Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -104083.0311 | 318200.6978 | -422283.7289 | -99887.7686 | 2165859.2604 | -2265747.029 |
Total P&L (%) | -104.083 | 318.2007 | -422.2837 | -99.8878 | 2165.8593 | -2265.747 |
Avg Daily Profit (%) | -0.0554 | 0.1694 | -0.2249 | -0.361 | 0.1663 | 0 |
Buy And Hold Return (%) | 325.331 | 325.331 | 325.331 | 325.331 | 325.331 | 325.331 |
Max Trade Drawdown | -620515 | -136023 | -598480 | -3247922 | -84476 | -3247922 |
Profit Factor | 0.9426 | 1.5295 | 0.6517 | 0.9724 | 13.9415 | 0.3446 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 138 | 66 | 72 | 146 | 70 | 76 |
Losing Trades | 113 | 59 | 54 | 105 | 55 | 50 |
Profitability (%) | 54.9801 | 52.8 | 57.1429 | 58.1673 | 56 | 60.3175 |
Ratio Avg Win / Avg Loss | 0.7718 | 1.3673 | 0.4888 | 0.6994 | 10.954 | 0.2267 |
Largest Winning Trade | 145767 | 145767 | 39388 | 1129375 | 1129375 | 458214 |
Largest Losing Trade | -220360 | -51818 | -220360 | -3247922 | -50474 | -3247922 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 38 | 37 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 51 | 56 | 46 | 52 | 56 | 47 |
Bars Traded | 11077 | 5779 | 5298 | 11077 | 5779 | 5298 |
Profit Streak | 27.3941 | 40.7274 | 27.3941 | 27.3941 | 40.7274 | 27.3941 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577806 | -156242 | -579530 | -577393 | 617540 | -579119 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 3.40334 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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": [ [ -104083.0310651025, 318200.6977871279, -422283.7288522305, -99887.7686106267, 2165859.260358414, -2265747.028969044 ], [ -104.083031, 318.200698, -422.283729, -99.887769, 2165.85926, -2265.747029 ], [ -0.055422, 0.169436, -0.224858, -0.361027, 0.166301, 0 ], [ 325.330952, 325.330952, 325.330952, 325.330952, 325.330952, 325.330952 ], [ -620515, -136023, -598480, -3247922, -84476, -3247922 ], [ 0.942599, 1.529522, 0.651675, 0.972438, 13.941495, 0.344551 ], [ 251, 125, 126, 251, 125, 126 ], [ 138, 66, 72, 146, 70, 76 ], [ 113, 59, 54, 105, 55, 50 ], [ 54.98008, 52.8, 57.142857, 58.167331, 56, 60.31746 ], [ 0.771838, 1.3673, 0.488756, 0.699356, 10.954031, 0.226679 ], [ 145767, 145767, 39388, 1129375, 1129375, 458214 ], [ -220360, -51818, -220360, -3247922, -50474, -3247922 ], [ 44, 46, 42, 44, 46, 42 ], [ 38, 37, 38, 38, 38, 38 ], [ 51, 56, 46, 52, 56, 47 ], [ 11077, 5779, 5298, 11077, 5779, 5298 ], [ 27.394093, 40.727426, 27.394093, 27.394093, 40.727426, 27.394093 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577806, -156242, -579530, -577393, 617540, -579119 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11268, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759656449647, "expiration_time": 1764518976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 3.40334 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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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