Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442627.9539 | 197962.6374 | 244665.3165 | 467449.2903 | -30233.3704 | 497682.6607 |
Total P&L (%) | 442.628 | 197.9626 | 244.6653 | 467.4493 | -30.2334 | 497.6827 |
Avg Daily Profit (%) | 0.266 | 0.119 | 0.147 | 0.1044 | -0.0216 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61260 | -74867 | -50434 | -491998 | -404277 | -309235 |
Profit Factor | 1.6438 | 1.4807 | 1.8874 | 1.2035 | 0.9773 | 1.5162 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 52.9412 | 48.3333 | 57.6271 | 52.9412 | 48.3333 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.4612 | 1.5829 | 1.3878 | 1.0698 | 1.0447 | 1.1149 |
Largest Winning Trade | 105325 | 105325 | 67724 | 363498 | 300869 | 363498 |
Largest Losing Trade | -42090 | -42090 | -40067 | -297863 | -169870 | -297863 |
Avg Bars in Trades | 39 | 17 | 62 | 39 | 17 | 62 |
Avg Bars in Winners | 50 | 17 | 79 | 50 | 17 | 79 |
Avg Bars in Losers | 27 | 18 | 38 | 27 | 18 | 38 |
Bars Traded | 4737 | 1071 | 3666 | 4737 | 1071 | 3666 |
Profit Streak | 0 | 0 | 135.5994 | 0 | 0 | 135.5994 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391826 | -201433 | -169020 | -53441 | -748662 | -222795 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.8378 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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": [ [ 442627.9538840189, 197962.6373632372, 244665.316520782, 467449.2903242637, -30233.3704076009, 497682.6607318645 ], [ 442.627954, 197.962637, 244.665317, 467.44929, -30.23337, 497.682661 ], [ 0.266002, 0.118968, 0.147034, 0.10438, -0.021633, 0.107503 ], [ 10, 10, 10, 10, 10, 10 ], [ -61260, -74867, -50434, -491998, -404277, -309235 ], [ 1.643829, 1.480732, 1.887436, 1.203477, 0.977323, 1.516223 ], [ 119, 60, 59, 119, 60, 59 ], [ 63, 29, 34, 63, 29, 34 ], [ 56, 31, 25, 56, 31, 25 ], [ 52.941176, 48.333333, 57.627119, 52.941176, 48.333333, 57.627119 ], [ 1.461181, 1.582852, 1.387821, 1.069757, 1.044725, 1.11487 ], [ 105325, 105325, 67724, 363498, 300869, 363498 ], [ -42090, -42090, -40067, -297863, -169870, -297863 ], [ 39, 17, 62, 39, 17, 62 ], [ 50, 17, 79, 50, 17, 79 ], [ 27, 18, 38, 27, 18, 38 ], [ 4737, 1071, 3666, 4737, 1071, 3666 ], [ 0, 0, 135.599356, 0, 0, 135.599356 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391826, -201433, -169020, -53441, -748662, -222795 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616860800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759530184356, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 4.8378 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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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