Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697349.8751 | 506632.5611 | 190717.314 | 1775760.2929 | 787043.5568 | 988716.7361 |
Total P&L (%) | 697.3499 | 506.6326 | 190.7173 | 1775.7603 | 787.0436 | 988.7167 |
Avg Daily Profit (%) | 0.3028 | 0.22 | 0.0828 | 0.1274 | 0.0948 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137422 | -118532 | -90872 | -456070 | -533634 | -362808 |
Profit Factor | 1.5475 | 1.7165 | 1.3366 | 1.35 | 1.263 | 1.4749 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 47.0588 | 45.098 | 49.0196 | 47.0588 | 45.098 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.7409 | 2.0897 | 1.39 | 1.5187 | 1.5376 | 1.5339 |
Largest Winning Trade | 242868 | 242868 | 61807 | 587767 | 587767 | 193887 |
Largest Losing Trade | -35692 | -34358 | -35692 | -257707 | -243990 | -257707 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 8988 | 4304 | 4684 | 8988 | 4304 | 4684 |
Profit Streak | 18.6686 | 0 | 92.6686 | 18.6686 | 0 | 92.6686 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465099 | 362858 | -80773 | -19758 | -66373 | -50514 |
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{ "first_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 2.71947 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9212, "evaluation_days": 2303, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563235200000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760133762875, "expiration_time": 1766088576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 97, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 2.71947 } } }
# | 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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