Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637811.5943 | 480101.6527 | 157709.9416 | 651180.9275 | 355521.9702 | 295658.9573 |
Total P&L (%) | 637.8116 | 480.1017 | 157.7099 | 651.1809 | 355.522 | 295.659 |
Avg Daily Profit (%) | 0.3355 | 0.2525 | 0.0829 | 0.1061 | 0.0798 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226328 | -93189 | -169400 | -768270 | -492944 | -435585 |
Profit Factor | 1.4279 | 1.6706 | 1.2036 | 1.1378 | 1.1406 | 1.1346 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Losing Trades | 167 | 81 | 86 | 167 | 81 | 86 |
Profitability (%) | 52.6912 | 54.2373 | 51.1364 | 52.6912 | 54.2373 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.2821 | 1.4095 | 1.1501 | 1.0216 | 0.9624 | 1.0842 |
Largest Winning Trade | 232424 | 232424 | 37822 | 448597 | 448597 | 174536 |
Largest Losing Trade | -45240 | -45240 | -44095 | -252880 | -252880 | -246863 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 11128 | 5636 | 5492 | 11128 | 5636 | 5492 |
Profit Streak | 0 | 0 | 495.097 | 0 | 0 | 495.097 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441203 | 397583 | -81617 | -117605 | -153005 | -167647 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 204, "offset": 0, "multiplier": 2.66723 } } }
{ "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": [ [ 637811.5942911942, 480101.6527086339, 157709.9415825601, 651180.9274501477, 355521.9701790245, 295658.957271123 ], [ 637.811594, 480.101653, 157.709942, 651.180927, 355.52197, 295.658957 ], [ 0.335455, 0.252508, 0.082947, 0.106112, 0.07978, 0.072364 ], [ 10, 10, 10, 10, 10, 10 ], [ -226328, -93189, -169400, -768270, -492944, -435585 ], [ 1.427943, 1.670571, 1.203641, 1.137849, 1.140637, 1.134639 ], [ 353, 177, 176, 353, 177, 176 ], [ 186, 96, 90, 186, 96, 90 ], [ 167, 81, 86, 167, 81, 86 ], [ 52.691218, 54.237288, 51.136364, 52.691218, 54.237288, 51.136364 ], [ 1.282078, 1.409544, 1.150145, 1.021617, 0.962413, 1.084211 ], [ 232424, 232424, 37822, 448597, 448597, 174536 ], [ -45240, -45240, -44095, -252880, -252880, -246863 ], [ 31, 31, 31, 31, 31, 31 ], [ 37, 36, 38, 37, 36, 38 ], [ 24, 25, 24, 24, 25, 24 ], [ 11128, 5636, 5492, 11128, 5636, 5492 ], [ 0, 0, 495.097003, 0, 0, 495.097003 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441203, 397583, -81617, -117605, -153005, -167647 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556424000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112381090, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 204, "offset": 0, "multiplier": 2.66723 } } }
# | 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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