Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741765.1569 | 587566.605 | 154198.5519 | 292517.9135 | -1294750.6469 | 1587268.5604 |
Total P&L (%) | 741.7652 | 587.5666 | 154.1986 | 292.5179 | -1294.7506 | 1587.2686 |
Avg Daily Profit (%) | 0.409 | 0.3239 | 0.085 | 0.0754 | 0 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152437 | -94048 | -89644 | -3338047 | -2384840 | -1504364 |
Profit Factor | 2.5831 | 3.1507 | 1.7893 | 1.0399 | 0.7186 | 1.5799 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.2288 | 4.6048 | 1.9086 | 1.2998 | 1.0503 | 1.6852 |
Largest Winning Trade | 666667 | 666667 | 68358 | 1429494 | 858798 | 1429494 |
Largest Losing Trade | -36623 | -34329 | -36623 | -1024368 | -1024368 | -502285 |
Avg Bars in Trades | 168 | 159 | 177 | 168 | 159 | 177 |
Avg Bars in Winners | 245 | 233 | 255 | 245 | 233 | 255 |
Avg Bars in Losers | 106 | 108 | 103 | 106 | 108 | 103 |
Bars Traded | 10587 | 5088 | 5499 | 10587 | 5088 | 5499 |
Profit Streak | 0 | 0 | 25.0525 | 0 | 0 | 25.0525 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138689 | 411826 | -76186 | -422371 | -582789 | 375920 |
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{ "first_band": { "type": "t3", "factors": { "length": 222, "offset": 0, "a": 0.68409 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 4.66192 } } }
{ "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": [ [ 741765.1568679006, 587566.6049779066, 154198.551889994, 292517.9135099201, -1294750.6469105007, 1587268.5604204217 ], [ 741.765157, 587.566605, 154.198552, 292.517914, -1294.750647, 1587.26856 ], [ 0.40895, 0.323937, 0.085013, 0.075417, 0, 0.155908 ], [ 10, 10, 10, 10, 10, 10 ], [ -152437, -94048, -89644, -3338047, -2384840, -1504364 ], [ 2.583067, 3.150663, 1.789307, 1.039858, 0.718639, 1.57989 ], [ 63, 32, 31, 63, 32, 31 ], [ 28, 13, 15, 28, 13, 15 ], [ 35, 19, 16, 35, 19, 16 ], [ 44.444444, 40.625, 48.387097, 44.444444, 40.625, 48.387097 ], [ 3.228834, 4.604815, 1.908594, 1.299823, 1.050318, 1.685216 ], [ 666667, 666667, 68358, 1429494, 858798, 1429494 ], [ -36623, -34329, -36623, -1024368, -1024368, -502285 ], [ 168, 159, 177, 168, 159, 177 ], [ 245, 233, 255, 245, 233, 255 ], [ 106, 108, 103, 106, 108, 103 ], [ 10587, 5088, 5499, 10587, 5088, 5499 ], [ 0, 0, 25.052536, 0, 0, 25.052536 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138689, 411826, -76186, -422371, -582789, 375920 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10883, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482939128, "expiration_time": 1764179856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 222, "offset": 0, "a": 0.68409 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 0, "multiplier": 4.66192 } } }
# | 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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