Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375968.5426 | 308924.6457 | 67043.8969 | -92917.3849 | 235878.526 | -328795.9109 |
Total P&L (%) | 375.9685 | 308.9246 | 67.0439 | -92.9174 | 235.8785 | -328.7959 |
Avg Daily Profit (%) | 0.1989 | 0.1634 | 0.0355 | -0.1399 | 0.0641 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150578 | -96296 | -107340 | -471909 | -247771 | -361938 |
Profit Factor | 1.4331 | 1.852 | 1.1327 | 0.939 | 1.4096 | 0.653 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 61.194 | 59.7015 | 62.6866 | 61.194 | 59.7015 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.9088 | 1.2501 | 0.6742 | 0.5955 | 0.9515 | 0.3887 |
Largest Winning Trade | 93803 | 93803 | 48737 | 229089 | 229089 | 100515 |
Largest Losing Trade | -99099 | -31227 | -99099 | -250106 | -90697 | -250106 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 3512 | 1325 | 2187 | 3512 | 1325 | 2187 |
Profit Streak | 65.6962 | 65.6962 | 71.1962 | 65.6962 | 65.6962 | 71.1962 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356314 | -104874 | -336466 | -577722 | -222828 | -695255 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 2.58481 } }, "second_band": { "type": "zlma", "factors": { "length": 118, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3781, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380154182, "expiration_time": 1764263376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 187, "offset": 0, "multiplier": 2.58481 } }, "second_band": { "type": "zlma", "factors": { "length": 118, "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) |
---|