Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348137.4061 | 386168.1782 | -38030.7721 | -23419.3762 | 152615.4135 | -176034.7897 |
Total P&L (%) | 348.1374 | 386.1682 | -38.0308 | -23.4194 | 152.6154 | -176.0348 |
Avg Daily Profit (%) | 0.1672 | 0.1854 | -0.0183 | -0.0128 | 0.0445 | 0 |
Buy And Hold Return (%) | 54.4926 | 54.4926 | 54.4926 | 54.4926 | 54.4926 | 54.4926 |
Max Trade Drawdown | -160224 | -82429 | -125799 | -745981 | -341308 | -594601 |
Profit Factor | 1.1719 | 1.377 | 0.962 | 0.9954 | 1.0583 | 0.9286 |
Total Trades | 837 | 418 | 419 | 837 | 418 | 419 |
Winning Trades | 376 | 178 | 198 | 376 | 178 | 198 |
Losing Trades | 461 | 240 | 221 | 461 | 240 | 221 |
Profitability (%) | 44.9223 | 42.5837 | 47.2554 | 44.9223 | 42.5837 | 47.2554 |
Ratio Avg Win / Avg Loss | 1.4368 | 1.8566 | 1.0738 | 1.2204 | 1.4269 | 1.0365 |
Largest Winning Trade | 249313 | 249313 | 28202 | 292966 | 292966 | 116771 |
Largest Losing Trade | -28952 | -27292 | -28952 | -204337 | -144415 | -204337 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 24780 | 13086 | 11694 | 24780 | 13086 | 11694 |
Profit Streak | 8.9494 | 8.9494 | 9.3661 | 8.9494 | 8.9494 | 9.3661 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20324 | 308725 | -577155 | -574886 | -293755 | -577155 |
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{ "first_band": { "type": "linreg", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 2.23858 } } }
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{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579269600000, "first_datapoint_time": 1580436000000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759272427416, "expiration_time": 1765747267200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 2.23858 } } }
# | 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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