Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216121.8785 | 178691.6948 | 37430.1837 | 149604.9882 | 103790.4687 | 45814.5195 |
Total P&L (%) | 216.1219 | 178.6917 | 37.4302 | 149.605 | 103.7905 | 45.8145 |
Avg Daily Profit (%) | 0.1987 | 0.1643 | 0.0344 | 0.0841 | 0.0655 | 0.0347 |
Buy And Hold Return (%) | 11.9328 | 11.9328 | 11.9328 | 11.9328 | 11.9328 | 11.9328 |
Max Trade Drawdown | -88305 | -84019 | -52497 | -127515 | -128136 | -78350 |
Profit Factor | 1.334 | 1.5427 | 1.1177 | 1.1754 | 1.2306 | 1.1137 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 55.4878 | 57.3171 | 53.6585 | 55.4878 | 57.3171 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.0701 | 1.1488 | 0.9653 | 0.9429 | 0.9164 | 0.9618 |
Largest Winning Trade | 50873 | 50873 | 22377 | 34525 | 34525 | 24513 |
Largest Losing Trade | -40127 | -32980 | -40127 | -62353 | -62353 | -41086 |
Avg Bars in Trades | 25 | 31 | 18 | 25 | 31 | 18 |
Avg Bars in Winners | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Losers | 22 | 32 | 13 | 22 | 32 | 13 |
Bars Traded | 4109 | 2584 | 1525 | 4109 | 2584 | 1525 |
Profit Streak | 8.8268 | 63.3268 | 8.8268 | 8.8268 | 63.3268 | 8.8268 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391243 | 243399 | -245628 | -106933 | -109641 | -249081 |
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.18055 } } }
{ "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": [ [ 216121.8784912254, 178691.6948173516, 37430.1836738739, 149604.9882477497, 103790.4687247432, 45814.5195230065 ], [ 216.121878, 178.691695, 37.430184, 149.604988, 103.790469, 45.81452 ], [ 0.198687, 0.164276, 0.034411, 0.084127, 0.06547, 0.03468 ], [ 11.932818, 11.932818, 11.932818, 11.932818, 11.932818, 11.932818 ], [ -88305, -84019, -52497, -127515, -128136, -78350 ], [ 1.333963, 1.542732, 1.117743, 1.175392, 1.230611, 1.11371 ], [ 164, 82, 82, 164, 82, 82 ], [ 91, 47, 44, 91, 47, 44 ], [ 73, 35, 38, 73, 35, 38 ], [ 55.487805, 57.317073, 53.658537, 55.487805, 57.317073, 53.658537 ], [ 1.070103, 1.148843, 0.965323, 0.942897, 0.916413, 0.96184 ], [ 50873, 50873, 22377, 34525, 34525, 24513 ], [ -40127, -32980, -40127, -62353, -62353, -41086 ], [ 25, 31, 18, 25, 31, 18 ], [ 27, 30, 23, 27, 30, 23 ], [ 22, 32, 13, 22, 32, 13 ], [ 4109, 2584, 1525, 4109, 2584, 1525 ], [ 8.826754, 63.326754, 8.826754, 8.826754, 63.326754, 8.826754 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391243, 243399, -245628, -106933, -109641, -249081 ] ] }
{ "trading_pair": "APT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4351, "evaluation_days": 1087.75, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669377600000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760104231553, "expiration_time": 1762917048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 208, "offset": 0, "multiplier": 3.18055 } } }
# | 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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