Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630068.5697 | 507581.141 | 122487.4286 | 1900433.7007 | 1945454.9178 | -45021.2171 |
Total P&L (%) | 630.0686 | 507.5811 | 122.4874 | 1900.4337 | 1945.4549 | -45.0212 |
Avg Daily Profit (%) | 0.2755 | 0.2219 | 0.0536 | 0.1311 | 0.1321 | -0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76113 | -63772 | -62462 | -4422337 | -2731160 | -2858864 |
Profit Factor | 2.3625 | 3.1272 | 1.5472 | 1.217 | 1.434 | 0.9895 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9575 | 2.4323 | 1.3652 | 1.0083 | 1.1153 | 0.8731 |
Largest Winning Trade | 168966 | 168966 | 79385 | 1963108 | 1963108 | 1074223 |
Largest Losing Trade | -62462 | -40184 | -62462 | -2858864 | -2354771 | -2858864 |
Avg Bars in Trades | 64 | 44 | 84 | 64 | 44 | 84 |
Avg Bars in Winners | 94 | 52 | 138 | 94 | 52 | 138 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 4144 | 1430 | 2714 | 4144 | 1430 | 2714 |
Profit Streak | 75.0416 | 97.0416 | 75.0416 | 75.0416 | 97.0416 | 75.0416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128744 | 559378 | -118870 | -159960 | -14070 | -579847 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 3.00696 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1570363200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758891591920, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 171, "offset": 0, "multiplier": 3.00696 } } }
# | 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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