Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522124.7259 | 387769.294 | 134355.4318 | 120350.8019 | 309071.7678 | -188720.9659 |
Total P&L (%) | 522.1247 | 387.7693 | 134.3554 | 120.3508 | 309.0718 | -188.721 |
Avg Daily Profit (%) | 0.2745 | 0.2039 | 0.0706 | 0.0415 | 0.0741 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212320 | -157162 | -160741 | -1244979 | -849807 | -847729 |
Profit Factor | 1.3173 | 1.4413 | 1.1752 | 1.0228 | 1.1056 | 0.9199 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Losing Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Profitability (%) | 50 | 49.7238 | 50.2762 | 50 | 49.7238 | 50.2762 |
Ratio Avg Win / Avg Loss | 1.3173 | 1.4573 | 1.1623 | 1.0228 | 1.1179 | 0.9098 |
Largest Winning Trade | 179206 | 179206 | 38213 | 820496 | 820496 | 97886 |
Largest Losing Trade | -72569 | -42888 | -72569 | -261782 | -209764 | -261782 |
Avg Bars in Trades | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 17 | 23 | 11 | 17 | 23 | 11 |
Bars Traded | 7404 | 4615 | 2789 | 7404 | 4615 | 2789 |
Profit Streak | 537.2681 | 537.2681 | 545.7681 | 537.2681 | 537.2681 | 545.7681 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445309 | 350938 | -124717 | -329367 | -197202 | -579112 |
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{ "first_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 134, "offset": 76, "multiplier": 2.93492 } } }
{ "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": [ [ 522124.7258696991, 387769.2940373662, 134355.4318323338, 120350.8019287168, 309071.767844153, -188720.9659154363 ], [ 522.124726, 387.769294, 134.355432, 120.350802, 309.071768, -188.720966 ], [ 0.274514, 0.203874, 0.070639, 0.041547, 0.074093, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -212320, -157162, -160741, -1244979, -849807, -847729 ], [ 1.317337, 1.441328, 1.175241, 1.022786, 1.105631, 0.919896 ], [ 362, 181, 181, 362, 181, 181 ], [ 181, 90, 91, 181, 90, 91 ], [ 181, 91, 90, 181, 91, 90 ], [ 50, 49.723757, 50.276243, 50, 49.723757, 50.276243 ], [ 1.317337, 1.457343, 1.162327, 1.022786, 1.117916, 0.909787 ], [ 179206, 179206, 38213, 820496, 820496, 97886 ], [ -72569, -42888, -72569, -261782, -209764, -261782 ], [ 20, 25, 15, 20, 25, 15 ], [ 23, 27, 19, 23, 27, 19 ], [ 17, 23, 11, 17, 23, 11 ], [ 7404, 4615, 2789, 7404, 4615, 2789 ], [ 537.2681, 537.2681, 545.7681, 537.2681, 537.268101, 545.7681 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445309, 350938, -124717, -329367, -197202, -579112 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557144000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759364763886, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 134, "offset": 76, "multiplier": 2.93492 } } }
# | 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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