Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633328.3459 | 510698.2415 | 122630.1045 | 906303.5446 | 588221.0966 | 318082.448 |
Total P&L (%) | 633.3283 | 510.6982 | 122.6301 | 906.3035 | 588.2211 | 318.0824 |
Avg Daily Profit (%) | 0.3364 | 0.2713 | 0.0651 | 0.1227 | 0.1025 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130475 | -101671 | -77732 | -913316 | -780694 | -603896 |
Profit Factor | 1.453 | 1.6718 | 1.1923 | 1.0853 | 1.1033 | 1.0645 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 172 | 83 | 89 | 172 | 83 | 89 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 55.6634 | 53.8961 | 57.4194 | 55.6634 | 53.8961 | 57.4194 |
Ratio Avg Win / Avg Loss | 1.1574 | 1.4301 | 0.8842 | 0.8645 | 0.9438 | 0.7894 |
Largest Winning Trade | 120835 | 120835 | 34543 | 442014 | 442014 | 365702 |
Largest Losing Trade | -38413 | -31600 | -38413 | -450113 | -450113 | -424392 |
Avg Bars in Trades | 24 | 30 | 17 | 24 | 30 | 17 |
Avg Bars in Winners | 22 | 29 | 16 | 22 | 29 | 16 |
Avg Bars in Losers | 25 | 33 | 18 | 25 | 33 | 18 |
Bars Traded | 7458 | 4771 | 2687 | 7458 | 4771 | 2687 |
Profit Streak | 12.359 | 12.359 | 18.609 | 12.359 | 12.359 | 18.609 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516999 | 434762 | -113666 | -152993 | -162875 | -239725 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.40578 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 4.97765 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597384800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759005420245, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.40578 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 4.97765 } } }
# | 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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