Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209395.9884 | 102950.5476 | 106445.4408 | 213213.5002 | 189395.14 | 23818.3602 |
Total P&L (%) | 209.396 | 102.9505 | 106.4454 | 213.2135 | 189.3951 | 23.8184 |
Avg Daily Profit (%) | 0.2268 | 0.1115 | 0.1153 | 0.1237 | 0.1152 | 0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112355 | -68301 | -75309 | -218907 | -168597 | -162554 |
Profit Factor | 1.4605 | 1.4378 | 1.4847 | 1.2143 | 1.3857 | 1.0473 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 60.8696 | 56.8966 | 64.9123 | 60.8696 | 56.8966 | 64.9123 |
Ratio Avg Win / Avg Loss | 0.9389 | 1.0893 | 0.8025 | 0.7806 | 1.0498 | 0.5661 |
Largest Winning Trade | 46469 | 46469 | 38327 | 88360 | 88360 | 55515 |
Largest Losing Trade | -35591 | -24660 | -35591 | -91641 | -62556 | -91641 |
Avg Bars in Trades | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Winners | 33 | 19 | 46 | 33 | 19 | 46 |
Avg Bars in Losers | 25 | 19 | 32 | 25 | 19 | 32 |
Bars Traded | 3487 | 1127 | 2360 | 3487 | 1127 | 2360 |
Profit Streak | 8.518 | 8.518 | 71.268 | 8.518 | 8.518 | 71.268 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363072 | -221414 | -216178 | -27090 | -216861 | -513134 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 4.43626 } }, "second_band": { "type": "linreg", "factors": { "length": 179, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3693, "evaluation_days": 923.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1683417600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759343155719, "expiration_time": 1761912000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 4.43626 } }, "second_band": { "type": "linreg", "factors": { "length": 179, "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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