Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533094.6365 | 381701.5417 | 151393.0948 | 891717.3869 | 494490.4438 | 397226.9431 |
Total P&L (%) | 533.0946 | 381.7015 | 151.3931 | 891.7174 | 494.4904 | 397.2269 |
Avg Daily Profit (%) | 0.2843 | 0.2035 | 0.0807 | 0.1224 | 0.0951 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109847 | -74431 | -80203 | -547883 | -350240 | -384011 |
Profit Factor | 1.6223 | 1.8903 | 1.3538 | 1.245 | 1.263 | 1.2257 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 43.6047 | 36.0465 | 51.1628 | 43.6047 | 36.0465 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.0981 | 3.3538 | 1.2922 | 1.6102 | 2.2409 | 1.17 |
Largest Winning Trade | 87593 | 87593 | 68309 | 332857 | 332857 | 328928 |
Largest Losing Trade | -59449 | -25669 | -59449 | -301536 | -123736 | -301536 |
Avg Bars in Trades | 43 | 34 | 51 | 43 | 34 | 51 |
Avg Bars in Winners | 58 | 47 | 65 | 58 | 47 | 65 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 7407 | 2949 | 4458 | 7407 | 2949 | 4458 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368756 | 197619 | -84924 | -29890 | -70786 | -79263 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 156, "multiplier": 3.43121 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } } }
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{ "trading_pair": "YFI_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 1875.25, "actual_first_datapoint_time": 1597060800000, "first_datapoint_time": 1597838400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067478202, "expiration_time": 1763921448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 19, "offset": 156, "multiplier": 3.43121 } }, "second_band": { "type": "midprice", "factors": { "length": 37, "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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