Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1957615.9611 | 2077864.382 | -120248.4209 | -109852.3259 | 357151.5174 | -467003.8434 |
Total P&L (%) | 1957.616 | 2077.8644 | -120.2484 | -109.8523 | 357.1515 | -467.0038 |
Avg Daily Profit (%) | 0.8423 | 0.8941 | -0.0517 | 0 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323922 | -191673 | -181198 | -475993 | -91869 | -458218 |
Profit Factor | 3.2653 | 6.7931 | 0.7621 | 0.8546 | 2.8284 | 0.1666 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 14 | 17 | 42 | 24 | 18 |
Losing Trades | 44 | 24 | 20 | 33 | 14 | 19 |
Profitability (%) | 41.3333 | 36.8421 | 45.9459 | 56 | 63.1579 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.6347 | 11.6454 | 0.8966 | 0.6715 | 1.6499 | 0.1759 |
Largest Winning Trade | 2075324 | 2075324 | 73546 | 288679 | 288679 | 63339 |
Largest Losing Trade | -112976 | -46879 | -112976 | -294886 | -91869 | -294886 |
Avg Bars in Trades | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Winners | 85 | 77 | 93 | 47 | 42 | 54 |
Avg Bars in Losers | 37 | 26 | 50 | 69 | 49 | 85 |
Bars Traded | 4297 | 1708 | 2589 | 4297 | 1708 | 2589 |
Profit Streak | 79.0998 | 119.5998 | 79.0998 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43740 | 648858 | -581385 | -641000 | -98463 | -581298 |
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{ "first_band": { "type": "vwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 2.64018 } } }
{ "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": [ [ 1957615.9611059446, 2077864.3820388876, -120248.4209329419, -109852.3259253699, 357151.5174324635, -467003.8433578333 ], [ 1957.615961, 2077.864382, -120.248421, -109.852326, 357.151517, -467.003843 ], [ 0.842348, 0.89409, -0.051742, 0, 0.065419, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -323922, -191673, -181198, -475993, -91869, -458218 ], [ 3.265329, 6.793125, 0.762113, 0.854634, 2.828384, 0.166597 ], [ 75, 38, 37, 75, 38, 37 ], [ 31, 14, 17, 42, 24, 18 ], [ 44, 24, 20, 33, 14, 19 ], [ 41.333333, 36.842105, 45.945946, 56, 63.157895, 48.648649 ], [ 4.634661, 11.645357, 0.896604, 0.671498, 1.649891, 0.175852 ], [ 2075324, 2075324, 73546, 288679, 288679, 63339 ], [ -112976, -46879, -112976, -294886, -91869, -294886 ], [ 57, 44, 69, 57, 44, 69 ], [ 85, 77, 93, 47, 42, 54 ], [ 37, 26, 50, 69, 49, 85 ], [ 4297, 1708, 2589, 4297, 1708, 2589 ], [ 79.099809, 119.599809, 79.099809, 0, 0, 0 ], [ 5, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -43740, 648858, -581385, -641000, -98463, -581298 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4648, "evaluation_days": 2324, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565740800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760106223492, "expiration_time": 1766121408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 2.64018 } } }
# | 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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