Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342740.9492 | 148703.0719 | 194037.8773 | -2947999.5733 | -180638.8895 | -2767360.6837 |
Total P&L (%) | 342.7409 | 148.7031 | 194.0379 | -2947.9996 | -180.6389 | -2767.3607 |
Avg Daily Profit (%) | 0.205 | 0.0889 | 0.116 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240709 | -99789 | -190097 | -3610651 | -1009629 | -3055819 |
Profit Factor | 1.5269 | 1.6552 | 1.4582 | 0.5973 | 0.9091 | 0.4813 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 88 | 45 | 43 | 51 | 26 | 25 |
Losing Trades | 47 | 23 | 24 | 84 | 42 | 42 |
Profitability (%) | 65.1852 | 66.1765 | 64.1791 | 37.7778 | 38.2353 | 37.3134 |
Ratio Avg Win / Avg Loss | 0.8155 | 0.846 | 0.8139 | 0.9839 | 1.4685 | 0.8086 |
Largest Winning Trade | 76996 | 76996 | 60083 | 717771 | 173079 | 717771 |
Largest Losing Trade | -187731 | -40686 | -187731 | -1111192 | -273089 | -1111192 |
Avg Bars in Trades | 144 | 68 | 222 | 144 | 68 | 222 |
Avg Bars in Winners | 122 | 53 | 194 | 172 | 101 | 247 |
Avg Bars in Losers | 187 | 97 | 272 | 127 | 48 | 207 |
Bars Traded | 19552 | 4661 | 14891 | 19552 | 4661 | 14891 |
Profit Streak | 34.0225 | 41.5225 | 34.0225 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404614 | -179968 | -152995 | -585173 | -693144 | -702669 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.65551 } }, "second_band": { "type": "dcl", "factors": { "length": 164, "offset": 161 } } }
{ "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": [ [ 342740.9492253287, 148703.0718935242, 194037.8773318045, -2947999.573275531, -180638.8895445774, -2767360.6837309543 ], [ 342.740949, 148.703072, 194.037877, -2947.999573, -180.63889, -2767.360684 ], [ 0.204979, 0.088933, 0.116046, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -240709, -99789, -190097, -3610651, -1009629, -3055819 ], [ 1.526928, 1.655152, 1.458202, 0.597348, 0.909058, 0.481297 ], [ 135, 68, 67, 135, 68, 67 ], [ 88, 45, 43, 51, 26, 25 ], [ 47, 23, 24, 84, 42, 42 ], [ 65.185185, 66.176471, 64.179104, 37.777778, 38.235294, 37.313433 ], [ 0.815518, 0.845966, 0.81388, 0.983867, 1.468478, 0.80858 ], [ 76996, 76996, 60083, 717771, 173079, 717771 ], [ -187731, -40686, -187731, -1111192, -273089, -1111192 ], [ 144, 68, 222, 144, 68, 222 ], [ 122, 53, 194, 172, 101, 247 ], [ 187, 97, 272, 127, 48, 207 ], [ 19552, 4661, 14891, 19552, 4661, 14891 ], [ 34.02249, 41.52249, 34.02249, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404614, -179968, -152995, -585173, -693144, -702669 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20065, "evaluation_days": 1672.08, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1618120800000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760279543140, "expiration_time": 1765478448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.65551 } }, "second_band": { "type": "dcl", "factors": { "length": 164, "offset": 161 } } }
# | 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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