Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696635.8291 | 525561.6629 | 171074.1662 | 6796638.6989 | 5325944.969 | 1470693.7299 |
Total P&L (%) | 696.6358 | 525.5617 | 171.0742 | 6796.6387 | 5325.945 | 1470.6937 |
Avg Daily Profit (%) | 0.2911 | 0.2196 | 0.0715 | 0.1771 | 0.167 | 0.1152 |
Buy And Hold Return (%) | 74.7046 | 74.7046 | 74.7046 | 74.7046 | 74.7046 | 74.7046 |
Max Trade Drawdown | -71555 | -58538 | -74584 | -1254209 | -1177849 | -874508 |
Profit Factor | 2.614 | 4.0575 | 1.6587 | 2.3146 | 3.1564 | 1.5446 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Profitability (%) | 56.9444 | 66.6667 | 47.2222 | 56.9444 | 66.6667 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9765 | 2.0287 | 1.8538 | 1.75 | 1.5782 | 1.7263 |
Largest Winning Trade | 137749 | 137749 | 69957 | 3624575 | 3624575 | 962301 |
Largest Losing Trade | -38802 | -21030 | -38802 | -493098 | -412130 | -493098 |
Avg Bars in Trades | 63 | 40 | 86 | 63 | 40 | 86 |
Avg Bars in Winners | 76 | 39 | 128 | 76 | 39 | 128 |
Avg Bars in Losers | 45 | 41 | 48 | 45 | 41 | 48 |
Bars Traded | 4548 | 1446 | 3102 | 4548 | 1446 | 3102 |
Profit Streak | 45.4533 | 281.4533 | 0 | 45.4533 | 281.4533 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68241 | 663712 | -100383 | -69794 | 608942 | -37240 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.35396 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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": [ [ 696635.8290626428, 525561.6629126228, 171074.1661500197, 6796638.698925375, 5325944.969038948, 1470693.7298864278 ], [ 696.635829, 525.561663, 171.074166, 6796.638699, 5325.944969, 1470.69373 ], [ 0.291114, 0.219625, 0.071489, 0.177073, 0.167034, 0.115156 ], [ 74.704619, 74.704619, 74.704619, 74.704619, 74.704619, 74.704619 ], [ -71555, -58538, -74584, -1254209, -1177849, -874508 ], [ 2.614047, 4.05748, 1.658701, 2.31457, 3.156402, 1.544619 ], [ 72, 36, 36, 72, 36, 36 ], [ 41, 24, 17, 41, 24, 17 ], [ 31, 12, 19, 31, 12, 19 ], [ 56.944444, 66.666667, 47.222222, 56.944444, 66.666667, 47.222222 ], [ 1.976475, 2.02874, 1.853843, 1.750041, 1.578201, 1.726339 ], [ 137749, 137749, 69957, 3624575, 3624575, 962301 ], [ -38802, -21030, -38802, -493098, -412130, -493098 ], [ 63, 40, 86, 63, 40, 86 ], [ 76, 39, 128, 76, 39, 128 ], [ 45, 41, 48, 45, 41, 48 ], [ 4548, 1446, 3102, 4548, 1446, 3102 ], [ 45.453267, 281.453267, 0, 45.453267, 281.453267, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68241, 663712, -100383, -69794, 608942, -37240 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 2393, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1558396800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759877562277, "expiration_time": 1766041056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.35396 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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