Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315975.1017 | 235925.1093 | 80049.9924 | -44872.7146 | 24576.2743 | -69448.9889 |
Total P&L (%) | 315.9751 | 235.9251 | 80.05 | -44.8727 | 24.5763 | -69.449 |
Avg Daily Profit (%) | 0.1652 | 0.1234 | 0.0419 | -0.0311 | 0.0115 | -0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233806 | -74275 | -235005 | -201793 | -59063 | -171290 |
Profit Factor | 1.2058 | 1.4171 | 1.0825 | 0.9483 | 1.0769 | 0.8734 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 160 | 86 | 74 | 160 | 86 | 74 |
Losing Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Profitability (%) | 57.554 | 61.8705 | 53.2374 | 57.554 | 61.8705 | 53.2374 |
Ratio Avg Win / Avg Loss | 0.8893 | 0.8733 | 0.9509 | 0.6994 | 0.6637 | 0.7671 |
Largest Winning Trade | 53161 | 32715 | 53161 | 44025 | 19683 | 44025 |
Largest Losing Trade | -60457 | -31560 | -60457 | -62759 | -35066 | -62759 |
Avg Bars in Trades | 19 | 13 | 26 | 19 | 13 | 26 |
Avg Bars in Winners | 17 | 9 | 26 | 17 | 9 | 26 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 5549 | 1935 | 3614 | 5549 | 1935 | 3614 |
Profit Streak | 10.2758 | 32.9425 | 0 | 10.2758 | 32.9425 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307199 | -26552 | -267892 | -577409 | -316271 | -580266 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 2.65473 } }, "second_band": { "type": "sma", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "SNX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5737, "evaluation_days": 1912.33, "actual_first_datapoint_time": 1594281600000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759502232254, "expiration_time": 1764435168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 2.65473 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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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