Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347951.6813 | 244424.8211 | 103526.8602 | 127630.4228 | 28005.4447 | 99624.978 |
Total P&L (%) | 347.9517 | 244.4248 | 103.5269 | 127.6304 | 28.0054 | 99.625 |
Avg Daily Profit (%) | 0.246 | 0.1728 | 0.0732 | 0.0582 | 0.0175 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174354 | -134565 | -65133 | -126829 | -119225 | -94446 |
Profit Factor | 1.2216 | 1.2765 | 1.1508 | 1.0841 | 1.0313 | 1.1598 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Losing Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Profitability (%) | 53.4 | 53.6 | 53.2 | 53.4 | 53.6 | 53.2 |
Ratio Avg Win / Avg Loss | 1.066 | 1.1051 | 1.0124 | 0.9461 | 0.8928 | 1.0203 |
Largest Winning Trade | 81288 | 81288 | 20563 | 57064 | 57064 | 28132 |
Largest Losing Trade | -43905 | -43905 | -41295 | -52665 | -52665 | -45117 |
Avg Bars in Trades | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Winners | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Losers | 33 | 43 | 22 | 33 | 43 | 22 |
Bars Traded | 16767 | 9688 | 7079 | 16767 | 9688 | 7079 |
Profit Streak | 4.4459 | 0 | 42.6959 | 4.4459 | 0 | 42.6959 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391270 | 307736 | -146893 | -241662 | -359333 | -169408 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 3.96094 } } }
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{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16973, "evaluation_days": 1414.42, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1637604000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758897724716, "expiration_time": 1763121801600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 3.96094 } } }
# | 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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