Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425066.9837 | 306278.8548 | 118788.1288 | 461241.3395 | 334885.6202 | 126355.7192 |
Total P&L (%) | 425.067 | 306.2789 | 118.7881 | 461.2413 | 334.8856 | 126.3557 |
Avg Daily Profit (%) | 0.2247 | 0.1619 | 0.0628 | 0.0912 | 0.0777 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161465 | -103642 | -133835 | -360818 | -110986 | -305944 |
Profit Factor | 1.7889 | 2.4384 | 1.3645 | 1.5002 | 1.979 | 1.2179 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 64.1026 | 61.5385 | 66.6667 | 64.1026 | 61.5385 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0018 | 1.524 | 0.6823 | 0.8401 | 1.2369 | 0.6089 |
Largest Winning Trade | 98796 | 98796 | 42353 | 137541 | 137541 | 117215 |
Largest Losing Trade | -57790 | -31534 | -57790 | -196454 | -67793 | -196454 |
Avg Bars in Trades | 46 | 50 | 42 | 46 | 50 | 42 |
Avg Bars in Winners | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 3616 | 1963 | 1653 | 3616 | 1963 | 1653 |
Profit Streak | 62.8281 | 62.8281 | 84.3281 | 62.8281 | 62.8281 | 84.3281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25583 | 504635 | -107520 | -107212 | -84426 | -134553 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 4.99137 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3783, "evaluation_days": 1891.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759477947761, "expiration_time": 1764352368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 4.99137 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "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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