Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908393.6665 | 557834.7499 | 350558.9166 | 85676577.4895 | 19061211.7369 | 66615365.7526 |
Total P&L (%) | 908.3937 | 557.8348 | 350.5589 | 85676.5775 | 19061.2117 | 66615.3658 |
Avg Daily Profit (%) | 0.4784 | 0.2938 | 0.1846 | 0.3564 | 0.2772 | 0.3431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49564 | -59801 | -37055 | -46003973 | -47919459 | -13533152 |
Profit Factor | 4.1879 | 3.786 | 5.1376 | 1.8864 | 1.2457 | 4.4904 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 75.8242 | 66.6667 | 84.7826 | 75.8242 | 66.6667 | 84.7826 |
Ratio Avg Win / Avg Loss | 1.3353 | 1.893 | 0.9221 | 0.6015 | 0.6229 | 0.806 |
Largest Winning Trade | 101232 | 101232 | 43546 | 30319379 | 30319379 | 15439298 |
Largest Losing Trade | -41068 | -41068 | -29687 | -37318137 | -37318137 | -11440584 |
Avg Bars in Trades | 60 | 96 | 24 | 60 | 96 | 24 |
Avg Bars in Winners | 31 | 44 | 22 | 31 | 44 | 22 |
Avg Bars in Losers | 149 | 202 | 36 | 149 | 202 | 36 |
Bars Traded | 5480 | 4363 | 1117 | 5480 | 4363 | 1117 |
Profit Streak | 19.2279 | 0 | 311.8946 | 19.2279 | 0 | 311.8946 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 753578 | 646943 | 674727 | 525760 | 324341 | 721397 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.14772 } }, "second_band": { "type": "kcu", "factors": { "length": 146, "offset": 58, "scalar": 2 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5696, "evaluation_days": 1898.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600243200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760102890935, "expiration_time": 1765004544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 3.14772 } }, "second_band": { "type": "kcu", "factors": { "length": 146, "offset": 58, "scalar": 2 } } }
# | 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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