Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087567.4645 | 1098637.0456 | -11069.581 | 304544.3587 | 470373.2273 | -165828.8686 |
Total P&L (%) | 1087.5675 | 1098.637 | -11.0696 | 304.5444 | 470.3732 | -165.8289 |
Avg Daily Profit (%) | 0.5027 | 0.5078 | -0.0051 | 0.0646 | 0.0805 | 0 |
Buy And Hold Return (%) | 487.2033 | 487.2033 | 487.2033 | 487.2033 | 487.2033 | 487.2033 |
Max Trade Drawdown | -189788 | -137865 | -78207 | -2744751 | -2053145 | -775233 |
Profit Factor | 2.583 | 3.3948 | 0.9515 | 1.0492 | 1.1058 | 0.9046 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 43.75 | 47.9167 | 39.5833 | 43.75 | 47.9167 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.321 | 3.69 | 1.4523 | 1.349 | 1.2019 | 1.3807 |
Largest Winning Trade | 842391 | 842391 | 22245 | 1151158 | 1151158 | 335333 |
Largest Losing Trade | -47027 | -47027 | -26481 | -789380 | -789380 | -267693 |
Avg Bars in Trades | 65 | 117 | 13 | 65 | 117 | 13 |
Avg Bars in Winners | 82 | 142 | 10 | 82 | 142 | 10 |
Avg Bars in Losers | 52 | 94 | 16 | 52 | 94 | 16 |
Bars Traded | 6302 | 5640 | 662 | 6302 | 5640 | 662 |
Profit Streak | 12.5376 | 0 | 77.2043 | 12.5376 | 0 | 77.2043 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311419 | 405013 | -581831 | -440337 | -356106 | -581831 |
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{ "first_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 3.33956 } } }
{ "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": [ [ 1087567.4645354566, 1098637.0455819967, -11069.5810465398, 304544.3587457728, 470373.2273472451, -165828.868601472 ], [ 1087.567465, 1098.637046, -11.069581, 304.544359, 470.373227, -165.828869 ], [ 0.502728, 0.507845, -0.005117, 0.064625, 0.080516, 0 ], [ 487.203302, 487.203302, 487.203302, 487.203302, 487.203302, 487.203302 ], [ -189788, -137865, -78207, -2744751, -2053145, -775233 ], [ 2.582999, 3.394801, 0.951507, 1.049242, 1.105792, 0.904613 ], [ 96, 48, 48, 96, 48, 48 ], [ 42, 23, 19, 42, 23, 19 ], [ 54, 25, 29, 54, 25, 29 ], [ 43.75, 47.916667, 39.583333, 43.75, 47.916667, 39.583333 ], [ 3.320999, 3.690001, 1.4523, 1.349025, 1.201948, 1.380724 ], [ 842391, 842391, 22245, 1151158, 1151158, 335333 ], [ -47027, -47027, -26481, -789380, -789380, -267693 ], [ 65, 117, 13, 65, 117, 13 ], [ 82, 142, 10, 82, 142, 10 ], [ 52, 94, 16, 52, 94, 16 ], [ 6302, 5640, 662, 6302, 5640, 662 ], [ 12.537634, 0, 77.204301, 12.537634, 0, 77.204301 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311419, 405013, -581831, -440337, -356106, -581831 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6490, "evaluation_days": 2163.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575475200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758862451579, "expiration_time": 1764452160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 3.33956 } } }
# | 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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