Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642115.2803 | 514025.2646 | 128090.0157 | 568287.2492 | -126075.6215 | 694362.8707 |
Total P&L (%) | 642.1153 | 514.0253 | 128.09 | 568.2872 | -126.0756 | 694.3629 |
Avg Daily Profit (%) | 0.3383 | 0.2708 | 0.0675 | 0.1001 | 0 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122884 | -112236 | -49715 | -2122847 | -1602756 | -786908 |
Profit Factor | 1.4528 | 1.6261 | 1.2145 | 1.053 | 0.9799 | 1.156 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 211 | 93 | 118 | 211 | 93 | 118 |
Losing Trades | 248 | 136 | 112 | 248 | 136 | 112 |
Profitability (%) | 45.9695 | 40.6114 | 51.3043 | 45.9695 | 40.6114 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.7075 | 2.3779 | 1.1527 | 1.2376 | 1.433 | 1.0972 |
Largest Winning Trade | 315680 | 315680 | 22183 | 611473 | 611473 | 240801 |
Largest Losing Trade | -53306 | -53306 | -17979 | -471281 | -471281 | -209147 |
Avg Bars in Trades | 16 | 26 | 6 | 16 | 26 | 6 |
Avg Bars in Winners | 19 | 35 | 6 | 19 | 35 | 6 |
Avg Bars in Losers | 13 | 19 | 5 | 13 | 19 | 5 |
Bars Traded | 7395 | 5954 | 1441 | 7395 | 5954 | 1441 |
Profit Streak | 0 | 10.0328 | 0 | 0 | 10.0328 | 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 | 448461 | 347533 | -102179 | -220026 | -581179 | -94625 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.58829 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.98401 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7593, "evaluation_days": 1898.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597860000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760078831120, "expiration_time": 1764974664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 83, "offset": 0, "multiplier": 2.58829 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.98401 } } }
# | 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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