Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338839.3021 | 1392793.6107 | -53954.3087 | -77133.8144 | -77182.3814 | 48.567 |
Total P&L (%) | 1338.8393 | 1392.7936 | -53.9543 | -77.1338 | -77.1824 | 0.0486 |
Avg Daily Profit (%) | 0.5655 | 0.5883 | -0.0228 | -0.0623 | -0.0624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201871 | -216424 | -86307 | -503891 | -504558 | -137482 |
Profit Factor | 3.2776 | 4.4874 | 0.7137 | 0.9236 | 0.8917 | 1.0002 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 35.5263 | 36.8421 | 34.2105 | 35.5263 | 36.8421 | 34.2105 |
Ratio Avg Win / Avg Loss | 5.9482 | 7.6928 | 1.3725 | 1.6762 | 1.5287 | 1.9234 |
Largest Winning Trade | 1600330 | 1600330 | 27203 | 468277 | 468277 | 80421 |
Largest Losing Trade | -61735 | -61735 | -20693 | -246689 | -246689 | -91004 |
Avg Bars in Trades | 58 | 106 | 9 | 58 | 106 | 9 |
Avg Bars in Winners | 56 | 97 | 12 | 56 | 97 | 12 |
Avg Bars in Losers | 58 | 111 | 8 | 58 | 111 | 8 |
Bars Traded | 4416 | 4044 | 372 | 4416 | 4044 | 372 |
Profit Streak | 0 | 91.6803 | 0 | 0 | 91.6803 | 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 | -41978 | 512299 | -584960 | -637406 | -582545 | -583641 |
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{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 221, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 98, "offset": 0, "multiplier": 3.09817 } } }
{ "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": [ [ 1338839.3020581314, 1392793.6107443827, -53954.308686251, -77133.814350571, -77182.3813541933, 48.5670036223 ], [ 1338.839302, 1392.793611, -53.954309, -77.133814, -77.182381, 0.048567 ], [ 0.565508, 0.588297, -0.02279, -0.062304, -0.062394, 2.1e-5 ], [ 10, 10, 10, 10, 10, 10 ], [ -201871, -216424, -86307, -503891, -504558, -137482 ], [ 3.277582, 4.487445, 0.71371, 0.923594, 0.891717, 1.000164 ], [ 76, 38, 38, 76, 38, 38 ], [ 27, 14, 13, 27, 14, 13 ], [ 49, 24, 25, 49, 24, 25 ], [ 35.526316, 36.842105, 34.210526, 35.526316, 36.842105, 34.210526 ], [ 5.948204, 7.692763, 1.372518, 1.676153, 1.528657, 1.923392 ], [ 1600330, 1600330, 27203, 468277, 468277, 80421 ], [ -61735, -61735, -20693, -246689, -246689, -91004 ], [ 58, 106, 9, 58, 106, 9 ], [ 56, 97, 12, 56, 97, 12 ], [ 58, 111, 8, 58, 111, 8 ], [ 4416, 4044, 372, 4416, 4044, 372 ], [ 0, 91.680292, 0, 0, 91.680292, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41978, 512299, -584960, -637406, -582545, -583641 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760069977243, "expiration_time": 1766190960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 221, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 98, "offset": 0, "multiplier": 3.09817 } } }
# | 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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