Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78828.171 | 39708.3009 | 39119.87 | 91476.067 | 33118.7529 | 58357.3141 |
Total P&L (%) | 78.8282 | 39.7083 | 39.1199 | 91.4761 | 33.1188 | 58.3573 |
Avg Daily Profit (%) | 0.1717 | 0.0865 | 0.0852 | 0.1416 | 0.0623 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32212 | -18161 | -22337 | -49427 | -40530 | -33734 |
Profit Factor | 1.3705 | 1.3841 | 1.3576 | 1.3184 | 1.2254 | 1.4156 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 59.9119 | 59.292 | 60.5263 | 59.9119 | 59.292 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.917 | 0.9503 | 0.8854 | 0.8821 | 0.8413 | 0.9232 |
Largest Winning Trade | 13127 | 7544 | 13127 | 25896 | 10824 | 25896 |
Largest Losing Trade | -19845 | -18161 | -19845 | -40530 | -40530 | -29595 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 10762 | 5592 | 5170 | 10762 | 5592 | 5170 |
Profit Streak | 591.8363 | 592.4196 | 591.8363 | 591.8363 | 592.4196 | 591.8363 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320177 | -80026 | -81786 | -2811 | -113798 | -59950 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 2.66656 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "XMR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 11018, "evaluation_days": 459.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669269600000, "last_datapoint_time": 1708394400000, "evaluation_time": 1758891855050, "expiration_time": 1711250265600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 168, "offset": 0, "multiplier": 2.66656 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } } }
# | 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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