Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437294.9079 | 312018.0188 | 125276.8891 | -131776.1126 | 286208.1706 | -417984.2832 |
Total P&L (%) | 437.2949 | 312.018 | 125.2769 | -131.7761 | 286.2082 | -417.9843 |
Avg Daily Profit (%) | 0.2014 | 0.1437 | 0.0577 | 0 | 0.0623 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200758 | -72859 | -255809 | -707524 | -15375 | -705005 |
Profit Factor | 1.4679 | 1.8645 | 1.2184 | 0.8347 | 6.4315 | 0.4387 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 126 | 62 | 64 | 66 | 35 | 31 |
Losing Trades | 57 | 29 | 28 | 117 | 56 | 61 |
Profitability (%) | 68.8525 | 68.1319 | 69.5652 | 36.0656 | 38.4615 | 33.6957 |
Ratio Avg Win / Avg Loss | 0.664 | 0.8721 | 0.533 | 1.4798 | 10.2905 | 0.8633 |
Largest Winning Trade | 61758 | 61758 | 40062 | 183623 | 183623 | 123254 |
Largest Losing Trade | -103828 | -43616 | -103828 | -502739 | -6117 | -502739 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 26 | 23 | 28 | 47 | 54 | 40 |
Avg Bars in Losers | 51 | 55 | 48 | 26 | 20 | 31 |
Bars Traded | 6263 | 3065 | 3198 | 6263 | 3065 | 3198 |
Profit Streak | 50.8663 | 0 | 84.8663 | 0 | 147.1996 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397541 | 68393 | -114481 | -583571 | -104713 | -587427 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.96724 } }, "second_band": { "type": "rma", "factors": { "length": 53, "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": [ [ 437294.9079308624, 312018.0188178357, 125276.8891130268, -131776.1125561724, 286208.1706146536, -417984.283170826 ], [ 437.294908, 312.018019, 125.276889, -131.776113, 286.208171, -417.984283 ], [ 0.201426, 0.143721, 0.057705, 0, 0.062258, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -200758, -72859, -255809, -707524, -15375, -705005 ], [ 1.467883, 1.864507, 1.218365, 0.834744, 6.431543, 0.438732 ], [ 183, 91, 92, 183, 91, 92 ], [ 126, 62, 64, 66, 35, 31 ], [ 57, 29, 28, 117, 56, 61 ], [ 68.852459, 68.131868, 69.565217, 36.065574, 38.461538, 33.695652 ], [ 0.664042, 0.872108, 0.533035, 1.479774, 10.290469, 0.863311 ], [ 61758, 61758, 40062, 183623, 183623, 123254 ], [ -103828, -43616, -103828, -502739, -6117, -502739 ], [ 34, 33, 34, 34, 33, 34 ], [ 26, 23, 28, 47, 54, 40 ], [ 51, 55, 48, 26, 20, 31 ], [ 6263, 3065, 3198, 6263, 3065, 3198 ], [ 50.866258, 0, 84.866258, 0, 147.199592, 0 ], [ 1, 0, 2, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397541, 68393, -114481, -583571, -104713, -587427 ] ] }
{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6513, "evaluation_days": 2171, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573459200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759524444735, "expiration_time": 1765134432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.96724 } }, "second_band": { "type": "rma", "factors": { "length": 53, "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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