Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620846.2897 | 421609.3622 | 199236.9275 | 1618819.1454 | 277722.5997 | 1341096.5457 |
Total P&L (%) | 620.8463 | 421.6094 | 199.2369 | 1618.8191 | 277.7226 | 1341.0965 |
Avg Daily Profit (%) | 0.3265 | 0.2217 | 0.1048 | 0.1497 | 0.0699 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115566 | -127548 | -118225 | -595606 | -629661 | -214440 |
Profit Factor | 1.4496 | 1.5538 | 1.3216 | 1.3429 | 1.0955 | 1.74 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Losing Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Profitability (%) | 49.6774 | 50.9677 | 48.3871 | 49.6774 | 50.9677 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.4684 | 1.4948 | 1.4097 | 1.3604 | 1.0539 | 1.856 |
Largest Winning Trade | 133046 | 133046 | 37946 | 472819 | 471121 | 472819 |
Largest Losing Trade | -38683 | -38683 | -23908 | -355838 | -355838 | -120596 |
Avg Bars in Trades | 36 | 43 | 29 | 36 | 43 | 29 |
Avg Bars in Winners | 43 | 48 | 39 | 43 | 48 | 39 |
Avg Bars in Losers | 28 | 38 | 19 | 28 | 38 | 19 |
Bars Traded | 11225 | 6728 | 4497 | 11225 | 6728 | 4497 |
Profit Streak | 537.8138 | 537.8138 | 558.4805 | 537.8138 | 537.8138 | 558.4805 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466127 | 374682 | -51631 | 374088 | -214087 | -621 |
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.89003 } } }
{ "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": [ [ 620846.2896964457, 421609.3622099846, 199236.9274864613, 1618819.1453653942, 277722.5996823342, 1341096.5456830603 ], [ 620.84629, 421.609362, 199.236927, 1618.819145, 277.7226, 1341.096546 ], [ 0.326533, 0.221744, 0.104788, 0.149703, 0.069922, 0.140421 ], [ 10, 10, 10, 10, 10, 10 ], [ -115566, -127548, -118225, -595606, -629661, -214440 ], [ 1.449599, 1.553819, 1.321551, 1.34294, 1.095501, 1.739971 ], [ 310, 155, 155, 310, 155, 155 ], [ 154, 79, 75, 154, 79, 75 ], [ 156, 76, 80, 156, 76, 80 ], [ 49.677419, 50.967742, 48.387097, 49.677419, 50.967742, 48.387097 ], [ 1.468425, 1.494813, 1.409655, 1.360381, 1.0539, 1.855969 ], [ 133046, 133046, 37946, 472819, 471121, 472819 ], [ -38683, -38683, -23908, -355838, -355838, -120596 ], [ 36, 43, 29, 36, 43, 29 ], [ 43, 48, 39, 43, 48, 39 ], [ 28, 38, 19, 28, 38, 19 ], [ 11225, 6728, 4497, 11225, 6728, 4497 ], [ 537.813807, 537.813807, 558.480473, 537.813807, 537.813807, 558.480473 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466127, 374682, -51631, 374088, -214087, -621 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555963200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759404712901, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 118, "offset": 0, "multiplier": 3.89003 } } }
# | 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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