Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585116.4059 | 374459.3708 | 210657.0351 | 2568607.6953 | 961479.7885 | 1607127.9068 |
Total P&L (%) | 585.1164 | 374.4594 | 210.657 | 2568.6077 | 961.4798 | 1607.1279 |
Avg Daily Profit (%) | 0.3076 | 0.1969 | 0.1108 | 0.1728 | 0.1243 | 0.1493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74832 | -62186 | -97745 | -1624458 | -1326565 | -985351 |
Profit Factor | 2.4448 | 2.7696 | 2.0894 | 1.4485 | 1.301 | 1.6345 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 46.25 | 50 | 42.5 | 46.25 | 50 | 42.5 |
Ratio Avg Win / Avg Loss | 2.8413 | 2.7696 | 2.8269 | 1.6834 | 1.301 | 2.2114 |
Largest Winning Trade | 141311 | 141311 | 57237 | 928321 | 928321 | 800575 |
Largest Losing Trade | -40225 | -26240 | -40225 | -985351 | -725588 | -985351 |
Avg Bars in Trades | 90 | 69 | 112 | 90 | 69 | 112 |
Avg Bars in Winners | 148 | 98 | 207 | 148 | 98 | 207 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 7265 | 2782 | 4483 | 7265 | 2782 | 4483 |
Profit Streak | 0 | 0 | 547.7719 | 0 | 0 | 547.7719 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11619 | 464683 | -43463 | -15327 | -26571 | 268386 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559239200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759041091920, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 2.86876 } } }
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{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559239200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759041091920, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 223, "offset": 0, "multiplier": 2.86876 } } }
# | 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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