Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474820.1523 | 405675.1954 | 69144.9569 | 146638.5931 | 326849.038 | -180210.4449 |
Total P&L (%) | 474.8202 | 405.6752 | 69.145 | 146.6386 | 326.849 | -180.2104 |
Avg Daily Profit (%) | 0.2456 | 0.2098 | 0.0358 | 0.0467 | 0.0751 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146655 | -69133 | -96566 | -428519 | -180821 | -292290 |
Profit Factor | 1.6177 | 2.1852 | 1.1621 | 1.0835 | 1.4123 | 0.8131 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 45 | 42 | 48 | 45 | 42 | 48 |
Ratio Avg Win / Avg Loss | 1.9771 | 3.0177 | 1.259 | 1.3242 | 1.9503 | 0.8809 |
Largest Winning Trade | 289644 | 289644 | 61387 | 221052 | 221052 | 89066 |
Largest Losing Trade | -35404 | -27423 | -35404 | -121719 | -88733 | -121719 |
Avg Bars in Trades | 36 | 26 | 46 | 36 | 26 | 46 |
Avg Bars in Winners | 46 | 27 | 63 | 46 | 27 | 63 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 3679 | 1349 | 2331 | 3679 | 1349 | 2331 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338213 | -171026 | -368187 | -260943 | -273697 | -761611 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.41368 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3867, "evaluation_days": 1933.5, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594512000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760074611928, "expiration_time": 1765066032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.41368 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
# | 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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