Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342465.4001 | 167616.4634 | 174848.9368 | 141335.5614 | 43564.5128 | 97771.0486 |
Total P&L (%) | 342.4654 | 167.6165 | 174.8489 | 141.3356 | 43.5645 | 97.771 |
Avg Daily Profit (%) | 0.2054 | 0.1006 | 0.1049 | 0.0529 | 0.0217 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115762 | -122127 | -86311 | -188719 | -190534 | -151286 |
Profit Factor | 1.2797 | 1.2535 | 1.3104 | 1.0883 | 1.0519 | 1.1285 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Losing Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Profitability (%) | 54.6099 | 58.156 | 51.0638 | 54.6099 | 58.156 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.0637 | 0.9019 | 1.2558 | 0.9046 | 0.7569 | 1.0814 |
Largest Winning Trade | 78567 | 78567 | 35655 | 69967 | 69967 | 49532 |
Largest Losing Trade | -45726 | -45726 | -29827 | -68567 | -66512 | -68567 |
Avg Bars in Trades | 11 | 12 | 9 | 11 | 12 | 9 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 3139 | 1826 | 1312 | 3139 | 1826 | 1312 |
Profit Streak | 0 | 14.1093 | 0 | 0 | 14.1093 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359202 | -58856 | -52572 | -245002 | -329109 | -217247 |
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{ "first_band": { "type": "sma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 1.35814 } } }
{ "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": [ [ 342465.40014958, 167616.4633850922, 174848.9367644882, 141335.561393257, 43564.5128099162, 97771.048583341 ], [ 342.4654, 167.616463, 174.848937, 141.335561, 43.564513, 97.771049 ], [ 0.205438, 0.10055, 0.104888, 0.052864, 0.021695, 0.040917 ], [ 10, 10, 10, 10, 10, 10 ], [ -115762, -122127, -86311, -188719, -190534, -151286 ], [ 1.279713, 1.25353, 1.310448, 1.088329, 1.051927, 1.12845 ], [ 282, 141, 141, 282, 141, 141 ], [ 154, 82, 72, 154, 82, 72 ], [ 128, 59, 69, 128, 59, 69 ], [ 54.609929, 58.156028, 51.06383, 54.609929, 58.156028, 51.06383 ], [ 1.063657, 0.90193, 1.255846, 0.904585, 0.756874, 1.081431 ], [ 78567, 78567, 35655, 69967, 69967, 49532 ], [ -45726, -45726, -29827, -68567, -66512, -68567 ], [ 11, 12, 9, 11, 12, 9 ], [ 11, 11, 11, 11, 11, 11 ], [ 10, 14, 6, 10, 14, 6 ], [ 3139, 1826, 1312, 3139, 1826, 1312 ], [ 0, 14.109254, 0, 0, 14.109254, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359202, -58856, -52572, -245002, -329109, -217247 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3334, "evaluation_days": 1667, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622246400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759761439567, "expiration_time": 1764072864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 181, "offset": 0, "multiplier": 1.35814 } } }
# | 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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