Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459002.6076 | 317632.2699 | 141370.3377 | 423966.4551 | 642547.831 | -218581.3759 |
Total P&L (%) | 459.0026 | 317.6323 | 141.3703 | 423.9665 | 642.5478 | -218.5814 |
Avg Daily Profit (%) | 0.193 | 0.1336 | 0.0594 | 0.0697 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114258 | -80840 | -108186 | -1486233 | -953639 | -1117002 |
Profit Factor | 1.3474 | 1.5825 | 1.1822 | 1.0549 | 1.2051 | 0.9524 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Losing Trades | 158 | 75 | 83 | 158 | 75 | 83 |
Profitability (%) | 50.9317 | 53.4161 | 48.4472 | 50.9317 | 53.4161 | 48.4472 |
Ratio Avg Win / Avg Loss | 1.2981 | 1.3801 | 1.258 | 1.0163 | 1.051 | 1.0134 |
Largest Winning Trade | 42233 | 39842 | 42233 | 254279 | 252576 | 254279 |
Largest Losing Trade | -55689 | -48773 | -55689 | -574125 | -385262 | -574125 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 9288 | 4477 | 4811 | 9288 | 4477 | 4811 |
Profit Streak | 168.3374 | 177.3374 | 168.3374 | 168.3374 | 177.3374 | 168.3374 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409375 | -10941 | -133102 | -256613 | -78456 | -578568 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 2.86298 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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": [ [ 459002.6076215928, 317632.2699493889, 141370.337672204, 423966.4551083568, 642547.8310070123, -218581.3758986578 ], [ 459.002608, 317.63227, 141.370338, 423.966455, 642.547831, -218.581376 ], [ 0.193, 0.133557, 0.059443, 0.069666, 0.084338, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -114258, -80840, -108186, -1486233, -953639, -1117002 ], [ 1.34742, 1.582478, 1.18221, 1.054905, 1.205107, 0.95237 ], [ 322, 161, 161, 322, 161, 161 ], [ 164, 86, 78, 164, 86, 78 ], [ 158, 75, 83, 158, 75, 83 ], [ 50.931677, 53.416149, 48.447205, 50.931677, 53.416149, 48.447205 ], [ 1.298124, 1.380068, 1.257993, 1.016311, 1.050966, 1.013419 ], [ 42233, 39842, 42233, 254279, 252576, 254279 ], [ -55689, -48773, -55689, -574125, -385262, -574125 ], [ 28, 27, 29, 28, 27, 29 ], [ 27, 23, 32, 27, 23, 32 ], [ 30, 33, 27, 30, 33, 27 ], [ 9288, 4477, 4811, 9288, 4477, 4811 ], [ 168.337396, 177.337396, 168.337396, 168.337396, 177.337396, 168.337396 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 409375, -10941, -133102, -256613, -78456, -578568 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1545976800000, "last_datapoint_time": 1748217600000, "evaluation_time": 1760126751005, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 2.86298 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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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