Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231416.5204 | 1172667.3929 | 58749.1275 | 716504.4005 | 406160.2129 | 310344.1876 |
Total P&L (%) | 1231.4165 | 1172.6674 | 58.7491 | 716.5044 | 406.1602 | 310.3442 |
Avg Daily Profit (%) | 0.5193 | 0.4945 | 0.0248 | 0.0886 | 0.0684 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83768 | -77366 | -104572 | -904455 | -933925 | -512532 |
Profit Factor | 3.311 | 5.7859 | 1.2041 | 1.1914 | 1.2013 | 1.1799 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 40 | 44.186 | 35.7143 | 40 | 44.186 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.9665 | 7.3085 | 2.1674 | 1.7872 | 1.5174 | 2.1238 |
Largest Winning Trade | 1099762 | 1099762 | 72981 | 1235436 | 1235436 | 461346 |
Largest Losing Trade | -42924 | -42924 | -31743 | -537527 | -537527 | -271163 |
Avg Bars in Trades | 48 | 33 | 64 | 48 | 33 | 64 |
Avg Bars in Winners | 84 | 44 | 134 | 84 | 44 | 134 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4157 | 1428 | 2728 | 4157 | 1428 | 2728 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483656 | 601772 | -165428 | -86761 | -103216 | -140425 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 1.43139 } } }
{ "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": [ [ 1231416.5204464407, 1172667.3929483527, 58749.1274980883, 716504.4005247727, 406160.2128931796, 310344.1876315931 ], [ 1231.41652, 1172.667393, 58.749127, 716.504401, 406.160213, 310.344188 ], [ 0.519256, 0.494483, 0.024773, 0.088585, 0.068406, 0.059551 ], [ 10, 10, 10, 10, 10, 10 ], [ -83768, -77366, -104572, -904455, -933925, -512532 ], [ 3.311011, 5.78591, 1.204116, 1.191448, 1.201306, 1.179916 ], [ 85, 43, 42, 85, 43, 42 ], [ 34, 19, 15, 34, 19, 15 ], [ 51, 24, 27, 51, 24, 27 ], [ 40, 44.186047, 35.714286, 40, 44.186047, 35.714286 ], [ 4.966516, 7.308518, 2.167408, 1.787171, 1.51744, 2.123849 ], [ 1099762, 1099762, 72981, 1235436, 1235436, 461346 ], [ -42924, -42924, -31743, -537527, -537527, -271163 ], [ 48, 33, 64, 48, 33, 64 ], [ 84, 44, 134, 84, 44, 134 ], [ 25, 24, 26, 25, 24, 26 ], [ 4157, 1428, 2728, 4157, 1428, 2728 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483656, 601772, -165428, -86761, -103216, -140425 ] ] }
{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4743, "evaluation_days": 2371.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1563840000000, "last_datapoint_time": 1760400000000, "evaluation_time": 1760410110651, "expiration_time": 1766546928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 1.43139 } } }
# | 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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