Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308212.2701 | 106512.9996 | 201699.2705 | 95081.1325 | -84508.3047 | 179589.4372 |
Total P&L (%) | 308.2123 | 106.513 | 201.6993 | 95.0811 | -84.5083 | 179.5894 |
Avg Daily Profit (%) | 0.1845 | 0.0638 | 0.1207 | 0.04 | -0.1116 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137291 | -72731 | -105742 | -546898 | -223626 | -441854 |
Profit Factor | 1.4155 | 1.2926 | 1.534 | 1.0491 | 0.9061 | 1.1736 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 51.938 | 47.6923 | 56.25 | 51.938 | 47.6923 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3099 | 1.4177 | 1.1931 | 0.9708 | 0.9938 | 0.9128 |
Largest Winning Trade | 75067 | 75067 | 61116 | 141606 | 115766 | 141606 |
Largest Losing Trade | -59687 | -34691 | -59687 | -134868 | -82545 | -134868 |
Avg Bars in Trades | 25 | 15 | 34 | 25 | 15 | 34 |
Avg Bars in Winners | 25 | 12 | 36 | 25 | 12 | 36 |
Avg Bars in Losers | 24 | 18 | 32 | 24 | 18 | 32 |
Bars Traded | 3232 | 1027 | 2205 | 3232 | 1027 | 2205 |
Profit Streak | 36.1858 | 36.1858 | 58.1858 | 36.1858 | 36.1858 | 58.1858 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365040 | -239509 | -168112 | -305740 | -712534 | -279776 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.99458 } }, "second_band": { "type": "hma", "factors": { "length": 95, "offset": 0 } } }
{ "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": [ [ 308212.2700785436, 106512.9995526134, 201699.2705259302, 95081.1325011873, -84508.3046611443, 179589.4371623315 ], [ 308.21227, 106.513, 201.699271, 95.081133, -84.508305, 179.589437 ], [ 0.184503, 0.063761, 0.120742, 0.040011, -0.111573, 0.061567 ], [ 10, 10, 10, 10, 10, 10 ], [ -137291, -72731, -105742, -546898, -223626, -441854 ], [ 1.415537, 1.292607, 1.534011, 1.049137, 0.906146, 1.173585 ], [ 129, 65, 64, 129, 65, 64 ], [ 67, 31, 36, 67, 31, 36 ], [ 62, 34, 28, 62, 34, 28 ], [ 51.937984, 47.692308, 56.25, 51.937984, 47.692308, 56.25 ], [ 1.3099, 1.417698, 1.19312, 0.970843, 0.993837, 0.912789 ], [ 75067, 75067, 61116, 141606, 115766, 141606 ], [ -59687, -34691, -59687, -134868, -82545, -134868 ], [ 25, 15, 34, 25, 15, 34 ], [ 25, 12, 36, 25, 12, 36 ], [ 24, 18, 32, 24, 18, 32 ], [ 3232, 1027, 2205, 3232, 1027, 2205 ], [ 36.185776, 36.185776, 58.185776, 36.185776, 36.185776, 58.185776 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365040, -239509, -168112, -305740, -712534, -279776 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3341, "evaluation_days": 1670.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620172800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070451074, "expiration_time": 1764384336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 2.99458 } }, "second_band": { "type": "hma", "factors": { "length": 95, "offset": 0 } } }
# | 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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