Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431364.9136 | 249735.5578 | 181629.3558 | 1266304.7573 | 1140972.3103 | 125332.447 |
Total P&L (%) | 431.3649 | 249.7356 | 181.6294 | 1266.3048 | 1140.9723 | 125.3324 |
Avg Daily Profit (%) | 0.2546 | 0.1474 | 0.1072 | 0.1545 | 0.1488 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56135 | -43784 | -41752 | -673921 | -226036 | -642603 |
Profit Factor | 2.0948 | 2.438 | 1.8244 | 1.6277 | 2.3814 | 1.1052 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50 | 54.2857 | 45.7143 | 50 | 54.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0948 | 2.053 | 2.1664 | 1.6277 | 2.0054 | 1.3124 |
Largest Winning Trade | 87941 | 87941 | 63460 | 344144 | 335639 | 344144 |
Largest Losing Trade | -41206 | -20425 | -41206 | -311812 | -212531 | -311812 |
Avg Bars in Trades | 93 | 63 | 123 | 93 | 63 | 123 |
Avg Bars in Winners | 133 | 71 | 207 | 133 | 71 | 207 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 6540 | 2214 | 4326 | 6540 | 2214 | 4326 |
Profit Streak | 7.5137 | 51.5137 | 0 | 7.5137 | 51.5137 | 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 | -86027 | 357786 | -48062 | -87368 | 433994 | -235349 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 4.66306 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 431364.9136498544, 249735.5578238625, 181629.3558259921, 1266304.7572874906, 1140972.3103276566, 125332.4469598339 ], [ 431.364914, 249.735558, 181.629356, 1266.304757, 1140.97231, 125.332447 ], [ 0.254643, 0.147424, 0.107219, 0.15447, 0.148781, 0.047969 ], [ 10, 10, 10, 10, 10, 10 ], [ -56135, -43784, -41752, -673921, -226036, -642603 ], [ 2.094838, 2.437964, 1.824367, 1.627658, 2.381423, 1.105183 ], [ 70, 35, 35, 70, 35, 35 ], [ 35, 19, 16, 35, 19, 16 ], [ 35, 16, 19, 35, 16, 19 ], [ 50, 54.285714, 45.714286, 50, 54.285714, 45.714286 ], [ 2.094838, 2.053023, 2.166436, 1.627658, 2.005409, 1.312404 ], [ 87941, 87941, 63460, 344144, 335639, 344144 ], [ -41206, -20425, -41206, -311812, -212531, -311812 ], [ 93, 63, 123, 93, 63, 123 ], [ 133, 71, 207, 133, 71, 207 ], [ 53, 53, 53, 53, 53, 53 ], [ 6540, 2214, 4326, 6540, 2214, 4326 ], [ 7.513679, 51.513679, 0, 7.513679, 51.513679, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86027, 357786, -48062, -87368, 433994, -235349 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6776, "evaluation_days": 1694, "actual_first_datapoint_time": 1613714400000, "first_datapoint_time": 1615701600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760077181889, "expiration_time": 1764445248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 92, "offset": 0, "multiplier": 4.66306 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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