Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343329.8179 | 127354.2846 | 215975.5332 | 300208.3298 | -256526.4706 | 556734.8003 |
Total P&L (%) | 343.3298 | 127.3543 | 215.9755 | 300.2083 | -256.5265 | 556.7348 |
Avg Daily Profit (%) | 0.207 | 0.0768 | 0.1302 | 0.0837 | 0 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143191 | -135811 | -60713 | -646977 | -640335 | -147249 |
Profit Factor | 1.5889 | 1.3916 | 1.838 | 1.179 | 0.7782 | 2.069 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 67.5439 | 66.6667 | 68.4211 | 67.5439 | 66.6667 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.7635 | 0.6958 | 0.8483 | 0.5665 | 0.3891 | 0.9549 |
Largest Winning Trade | 61560 | 61560 | 38423 | 216066 | 216066 | 143266 |
Largest Losing Trade | -57441 | -57441 | -44379 | -576687 | -576687 | -132764 |
Avg Bars in Trades | 55 | 62 | 48 | 55 | 62 | 48 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 89 | 107 | 69 | 89 | 107 | 69 |
Bars Traded | 6339 | 3588 | 2751 | 6339 | 3588 | 2751 |
Profit Streak | 13.4053 | 0 | 15.4053 | 13.4053 | 0 | 15.4053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397601 | -269339 | -195550 | -103414 | -758672 | -216922 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 3.8874 } }, "second_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6634, "evaluation_days": 1658.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1620950400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759074221450, "expiration_time": 1763359632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 3.8874 } }, "second_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } } }
# | 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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