Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161290.7767 | 80912.147 | 80378.6297 | 82779.4698 | 78757.7192 | 4021.7506 |
Total P&L (%) | 161.2908 | 80.9121 | 80.3786 | 82.7795 | 78.7577 | 4.0218 |
Avg Daily Profit (%) | 0.1737 | 0.0871 | 0.0865 | 0.065 | 0.0626 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110043 | -75687 | -68001 | -140024 | -74747 | -88103 |
Profit Factor | 1.3342 | 1.3453 | 1.3238 | 1.1438 | 1.287 | 1.0133 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 55.7692 | 51.9231 | 59.6154 | 55.7692 | 51.9231 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.0582 | 1.2456 | 0.8968 | 0.9071 | 1.1917 | 0.6865 |
Largest Winning Trade | 43167 | 42148 | 43167 | 53750 | 53750 | 33862 |
Largest Losing Trade | -35591 | -21915 | -35591 | -60750 | -30999 | -60750 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 30 | 20 | 39 | 30 | 20 | 39 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 3467 | 1446 | 2021 | 3467 | 1446 | 2021 |
Profit Streak | 0 | 0 | 59.2254 | 0 | 0 | 59.2254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313684 | -255815 | -256681 | -169213 | -288914 | -738267 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 4.14255 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "offset": 0 } } }
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{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 928.75, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680955200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759814673410, "expiration_time": 1762387200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 64, "offset": 0, "multiplier": 4.14255 } }, "second_band": { "type": "sinwma", "factors": { "length": 24, "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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