Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538283.1033 | 449983.4488 | 88299.6545 | 461595.3604 | 413790.2034 | 47805.157 |
Total P&L (%) | 538.2831 | 449.9834 | 88.2997 | 461.5954 | 413.7902 | 47.8052 |
Avg Daily Profit (%) | 0.2354 | 0.1968 | 0.0386 | 0.0755 | 0.0716 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90811 | -73717 | -93783 | -740757 | -469826 | -548159 |
Profit Factor | 1.8162 | 2.4231 | 1.2572 | 1.1588 | 1.3029 | 1.031 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 57.4468 | 55.3191 | 59.5745 | 57.4468 | 55.3191 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.9571 | 0.8531 | 0.8584 | 1.0523 | 0.6996 |
Largest Winning Trade | 178763 | 178763 | 50961 | 415637 | 415637 | 261677 |
Largest Losing Trade | -55857 | -36942 | -55857 | -548159 | -320118 | -548159 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 4301 | 1973 | 2328 | 4301 | 1973 | 2328 |
Profit Streak | 76.397 | 102.397 | 76.397 | 76.397 | 102.397 | 76.397 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479159 | 501799 | -140885 | -137065 | -95524 | -357335 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.44871 } } }
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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": 1566388800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008703690, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 97, "offset": 0, "multiplier": 3.44871 } } }
# | 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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