Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529260.2222 | 414668.4878 | 114591.7344 | 628352.9712 | 613527.0866 | 14825.8847 |
Total P&L (%) | 529.2602 | 414.6685 | 114.5917 | 628.353 | 613.5271 | 14.8259 |
Avg Daily Profit (%) | 0.2117 | 0.1659 | 0.0458 | 0.0795 | 0.0786 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117893 | -65084 | -118195 | -952849 | -512167 | -853325 |
Profit Factor | 1.2576 | 1.4462 | 1.1018 | 1.0885 | 1.2006 | 1.0037 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 334 | 173 | 161 | 334 | 173 | 161 |
Losing Trades | 258 | 123 | 135 | 258 | 123 | 135 |
Profitability (%) | 56.4189 | 58.4459 | 54.3919 | 56.4189 | 58.4459 | 54.3919 |
Ratio Avg Win / Avg Loss | 0.9714 | 1.0282 | 0.9239 | 0.8408 | 0.8536 | 0.8416 |
Largest Winning Trade | 70186 | 70186 | 38542 | 223836 | 159258 | 223836 |
Largest Losing Trade | -38307 | -38307 | -31237 | -226212 | -160378 | -226212 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 9798 | 4024 | 5774 | 9798 | 4024 | 5774 |
Profit Streak | 52.0997 | 56.0997 | 52.0997 | 52.0997 | 56.0997 | 52.0997 |
Trades During Streak | 13 | 7 | 6 | 13 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440416 | 441614 | -238479 | -205383 | -85775 | -415818 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 2.725 } }, "second_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } } }
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{ "trading_pair": "NEO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1543039200000, "first_datapoint_time": 1546279200000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759047817956, "expiration_time": 1765519200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 242, "offset": 0, "multiplier": 2.725 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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