Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222243.9016 | 145427.686 | 76816.2155 | 20594.2968 | 109320.0022 | -88725.7054 |
Total P&L (%) | 222.2439 | 145.4277 | 76.8162 | 20.5943 | 109.32 | -88.7257 |
Avg Daily Profit (%) | 0.1825 | 0.1194 | 0.0631 | 0.0154 | 0.0607 | -0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101689 | -62144 | -93474 | -147368 | -30846 | -174636 |
Profit Factor | 1.4453 | 1.6689 | 1.2727 | 1.0439 | 1.6994 | 0.7164 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 61.2245 | 61.2245 | 61.2245 | 61.2245 | 61.2245 | 61.2245 |
Ratio Avg Win / Avg Loss | 0.9154 | 1.057 | 0.8061 | 0.6611 | 1.0763 | 0.4537 |
Largest Winning Trade | 51510 | 51510 | 43067 | 42460 | 42460 | 22908 |
Largest Losing Trade | -79217 | -22355 | -79217 | -143948 | -20257 | -143948 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 3414 | 1560 | 1854 | 3414 | 1560 | 1854 |
Profit Streak | 21.8449 | 36.1782 | 21.8449 | 21.8449 | 36.1782 | 21.8449 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343439 | -29420 | -108341 | -349941 | -107692 | -578677 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 222, "multiplier": 2.77363 } }, "second_band": { "type": "jma", "factors": { "length": 163, "offset": 20 } } }
{ "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": [ [ 222243.9015787198, 145427.6860469876, 76816.2155317322, 20594.2968123271, 109320.0021943404, -88725.7053820132 ], [ 222.243902, 145.427686, 76.816216, 20.594297, 109.320002, -88.725705 ], [ 0.182516, 0.119431, 0.063085, 0.01538, 0.060683, -0.179087 ], [ 10, 10, 10, 10, 10, 10 ], [ -101689, -62144, -93474, -147368, -30846, -174636 ], [ 1.445312, 1.668926, 1.272717, 1.043892, 1.699359, 0.716428 ], [ 98, 49, 49, 98, 49, 49 ], [ 60, 30, 30, 60, 30, 30 ], [ 38, 19, 19, 38, 19, 19 ], [ 61.22449, 61.22449, 61.22449, 61.22449, 61.22449, 61.22449 ], [ 0.915364, 1.056986, 0.806054, 0.661132, 1.076261, 0.453738 ], [ 51510, 51510, 43067, 42460, 42460, 22908 ], [ -79217, -22355, -79217, -143948, -20257, -143948 ], [ 34, 31, 37, 34, 31, 37 ], [ 32, 28, 37, 32, 28, 37 ], [ 37, 37, 38, 37, 37, 38 ], [ 3414, 1560, 1854, 3414, 1560, 1854 ], [ 21.8449, 36.178233, 21.8449, 21.8449, 36.178233, 21.8449 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343439, -29420, -108341, -349941, -107692, -578677 ] ] }
{ "trading_pair": "OP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3653, "evaluation_days": 1217.67, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1659312000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759263399366, "expiration_time": 1762404192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 222, "multiplier": 2.77363 } }, "second_band": { "type": "jma", "factors": { "length": 163, "offset": 20 } } }
# | 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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