Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339383.0695 | 256229.3863 | 83153.6832 | -58258.8307 | -94114.4332 | 35855.6025 |
Total P&L (%) | 339.3831 | 256.2294 | 83.1537 | -58.2588 | -94.1144 | 35.8556 |
Avg Daily Profit (%) | 0.1866 | 0.1409 | 0.0457 | -0.048 | -0.1556 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306013 | -227251 | -82497 | -899186 | -515938 | -386100 |
Profit Factor | 1.4878 | 1.5672 | 1.3408 | 0.9483 | 0.8609 | 1.0795 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.7447 | 46.8085 | 44.6809 | 45.7447 | 46.8085 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7646 | 1.7809 | 1.6601 | 1.1248 | 0.9783 | 1.3366 |
Largest Winning Trade | 395620 | 395620 | 49951 | 395620 | 395620 | 265139 |
Largest Losing Trade | -69171 | -69171 | -26762 | -206777 | -206777 | -157890 |
Avg Bars in Trades | 35 | 47 | 23 | 35 | 47 | 23 |
Avg Bars in Winners | 48 | 59 | 36 | 48 | 59 | 36 |
Avg Bars in Losers | 24 | 36 | 12 | 24 | 36 | 12 |
Bars Traded | 3317 | 2224 | 1093 | 3317 | 2224 | 1093 |
Profit Streak | 77.1376 | 77.1376 | 79.6376 | 77.1376 | 77.1376 | 79.6376 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356800 | -2357 | -130751 | -579049 | -580973 | -306326 |
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{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 3.50149 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.31381 } } }
{ "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": [ [ 339383.0694537618, 256229.3862762161, 83153.6831775455, -58258.8307079889, -94114.4331761318, 35855.602468143 ], [ 339.383069, 256.229386, 83.153683, -58.258831, -94.114433, 35.855602 ], [ 0.186577, 0.140863, 0.045714, -0.048019, -0.155605, 0.016847 ], [ 10, 10, 10, 10, 10, 10 ], [ -306013, -227251, -82497, -899186, -515938, -386100 ], [ 1.487791, 1.567152, 1.340832, 0.948335, 0.860931, 1.079524 ], [ 94, 47, 47, 94, 47, 47 ], [ 43, 22, 21, 43, 22, 21 ], [ 51, 25, 26, 51, 25, 26 ], [ 45.744681, 46.808511, 44.680851, 45.744681, 46.808511, 44.680851 ], [ 1.76459, 1.780855, 1.660078, 1.124769, 0.978331, 1.336553 ], [ 395620, 395620, 49951, 395620, 395620, 265139 ], [ -69171, -69171, -26762, -206777, -206777, -157890 ], [ 35, 47, 23, 35, 47, 23 ], [ 48, 59, 36, 48, 59, 36 ], [ 24, 36, 12, 24, 36, 12 ], [ 3317, 2224, 1093, 3317, 2224, 1093 ], [ 77.137635, 77.137635, 79.637635, 77.137635, 77.137636, 79.637635 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356800, -2357, -130751, -579049, -580973, -306326 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1609243200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759893491709, "expiration_time": 1764596448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 3.50149 } }, "second_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 3.31381 } } }
# | 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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