Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560878.751 | 509781.5523 | 51097.1987 | -41805.672 | 175223.6832 | -217029.3552 |
Total P&L (%) | 560.8788 | 509.7816 | 51.0972 | -41.8057 | 175.2237 | -217.0294 |
Avg Daily Profit (%) | 0.3004 | 0.273 | 0.0274 | -0.029 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210571 | -186090 | -143809 | -474526 | -160908 | -452536 |
Profit Factor | 1.414 | 1.804 | 1.0709 | 0.9692 | 1.3372 | 0.7411 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 43.6123 | 43.3628 | 43.8596 | 43.6123 | 43.3628 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.3562 | 1.3708 | 1.2531 | 1.7465 | 0.9486 |
Largest Winning Trade | 200731 | 200731 | 81477 | 129053 | 128766 | 129053 |
Largest Losing Trade | -90417 | -48323 | -90417 | -346156 | -108881 | -346156 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 3677 | 1626 | 2052 | 3677 | 1626 | 2052 |
Profit Streak | 22.0067 | 25.0067 | 22.0067 | 22.0067 | 25.0067 | 22.0067 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406065 | 379860 | -301416 | -578619 | -120595 | -582093 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 2.83806 } } }
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{ "trading_pair": "CRV_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3734, "evaluation_days": 1867, "actual_first_datapoint_time": 1597449600000, "first_datapoint_time": 1599436800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802179252, "expiration_time": 1763554464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 2.83806 } } }
# | 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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