Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213955.8738 | 98585.9941 | 115369.8797 | 211576.1947 | 84256.429 | 127319.7657 |
Total P&L (%) | 213.9559 | 98.586 | 115.3699 | 211.5762 | 84.2564 | 127.3198 |
Avg Daily Profit (%) | 0.2292 | 0.1056 | 0.1236 | 0.1218 | 0.0655 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69174 | -53940 | -38853 | -254122 | -146676 | -114592 |
Profit Factor | 1.4835 | 1.4622 | 1.5033 | 1.2235 | 1.1736 | 1.2761 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 51.3761 | 51.8519 | 50.9091 | 51.3761 | 51.8519 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.404 | 1.3578 | 1.4496 | 1.158 | 1.0898 | 1.2305 |
Largest Winning Trade | 62247 | 62247 | 46590 | 118259 | 118259 | 87097 |
Largest Losing Trade | -24262 | -19013 | -24262 | -98321 | -73352 | -98321 |
Avg Bars in Trades | 24 | 19 | 29 | 24 | 19 | 29 |
Avg Bars in Winners | 24 | 17 | 32 | 24 | 17 | 32 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 2660 | 1061 | 1599 | 2660 | 1061 | 1599 |
Profit Streak | 20.6172 | 0 | 29.2839 | 20.6172 | 0 | 29.2839 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373495 | -230481 | -205844 | -29497 | -314583 | -254667 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 98, "offset": 0, "multiplier": 2.86614 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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": [ [ 213955.8737715563, 98585.9940511253, 115369.8797204309, 211576.1946558483, 84256.428982403, 127319.7656734451 ], [ 213.955874, 98.585994, 115.36988, 211.576195, 84.256429, 127.319766 ], [ 0.229156, 0.10559, 0.123566, 0.121795, 0.065479, 0.087991 ], [ 10, 10, 10, 10, 10, 10 ], [ -69174, -53940, -38853, -254122, -146676, -114592 ], [ 1.483521, 1.462239, 1.503323, 1.223534, 1.17362, 1.276054 ], [ 109, 54, 55, 109, 54, 55 ], [ 56, 28, 28, 56, 28, 28 ], [ 53, 26, 27, 53, 26, 27 ], [ 51.376147, 51.851852, 50.909091, 51.376147, 51.851852, 50.909091 ], [ 1.404047, 1.357794, 1.449633, 1.157987, 1.08979, 1.230481 ], [ 62247, 62247, 46590, 118259, 118259, 87097 ], [ -24262, -19013, -24262, -98321, -73352, -98321 ], [ 24, 19, 29, 24, 19, 29 ], [ 24, 17, 32, 24, 17, 32 ], [ 23, 22, 25, 23, 22, 25 ], [ 2660, 1061, 1599, 2660, 1061, 1599 ], [ 20.617202, 0, 29.283869, 20.617203, 0, 29.283869 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373495, -230481, -205844, -29497, -314583, -254667 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2801, "evaluation_days": 933.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682380800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760222926303, "expiration_time": 1762790400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 98, "offset": 0, "multiplier": 2.86614 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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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