Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157741.077 | 84895.2634 | 72845.8136 | 105675.4504 | 72142.0137 | 33533.4367 |
Total P&L (%) | 157.7411 | 84.8953 | 72.8458 | 105.6755 | 72.142 | 33.5334 |
Avg Daily Profit (%) | 0.1703 | 0.0917 | 0.0787 | 0.0779 | 0.0587 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77156 | -48047 | -62330 | -100013 | -59452 | -77377 |
Profit Factor | 1.319 | 1.3736 | 1.2725 | 1.1646 | 1.2392 | 1.0985 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 53.0303 | 56.0606 | 50 | 53.0303 | 56.0606 | 50 |
Ratio Avg Win / Avg Loss | 1.1682 | 1.0766 | 1.2725 | 1.0315 | 0.9712 | 1.0985 |
Largest Winning Trade | 39643 | 32565 | 39643 | 44222 | 44222 | 39852 |
Largest Losing Trade | -29430 | -15615 | -29430 | -31093 | -30528 | -31093 |
Avg Bars in Trades | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Winners | 18 | 11 | 26 | 18 | 11 | 26 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 2509 | 960 | 1549 | 2509 | 960 | 1549 |
Profit Streak | 16.8127 | 16.8127 | 21.4793 | 16.8127 | 16.8127 | 21.4793 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347611 | -192577 | -211353 | -126329 | -239075 | -389483 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 184, "offset": 0, "multiplier": 2.81222 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } } }
{ "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": [ [ 157741.0770205409, 84895.263439826, 72845.8135807149, 105675.4504240174, 72142.0137206545, 33533.4367033629 ], [ 157.741077, 84.895263, 72.845814, 105.67545, 72.142014, 33.533437 ], [ 0.170347, 0.09168, 0.078667, 0.077906, 0.058673, 0.031234 ], [ 10, 10, 10, 10, 10, 10 ], [ -77156, -48047, -62330, -100013, -59452, -77377 ], [ 1.318954, 1.373564, 1.272524, 1.164583, 1.239159, 1.098503 ], [ 132, 66, 66, 132, 66, 66 ], [ 70, 37, 33, 70, 37, 33 ], [ 62, 29, 33, 62, 29, 33 ], [ 53.030303, 56.060606, 50, 53.030303, 56.060606, 50 ], [ 1.168216, 1.076578, 1.272524, 1.031488, 0.971232, 1.098503 ], [ 39643, 32565, 39643, 44222, 44222, 39852 ], [ -29430, -15615, -29430, -31093, -30528, -31093 ], [ 19, 14, 23, 19, 14, 23 ], [ 18, 11, 26, 18, 11, 26 ], [ 19, 19, 20, 19, 19, 20 ], [ 2509, 960, 1549, 2509, 960, 1549 ], [ 16.812664, 16.812664, 21.479331, 16.812664, 16.812664, 21.479331 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347611, -192577, -211353, -126329, -239075, -389483 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2778, "evaluation_days": 926, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683878400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548614175, "expiration_time": 1762128000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 184, "offset": 0, "multiplier": 2.81222 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } } }
# | 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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