Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037807.6178 | 1006967.7248 | 30839.893 | 730284.041 | 938457.2663 | -208173.2254 |
Total P&L (%) | 1037.8076 | 1006.9677 | 30.8399 | 730.284 | 938.4573 | -208.1732 |
Avg Daily Profit (%) | 0.4777 | 0.4635 | 0.0142 | 0.0975 | 0.1078 | 0 |
Buy And Hold Return (%) | 294.6531 | 294.6531 | 294.6531 | 294.6531 | 294.6531 | 294.6531 |
Max Trade Drawdown | -212873 | -99019 | -149239 | -2143615 | -1321277 | -1200721 |
Profit Factor | 2.6367 | 4.5878 | 1.0873 | 1.1136 | 1.3055 | 0.938 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 42 | 38 | 46 | 42 | 38 | 46 |
Ratio Avg Win / Avg Loss | 3.6412 | 7.4853 | 1.2764 | 1.5378 | 2.13 | 1.1011 |
Largest Winning Trade | 743796 | 743796 | 57522 | 1210295 | 1210295 | 524732 |
Largest Losing Trade | -56312 | -35813 | -56312 | -796926 | -508976 | -796926 |
Avg Bars in Trades | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Winners | 69 | 93 | 50 | 69 | 93 | 50 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 4075 | 2479 | 1596 | 4075 | 2479 | 1596 |
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 | 358141 | -169679 | -645806 | -163437 | -235119 | -760722 |
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{ "first_band": { "type": "dema", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 1.825 } } }
{ "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": [ [ 1037807.6178142556, 1006967.7247680943, 30839.8930461611, 730284.0409534302, 938457.2663447347, -208173.225391305 ], [ 1037.807618, 1006.967725, 30.839893, 730.284041, 938.457266, -208.173225 ], [ 0.477702, 0.463506, 0.014196, 0.097474, 0.107783, 0 ], [ 294.653087, 294.653087, 294.653087, 294.653087, 294.653087, 294.653087 ], [ -212873, -99019, -149239, -2143615, -1321277, -1200721 ], [ 2.636708, 4.587785, 1.087262, 1.113588, 1.305485, 0.937992 ], [ 100, 50, 50, 100, 50, 50 ], [ 42, 19, 23, 42, 19, 23 ], [ 58, 31, 27, 58, 31, 27 ], [ 42, 38, 46, 42, 38, 46 ], [ 3.641168, 7.485334, 1.276351, 1.537812, 2.130001, 1.101121 ], [ 743796, 743796, 57522, 1210295, 1210295, 524732 ], [ -56312, -35813, -56312, -796926, -508976, -796926 ], [ 40, 49, 31, 40, 49, 31 ], [ 69, 93, 50, 69, 93, 50 ], [ 19, 22, 16, 19, 22, 16 ], [ 4075, 2479, 1596, 4075, 2479, 1596 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358141, -169679, -645806, -163437, -235119, -760722 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4345, "evaluation_days": 2172.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1581292800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759658216879, "expiration_time": 1765253520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 1.825 } } }
# | 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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