Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474952.3254 | 245479.1501 | 229473.1754 | 1261935.1593 | 630540.1891 | 631394.9702 |
Total P&L (%) | 474.9523 | 245.4792 | 229.4732 | 1261.9352 | 630.5402 | 631.395 |
Avg Daily Profit (%) | 0.2624 | 0.1356 | 0.1268 | 0.1444 | 0.1099 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88643 | -71709 | -131817 | -2402360 | -1669942 | -1211507 |
Profit Factor | 1.6901 | 1.8272 | 1.5861 | 1.203 | 1.2039 | 1.2022 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 58.7719 | 56.1404 | 61.4035 | 58.7719 | 56.1404 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.1856 | 1.4275 | 0.997 | 0.8439 | 0.9405 | 0.7557 |
Largest Winning Trade | 61976 | 58612 | 61976 | 796199 | 693146 | 796199 |
Largest Losing Trade | -38578 | -27879 | -38578 | -800244 | -800244 | -653744 |
Avg Bars in Trades | 60 | 28 | 93 | 60 | 28 | 93 |
Avg Bars in Winners | 67 | 19 | 111 | 67 | 19 | 111 |
Avg Bars in Losers | 51 | 40 | 64 | 51 | 40 | 64 |
Bars Traded | 6942 | 1641 | 5301 | 6942 | 1641 | 5301 |
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 | 420684 | -188574 | -202153 | -585 | -226949 | -226470 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 68, "multiplier": 4.94239 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.52891 } } }
{ "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": [ [ 474952.3254345458, 245479.1500562733, 229473.1753782723, 1261935.1592982665, 630540.1890679045, 631394.970230362 ], [ 474.952325, 245.47915, 229.473175, 1261.935159, 630.540189, 631.39497 ], [ 0.262441, 0.135643, 0.126798, 0.144405, 0.109944, 0.110008 ], [ 10, 10, 10, 10, 10, 10 ], [ -88643, -71709, -131817, -2402360, -1669942, -1211507 ], [ 1.690065, 1.827201, 1.586118, 1.203029, 1.203894, 1.202172 ], [ 114, 57, 57, 114, 57, 57 ], [ 67, 32, 35, 67, 32, 35 ], [ 47, 25, 22, 47, 25, 22 ], [ 58.77193, 56.140351, 61.403509, 58.77193, 56.140351, 61.403509 ], [ 1.185568, 1.427501, 0.996989, 0.843916, 0.940543, 0.755651 ], [ 61976, 58612, 61976, 796199, 693146, 796199 ], [ -38578, -27879, -38578, -800244, -800244, -653744 ], [ 60, 28, 93, 60, 28, 93 ], [ 67, 19, 111, 67, 19, 111 ], [ 51, 40, 64, 51, 40, 64 ], [ 6942, 1641, 5301, 6942, 1641, 5301 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420684, -188574, -202153, -585, -226949, -226470 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7239, "evaluation_days": 1809.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110665425, "expiration_time": 1763794872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 128, "offset": 68, "multiplier": 4.94239 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.52891 } } }
# | 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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