Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465057.2345 | 344320.6384 | 120736.5961 | 182467.4604 | -414651.6877 | 597119.1481 |
Total P&L (%) | 465.0572 | 344.3206 | 120.7366 | 182.4675 | -414.6517 | 597.1191 |
Avg Daily Profit (%) | 0.2445 | 0.181 | 0.0635 | 0.0546 | 0 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193593 | -178396 | -100170 | -1712548 | -1783880 | -428631 |
Profit Factor | 1.3482 | 1.4794 | 1.1956 | 1.0263 | 0.901 | 1.2164 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 50 | 50.365 | 49.635 | 50 | 50.365 | 49.635 |
Ratio Avg Win / Avg Loss | 1.3482 | 1.4579 | 1.2132 | 1.0263 | 0.888 | 1.2343 |
Largest Winning Trade | 206542 | 206542 | 39896 | 486982 | 486982 | 388929 |
Largest Losing Trade | -38017 | -38017 | -29998 | -651105 | -651105 | -171836 |
Avg Bars in Trades | 27 | 33 | 20 | 27 | 33 | 20 |
Avg Bars in Winners | 33 | 37 | 28 | 33 | 37 | 28 |
Avg Bars in Losers | 21 | 28 | 13 | 21 | 28 | 13 |
Bars Traded | 7421 | 4572 | 2849 | 7421 | 4572 | 2849 |
Profit Streak | 538.3437 | 538.3437 | 546.3437 | 538.3437 | 538.3437 | 546.3437 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411338 | 326842 | -112608 | -308588 | -580337 | -55720 |
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{ "first_band": { "type": "sma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 2.88009 } } }
{ "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": [ [ 465057.2345288644, 344320.6384125149, 120736.5961163504, 182467.4603980382, -414651.6876767045, 597119.148074743 ], [ 465.057235, 344.320638, 120.736596, 182.46746, -414.651688, 597.119148 ], [ 0.24451, 0.181031, 0.063479, 0.05461, 0, 0.102144 ], [ 10, 10, 10, 10, 10, 10 ], [ -193593, -178396, -100170, -1712548, -1783880, -428631 ], [ 1.348226, 1.479352, 1.19562, 1.02626, 0.901016, 1.216392 ], [ 274, 137, 137, 274, 137, 137 ], [ 137, 69, 68, 137, 69, 68 ], [ 137, 68, 69, 137, 68, 69 ], [ 50, 50.364964, 49.635036, 50, 50.364964, 49.635036 ], [ 1.348226, 1.457912, 1.213203, 1.02626, 0.887958, 1.234281 ], [ 206542, 206542, 39896, 486982, 486982, 388929 ], [ -38017, -38017, -29998, -651105, -651105, -171836 ], [ 27, 33, 20, 27, 33, 20 ], [ 33, 37, 28, 33, 37, 28 ], [ 21, 28, 13, 21, 28, 13 ], [ 7421, 4572, 2849, 7421, 4572, 2849 ], [ 538.343748, 538.343748, 546.343748, 538.343748, 538.343748, 546.343748 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411338, 326842, -112608, -308588, -580337, -55720 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557489600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759457699838, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 2.88009 } } }
# | 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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