Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525408.0233 | 363008.6387 | 162399.3846 | 755433.0511 | 447209.3199 | 308223.7312 |
Total P&L (%) | 525.408 | 363.0086 | 162.3994 | 755.4331 | 447.2093 | 308.2237 |
Avg Daily Profit (%) | 0.2762 | 0.1908 | 0.0854 | 0.1129 | 0.0894 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116101 | -83379 | -103930 | -1515710 | -898794 | -862813 |
Profit Factor | 1.9272 | 2.2117 | 1.6081 | 1.1613 | 1.1828 | 1.1378 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.8261 | 47.8261 | 47.8261 | 47.8261 | 47.8261 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1024 | 2.4128 | 1.7542 | 1.2669 | 1.2903 | 1.2413 |
Largest Winning Trade | 159096 | 159096 | 57695 | 615059 | 561856 | 615059 |
Largest Losing Trade | -59243 | -38041 | -59243 | -652317 | -395401 | -652317 |
Avg Bars in Trades | 59 | 47 | 71 | 59 | 47 | 71 |
Avg Bars in Winners | 87 | 63 | 111 | 87 | 63 | 111 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 5443 | 2167 | 3276 | 5443 | 2167 | 3276 |
Profit Streak | 0 | 0 | 586.0035 | 0 | 0 | 586.0035 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422951 | 395264 | -75750 | -85540 | -93867 | -162902 |
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{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.55402 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558252800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759421106106, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 2.55402 } } }
# | 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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