Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417766.3246 | 234464.2519 | 183302.0727 | 579091.8145 | 26690.5043 | 552401.3102 |
Total P&L (%) | 417.7663 | 234.4643 | 183.3021 | 579.0918 | 26.6905 | 552.4013 |
Avg Daily Profit (%) | 0.2308 | 0.1295 | 0.1013 | 0.1059 | 0.0131 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133033 | -72870 | -89981 | -1728304 | -1008697 | -1161055 |
Profit Factor | 1.5828 | 1.715 | 1.4713 | 1.1019 | 1.0101 | 1.1825 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 51.5873 | 53.9683 | 49.2063 | 51.5873 | 53.9683 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.4854 | 1.4628 | 1.5188 | 1.0341 | 0.8615 | 1.2206 |
Largest Winning Trade | 66425 | 49868 | 66425 | 591145 | 460886 | 591145 |
Largest Losing Trade | -42998 | -23576 | -42998 | -408637 | -315755 | -408637 |
Avg Bars in Trades | 27 | 14 | 40 | 27 | 14 | 40 |
Avg Bars in Winners | 34 | 11 | 58 | 34 | 11 | 58 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3472 | 926 | 2546 | 3472 | 926 | 2546 |
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 | 378508 | -163838 | -202523 | -158779 | -535801 | -220940 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.87781 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "offset": 0 } } }
{ "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": [ [ 417766.324606399, 234464.2519220375, 183302.0726843618, 579091.8144976888, 26690.5043200611, 552401.3101776276 ], [ 417.766325, 234.464252, 183.302073, 579.091814, 26.690504, 552.40131 ], [ 0.23081, 0.129538, 0.101272, 0.10589, 0.013071, 0.103672 ], [ 10, 10, 10, 10, 10, 10 ], [ -133033, -72870, -89981, -1728304, -1008697, -1161055 ], [ 1.582795, 1.714987, 1.47133, 1.101939, 1.010058, 1.182487 ], [ 126, 63, 63, 126, 63, 63 ], [ 65, 34, 31, 65, 34, 31 ], [ 61, 29, 32, 61, 29, 32 ], [ 51.587302, 53.968254, 49.206349, 51.587302, 53.968254, 49.206349 ], [ 1.485392, 1.462783, 1.518792, 1.034127, 0.86152, 1.220632 ], [ 66425, 49868, 66425, 591145, 460886, 591145 ], [ -42998, -23576, -42998, -408637, -315755, -408637 ], [ 27, 14, 40, 27, 14, 40 ], [ 34, 11, 58, 34, 11, 58 ], [ 20, 18, 22, 20, 18, 22 ], [ 3472, 926, 2546, 3472, 926, 2546 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378508, -163838, -202523, -158779, -535801, -220940 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3620, "evaluation_days": 1810, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759145176277, "expiration_time": 1763795520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 2.87781 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "offset": 0 } } }
# | 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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