Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461718.0282 | 196315.519 | 265402.5091 | 2488101.0007 | 844021.3415 | 1644079.6593 |
Total P&L (%) | 461.718 | 196.3155 | 265.4025 | 2488.101 | 844.0213 | 1644.0797 |
Avg Daily Profit (%) | 0.2432 | 0.1034 | 0.1398 | 0.1715 | 0.1183 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67997 | -52687 | -56222 | -670447 | -345300 | -512272 |
Profit Factor | 2.5896 | 2.565 | 2.6084 | 1.9689 | 1.7097 | 2.1926 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 66.2338 | 64.1026 | 68.4211 | 66.2338 | 64.1026 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.3202 | 1.4364 | 1.2039 | 1.0038 | 0.9574 | 1.012 |
Largest Winning Trade | 57668 | 57668 | 38109 | 490679 | 490679 | 336184 |
Largest Losing Trade | -51221 | -43182 | -51221 | -319194 | -299654 | -319194 |
Avg Bars in Trades | 95 | 41 | 150 | 95 | 41 | 150 |
Avg Bars in Winners | 77 | 33 | 119 | 77 | 33 | 119 |
Avg Bars in Losers | 129 | 55 | 216 | 129 | 55 | 216 |
Bars Traded | 7316 | 1600 | 5716 | 7316 | 1600 | 5716 |
Profit Streak | 11.038 | 11.038 | 172.538 | 11.038 | 11.038 | 172.538 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30984 | -48662 | 44477 | -32378 | -31678 | 520599 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 159, "offset": 0, "multiplier": 2.82578 } }, "second_band": { "type": "dcl", "factors": { "length": 109, "offset": 114 } } }
{ "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": [ [ 461718.0281727675, 196315.5190329753, 265402.509139792, 2488101.0007142974, 844021.3414542668, 1644079.6592600318 ], [ 461.718028, 196.315519, 265.402509, 2488.101001, 844.021341, 1644.079659 ], [ 0.243201, 0.103406, 0.139796, 0.17152, 0.11832, 0.150696 ], [ 10, 10, 10, 10, 10, 10 ], [ -67997, -52687, -56222, -670447, -345300, -512272 ], [ 2.589635, 2.565013, 2.608352, 1.968927, 1.70967, 2.192592 ], [ 77, 39, 38, 77, 39, 38 ], [ 51, 25, 26, 51, 25, 26 ], [ 26, 14, 12, 26, 14, 12 ], [ 66.233766, 64.102564, 68.421053, 66.233766, 64.102564, 68.421053 ], [ 1.320206, 1.436407, 1.203855, 1.003767, 0.957415, 1.011965 ], [ 57668, 57668, 38109, 490679, 490679, 336184 ], [ -51221, -43182, -51221, -319194, -299654, -319194 ], [ 95, 41, 150, 95, 41, 150 ], [ 77, 33, 119, 77, 33, 119 ], [ 129, 55, 216, 129, 55, 216 ], [ 7316, 1600, 5716, 7316, 1600, 5716 ], [ 11.038029, 11.038029, 172.538029, 11.038029, 11.038029, 172.538029 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30984, -48662, 44477, -32378, -31678, 520599 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7594, "evaluation_days": 1898.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759280085716, "expiration_time": 1764176112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 159, "offset": 0, "multiplier": 2.82578 } }, "second_band": { "type": "dcl", "factors": { "length": 109, "offset": 114 } } }
# | 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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