Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513941.5662 | 319885.5967 | 194055.9695 | 3913248.182 | 1689895.5219 | 2223352.6601 |
Total P&L (%) | 513.9416 | 319.8856 | 194.056 | 3913.2482 | 1689.8955 | 2223.3527 |
Avg Daily Profit (%) | 0.4141 | 0.2578 | 0.1564 | 0.298 | 0.2327 | 0.2538 |
Buy And Hold Return (%) | 100.2727 | 100.2727 | 100.2727 | 100.2727 | 100.2727 | 100.2727 |
Max Trade Drawdown | -63408 | -34384 | -53289 | -2640764 | -1808571 | -2429993 |
Profit Factor | 2.447 | 3.5121 | 1.8517 | 1.5274 | 1.5301 | 1.5253 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 73.1707 | 70.7317 | 75.6098 | 73.1707 | 70.7317 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.8972 | 1.4533 | 0.5973 | 0.56 | 0.6331 | 0.492 |
Largest Winning Trade | 43880 | 43880 | 29251 | 1136312 | 960864 | 1136312 |
Largest Losing Trade | -53289 | -31745 | -53289 | -1778401 | -1778401 | -1372534 |
Avg Bars in Trades | 41 | 52 | 29 | 41 | 52 | 29 |
Avg Bars in Winners | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Losers | 74 | 97 | 46 | 74 | 97 | 46 |
Bars Traded | 3379 | 2155 | 1224 | 3379 | 2155 | 1224 |
Profit Streak | 47.0098 | 54.6765 | 47.0098 | 47.0098 | 54.6765 | 47.0098 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 215846 | 505830 | 174836 | 150266 | 411342 | 449424 |
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{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 3.49203 } } }
{ "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": [ [ 513941.5661923073, 319885.5967414689, 194055.9694508386, 3913248.181991508, 1689895.5219068765, 2223352.6600846313 ], [ 513.941566, 319.885597, 194.055969, 3913.248182, 1689.895522, 2223.35266 ], [ 0.414135, 0.257764, 0.156371, 0.29796, 0.232723, 0.253794 ], [ 100.272727, 100.272727, 100.272727, 100.272727, 100.272727, 100.272727 ], [ -63408, -34384, -53289, -2640764, -1808571, -2429993 ], [ 2.44701, 3.512118, 1.851729, 1.527368, 1.530099, 1.525311 ], [ 82, 41, 41, 82, 41, 41 ], [ 60, 29, 31, 60, 29, 31 ], [ 22, 12, 10, 22, 12, 10 ], [ 73.170732, 70.731707, 75.609756, 73.170732, 70.731707, 75.609756 ], [ 0.897237, 1.45329, 0.597332, 0.560035, 0.633144, 0.492036 ], [ 43880, 43880, 29251, 1136312, 960864, 1136312 ], [ -53289, -31745, -53289, -1778401, -1778401, -1372534 ], [ 41, 52, 29, 41, 52, 29 ], [ 29, 33, 24, 29, 33, 24 ], [ 74, 97, 46, 74, 97, 46 ], [ 3379, 2155, 1224, 3379, 2155, 1224 ], [ 47.009827, 54.676493, 47.009827, 47.009827, 54.676493, 47.009827 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 215846, 505830, 174836, 150266, 411342, 449424 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3723, "evaluation_days": 1241, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1656403200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759306449033, "expiration_time": 1762493472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 3.49203 } } }
# | 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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