Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549120.348 | 355653.7449 | 193466.6031 | 974146.7932 | 365495.8552 | 608650.938 |
Total P&L (%) | 549.1203 | 355.6537 | 193.4666 | 974.1468 | 365.4959 | 608.6509 |
Avg Daily Profit (%) | 0.2875 | 0.1862 | 0.1013 | 0.1244 | 0.0805 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94473 | -101235 | -102836 | -1081369 | -1265920 | -335157 |
Profit Factor | 1.3013 | 1.349 | 1.2408 | 1.1116 | 1.0696 | 1.1751 |
Total Trades | 615 | 307 | 308 | 615 | 307 | 308 |
Winning Trades | 310 | 138 | 172 | 310 | 138 | 172 |
Losing Trades | 305 | 169 | 136 | 305 | 169 | 136 |
Profitability (%) | 50.4065 | 44.9511 | 55.8442 | 50.4065 | 44.9511 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.2803 | 1.652 | 0.9811 | 1.0937 | 1.3099 | 0.9291 |
Largest Winning Trade | 56172 | 56172 | 32757 | 358164 | 358164 | 115901 |
Largest Losing Trade | -42174 | -42174 | -28716 | -577210 | -577210 | -194334 |
Avg Bars in Trades | 12 | 17 | 6 | 12 | 17 | 6 |
Avg Bars in Winners | 13 | 22 | 6 | 13 | 22 | 6 |
Avg Bars in Losers | 10 | 13 | 6 | 10 | 13 | 6 |
Bars Traded | 7434 | 5334 | 2100 | 7434 | 5334 | 2100 |
Profit Streak | 0 | 12.1741 | 0 | 0 | 12.1741 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447133 | 340081 | -57623 | -120790 | -228932 | -83187 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 1.49406 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7641, "evaluation_days": 1910.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597536000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759335043432, "expiration_time": 1764271368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 1.49406 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 1 } } }
# | 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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