Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266830.8667 | 257498.1298 | 9332.7369 | 35740.2952 | 67694.5428 | -31954.2477 |
Total P&L (%) | 266.8309 | 257.4981 | 9.3327 | 35.7403 | 67.6945 | -31.9542 |
Avg Daily Profit (%) | 0.2476 | 0.2389 | 0.0087 | 0.0284 | 0.048 | -0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100526 | -86327 | -71778 | -249517 | -204084 | -180990 |
Profit Factor | 1.4273 | 1.7317 | 1.0342 | 1.0278 | 1.0913 | 0.9412 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 44.9153 | 44.0678 | 45.7627 | 44.9153 | 44.0678 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.7505 | 2.1979 | 1.2258 | 1.2605 | 1.3851 | 1.1156 |
Largest Winning Trade | 249604 | 249604 | 24277 | 196257 | 196257 | 45527 |
Largest Losing Trade | -40633 | -40633 | -29040 | -110158 | -110158 | -46077 |
Avg Bars in Trades | 25 | 33 | 18 | 25 | 33 | 18 |
Avg Bars in Winners | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Losers | 23 | 33 | 13 | 23 | 33 | 13 |
Bars Traded | 3030 | 1968 | 1062 | 3030 | 1968 | 1062 |
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 | 310124 | -167750 | -707943 | -348927 | -428102 | -757161 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 3.16356 } } }
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{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3233, "evaluation_days": 1077.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1670457600000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759235482333, "expiration_time": 1762012512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 166, "offset": 0, "multiplier": 3.16356 } } }
# | 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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