0, "multiplier": 3.28481 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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