Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340402.3159 | 104905.8278 | 235496.4881 | 363388.1017 | 160540.3268 | 202847.7748 |
Total P&L (%) | 340.4023 | 104.9058 | 235.4965 | 363.3881 | 160.5403 | 202.8478 |
Avg Daily Profit (%) | 0.2287 | 0.0705 | 0.1582 | 0.1031 | 0.0644 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161658 | -81669 | -114024 | -354790 | -190990 | -263899 |
Profit Factor | 1.3507 | 1.2154 | 1.4868 | 1.1681 | 1.1519 | 1.1837 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 135 | 63 | 72 | 135 | 63 | 72 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 53.3597 | 50 | 56.6929 | 53.3597 | 50 | 56.6929 |
Ratio Avg Win / Avg Loss | 1.1806 | 1.2154 | 1.1358 | 1.021 | 1.1519 | 0.9042 |
Largest Winning Trade | 60452 | 60452 | 54631 | 94295 | 94295 | 78341 |
Largest Losing Trade | -31227 | -31227 | -27085 | -96558 | -91777 | -96558 |
Avg Bars in Trades | 22 | 16 | 29 | 22 | 16 | 29 |
Avg Bars in Winners | 24 | 15 | 32 | 24 | 15 | 32 |
Avg Bars in Losers | 21 | 16 | 25 | 21 | 16 | 25 |
Bars Traded | 5778 | 2023 | 3755 | 5778 | 2023 | 3755 |
Profit Streak | 0 | 12.6249 | 0 | 0 | 12.6249 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370693 | -98582 | 339040 | -88892 | -159800 | -112654 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.60984 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5953, "evaluation_days": 1488.25, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633737600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759719589475, "expiration_time": 1763566344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 120, "offset": 0, "multiplier": 2.60984 } }, "second_band": { "type": "dema", "factors": { "length": 52, "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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