Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207320.3049 | 101024.6571 | 106295.6478 | 228570.2093 | 94460.7388 | 134109.4705 |
Total P&L (%) | 207.3203 | 101.0247 | 106.2956 | 228.5702 | 94.4607 | 134.1095 |
Avg Daily Profit (%) | 0.2232 | 0.1088 | 0.1145 | 0.1282 | 0.0716 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57177 | -60012 | -42213 | -156298 | -144067 | -124547 |
Profit Factor | 1.5817 | 1.5155 | 1.6626 | 1.3164 | 1.2354 | 1.4177 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 42.3529 | 33.3333 | 51.1628 | 42.3529 | 33.3333 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.1529 | 3.0311 | 1.587 | 1.7918 | 2.4708 | 1.3533 |
Largest Winning Trade | 83049 | 83049 | 29483 | 107433 | 107433 | 83893 |
Largest Losing Trade | -25705 | -14866 | -25705 | -79741 | -48123 | -79741 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 3651 | 1677 | 1975 | 3651 | 1677 | 1975 |
Profit Streak | 21.9753 | 0 | 27.9753 | 21.9753 | 0 | 27.9753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307394 | -51699 | -36314 | -22820 | -102932 | -69088 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.79551 } }, "second_band": { "type": "vwma", "factors": { "length": 3, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 928.75, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1679745600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759814664523, "expiration_time": 1762387200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.79551 } }, "second_band": { "type": "vwma", "factors": { "length": 3, "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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