Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218932.3754 | 118734.6361 | 100197.7393 | 300927.0359 | 207009.3007 | 93917.7353 |
Total P&L (%) | 218.9324 | 118.7346 | 100.1977 | 300.927 | 207.0093 | 93.9177 |
Avg Daily Profit (%) | 0.2382 | 0.1292 | 0.109 | 0.1512 | 0.1221 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89755 | -50257 | -70675 | -232211 | -123492 | -170712 |
Profit Factor | 1.5457 | 1.6857 | 1.4394 | 1.2814 | 1.4342 | 1.1585 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 58.1818 | 61.8182 | 54.5455 | 58.1818 | 61.8182 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.111 | 1.0412 | 1.1995 | 0.921 | 0.8858 | 0.9654 |
Largest Winning Trade | 43891 | 33323 | 43891 | 111225 | 111225 | 89523 |
Largest Losing Trade | -24262 | -15909 | -24262 | -125046 | -93290 | -125046 |
Avg Bars in Trades | 22 | 16 | 29 | 22 | 16 | 29 |
Avg Bars in Winners | 19 | 12 | 27 | 19 | 12 | 27 |
Avg Bars in Losers | 27 | 21 | 32 | 27 | 21 | 32 |
Bars Traded | 2520 | 883 | 1637 | 2520 | 883 | 1637 |
Profit Streak | 0 | 0 | 35.6074 | 0 | 0 | 35.6074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401903 | -196702 | -225144 | 256986 | -208971 | -323179 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.38961 } }, "second_band": { "type": "sinwma", "factors": { "length": 22, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2757, "evaluation_days": 919, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682841600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758954878763, "expiration_time": 1761523200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 3.38961 } }, "second_band": { "type": "sinwma", "factors": { "length": 22, "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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