Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430353.8444 | 378598.6038 | 51755.2406 | 107353.4817 | 45871.9278 | 61481.5538 |
Total P&L (%) | 430.3538 | 378.5986 | 51.7552 | 107.3535 | 45.8719 | 61.4816 |
Avg Daily Profit (%) | 0.1882 | 0.1655 | 0.0226 | 0.0319 | 0.0165 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77439 | -86981 | -60497 | -157640 | -146487 | -79059 |
Profit Factor | 1.6072 | 1.9446 | 1.1681 | 1.123 | 1.085 | 1.1846 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.8261 | 43.4783 | 52.1739 | 47.8261 | 43.4783 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.7533 | 2.528 | 1.0707 | 1.2251 | 1.4105 | 1.0859 |
Largest Winning Trade | 195685 | 195685 | 35794 | 130333 | 130333 | 65856 |
Largest Losing Trade | -56922 | -56922 | -45051 | -123867 | -123867 | -64258 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 62 | 70 | 55 | 62 | 70 | 55 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 4063 | 2166 | 1898 | 4063 | 2166 | 1898 |
Profit Streak | 39.307 | 0 | 75.307 | 39.307 | 0 | 75.307 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378328 | 308061 | -198588 | -235573 | -301998 | -182015 |
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{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.487 } } }
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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": 1567641600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914523925, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 231, "offset": 0, "multiplier": 3.487 } } }
# | 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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