Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586226.2463 | 438245.7605 | 147980.4858 | 657195.2214 | 500611.4974 | 156583.724 |
Total P&L (%) | 586.2262 | 438.2458 | 147.9805 | 657.1952 | 500.6115 | 156.5837 |
Avg Daily Profit (%) | 0.3113 | 0.2327 | 0.0786 | 0.1076 | 0.0953 | 0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88896 | -55931 | -88140 | -699657 | -428270 | -399394 |
Profit Factor | 1.7263 | 2.232 | 1.3278 | 1.2117 | 1.4152 | 1.0825 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 60 | 58.4615 | 61.5385 | 60 | 58.4615 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1509 | 1.5859 | 0.8299 | 0.8078 | 1.0055 | 0.6766 |
Largest Winning Trade | 235109 | 235109 | 50767 | 318074 | 262305 | 318074 |
Largest Losing Trade | -64258 | -28429 | -64258 | -305641 | -154206 | -305641 |
Avg Bars in Trades | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Winners | 26 | 19 | 33 | 26 | 19 | 33 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 3515 | 1391 | 2124 | 3515 | 1391 | 2124 |
Profit Streak | 61.2403 | 61.2403 | 140.2403 | 61.2403 | 61.2403 | 140.2403 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505597 | -117597 | -218268 | -48190 | -194342 | -386347 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 2.77084 } }, "second_band": { "type": "tema", "factors": { "length": 101, "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": [ [ 586226.2462945541, 438245.7604530491, 147980.485841505, 657195.2213776791, 500611.4974230364, 156583.7239546426 ], [ 586.226246, 438.24576, 147.980486, 657.195221, 500.611497, 156.583724 ], [ 0.311326, 0.232738, 0.078588, 0.10757, 0.095254, 0.050054 ], [ 10, 10, 10, 10, 10, 10 ], [ -88896, -55931, -88140, -699657, -428270, -399394 ], [ 1.726292, 2.23201, 1.327801, 1.211736, 1.415164, 1.082498 ], [ 130, 65, 65, 130, 65, 65 ], [ 78, 38, 40, 78, 38, 40 ], [ 52, 27, 25, 52, 27, 25 ], [ 60, 58.461538, 61.538462, 60, 58.461538, 61.538462 ], [ 1.150861, 1.585902, 0.829876, 0.807824, 1.005511, 0.676561 ], [ 235109, 235109, 50767, 318074, 262305, 318074 ], [ -64258, -28429, -64258, -305641, -154206, -305641 ], [ 27, 21, 32, 27, 21, 32 ], [ 26, 19, 33, 26, 19, 33 ], [ 28, 24, 32, 28, 24, 32 ], [ 3515, 1391, 2124, 3515, 1391, 2124 ], [ 61.240268, 61.240268, 140.240268, 61.240268, 61.240268, 140.240268 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 505597, -117597, -218268, -48190, -194342, -386347 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758995159170, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 124, "offset": 0, "multiplier": 2.77084 } }, "second_band": { "type": "tema", "factors": { "length": 101, "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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