Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492764.8987 | 243247.4898 | 249517.4089 | 1834695.1012 | 253180.8536 | 1581514.2476 |
Total P&L (%) | 492.7649 | 243.2475 | 249.5174 | 1834.6951 | 253.1809 | 1581.5142 |
Avg Daily Profit (%) | 0.2723 | 0.1344 | 0.1379 | 0.1639 | 0.0698 | 0.1561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75085 | -67974 | -67662 | -1699554 | -1587773 | -779779 |
Profit Factor | 1.7502 | 1.7037 | 1.8018 | 1.2481 | 1.0588 | 1.5112 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 52.8571 | 50 | 55.7143 | 52.8571 | 50 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.561 | 1.7037 | 1.4322 | 1.1131 | 1.0588 | 1.2012 |
Largest Winning Trade | 67315 | 61142 | 67315 | 536421 | 516120 | 536421 |
Largest Losing Trade | -32526 | -27001 | -32526 | -482304 | -482304 | -305729 |
Avg Bars in Trades | 37 | 22 | 51 | 37 | 22 | 51 |
Avg Bars in Winners | 45 | 20 | 66 | 45 | 20 | 66 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 5207 | 1590 | 3617 | 5207 | 1590 | 3617 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442748 | -104503 | -100064 | 296508 | -349765 | -84402 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.29796 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.97756 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5428, "evaluation_days": 1809.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607097600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082446088, "expiration_time": 1763764992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 237, "offset": 0, "multiplier": 3.29796 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.97756 } } }
# | 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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