Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362038.3549 | 305461.8672 | 56576.4878 | -65281.0248 | 25405.8157 | -90686.8405 |
Total P&L (%) | 362.0384 | 305.4619 | 56.5765 | -65.281 | 25.4058 | -90.6868 |
Avg Daily Profit (%) | 0.1903 | 0.1606 | 0.0297 | -0.0556 | 0.0119 | -0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136019 | -63494 | -187660 | -280993 | -91758 | -318532 |
Profit Factor | 1.3844 | 1.748 | 1.106 | 0.9371 | 1.0584 | 0.8495 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 53.719 | 54.0984 | 53.3333 | 53.719 | 54.0984 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.1927 | 1.4831 | 0.9678 | 0.8074 | 0.898 | 0.7433 |
Largest Winning Trade | 133696 | 133696 | 70925 | 123038 | 74503 | 123038 |
Largest Losing Trade | -87877 | -44311 | -87877 | -269986 | -57710 | -269986 |
Avg Bars in Trades | 30 | 18 | 42 | 30 | 18 | 42 |
Avg Bars in Winners | 31 | 16 | 46 | 31 | 16 | 46 |
Avg Bars in Losers | 29 | 22 | 37 | 29 | 22 | 37 |
Bars Traded | 3684 | 1144 | 2540 | 3684 | 1144 | 2540 |
Profit Streak | 0 | 0 | 549.479 | 0 | 0 | 549.479 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321863 | -151384 | -427392 | -579974 | -499339 | -748567 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 3.45836 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758842981848, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 3.45836 } }, "second_band": { "type": "linreg", "factors": { "length": 118, "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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