Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574834.9362 | 466395.1673 | 108439.7689 | 1039817.5302 | 1013212.9452 | 26604.585 |
Total P&L (%) | 574.8349 | 466.3952 | 108.4398 | 1039.8175 | 1013.2129 | 26.6046 |
Avg Daily Profit (%) | 0.2513 | 0.2039 | 0.0474 | 0.1065 | 0.1054 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135517 | -174841 | -119057 | -1107252 | -1608447 | -1158374 |
Profit Factor | 1.6802 | 2.0507 | 1.2703 | 1.1583 | 1.2796 | 1.009 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4702 | 1.7943 | 1.1115 | 1.0135 | 1.1197 | 0.8829 |
Largest Winning Trade | 214931 | 214931 | 46954 | 743257 | 743257 | 292593 |
Largest Losing Trade | -41480 | -36174 | -41480 | -622675 | -622675 | -474052 |
Avg Bars in Trades | 28 | 37 | 20 | 28 | 37 | 20 |
Avg Bars in Winners | 29 | 34 | 23 | 29 | 34 | 23 |
Avg Bars in Losers | 28 | 40 | 16 | 28 | 40 | 16 |
Bars Traded | 4312 | 2803 | 1509 | 4312 | 2803 | 1509 |
Profit Streak | 50.5269 | 79.5269 | 50.5269 | 50.5269 | 79.5269 | 50.5269 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469238 | -44010 | -185366 | -94375 | -107423 | -450410 |
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{ "first_band": { "type": "bbm", "factors": { "length": 40, "offset": 0, "std": 2.14122 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.68432 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4574, "evaluation_days": 2287, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933521104, "expiration_time": 1764643104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 40, "offset": 0, "std": 2.14122 } }, "second_band": { "type": "supertrend", "factors": { "length": 136, "offset": 0, "multiplier": 2.68432 } } }
# | 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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