Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339263.2713 | 115200.6548 | 224062.6165 | -24986.9873 | 232286.4697 | -257273.4571 |
Total P&L (%) | 339.2633 | 115.2007 | 224.0626 | -24.987 | 232.2865 | -257.2735 |
Avg Daily Profit (%) | 0.2032 | 0.069 | 0.1342 | -0.0172 | 0.0719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170926 | -120791 | -101602 | -518456 | -36261 | -486688 |
Profit Factor | 1.5635 | 1.4029 | 1.7088 | 0.9606 | 3.3929 | 0.5203 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 63.3333 | 53.3333 | 73.3333 | 63.3333 | 53.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.9052 | 1.2275 | 0.6214 | 0.5561 | 2.9688 | 0.1892 |
Largest Winning Trade | 68046 | 64016 | 68046 | 204896 | 204896 | 89839 |
Largest Losing Trade | -92082 | -55791 | -92082 | -483401 | -18119 | -483401 |
Avg Bars in Trades | 54 | 59 | 48 | 54 | 59 | 48 |
Avg Bars in Winners | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Losers | 67 | 71 | 60 | 67 | 71 | 60 |
Bars Traded | 4881 | 2696 | 2185 | 4881 | 2696 | 2185 |
Profit Streak | 24.2295 | 0 | 26.5628 | 24.2295 | 0 | 26.5628 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376795 | -99601 | -9785 | -577987 | -89891 | -577145 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.3977 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 63, "poles": 2 } } }
{ "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": [ [ 339263.2712553144, 115200.6547846653, 224062.6164706491, -24986.987338876, 232286.4697167203, -257273.4570555963 ], [ 339.263271, 115.200655, 224.062616, -24.986987, 232.28647, -257.273457 ], [ 0.203192, 0.068996, 0.134196, -0.017218, 0.071946, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -170926, -120791, -101602, -518456, -36261, -486688 ], [ 1.563501, 1.402872, 1.708802, 0.960551, 3.392912, 0.520309 ], [ 90, 45, 45, 90, 45, 45 ], [ 57, 24, 33, 57, 24, 33 ], [ 33, 21, 12, 33, 21, 12 ], [ 63.333333, 53.333333, 73.333333, 63.333333, 53.333333, 73.333333 ], [ 0.905185, 1.227513, 0.621383, 0.556109, 2.968798, 0.189203 ], [ 68046, 64016, 68046, 204896, 204896, 89839 ], [ -92082, -55791, -92082, -483401, -18119, -483401 ], [ 54, 59, 48, 54, 59, 48 ], [ 46, 49, 44, 46, 49, 44 ], [ 67, 71, 60, 67, 71, 60 ], [ 4881, 2696, 2185, 4881, 2696, 2185 ], [ 24.229452, 0, 26.562785, 24.229452, 0, 26.562785 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376795, -99601, -9785, -577987, -89891, -577145 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5009, "evaluation_days": 1669.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1617580800000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760016624656, "expiration_time": 1764324576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 3.3977 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 63, "poles": 2 } } }
# | 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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