Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626028.2924 | 471028.2478 | 155000.0446 | 584844.1395 | 389853.8757 | 194990.2639 |
Total P&L (%) | 626.0283 | 471.0282 | 155 | 584.8441 | 389.8539 | 194.9903 |
Avg Daily Profit (%) | 0.3255 | 0.2449 | 0.0806 | 0.1001 | 0.0827 | 0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127298 | -102239 | -60473 | -2336977 | -1804728 | -803292 |
Profit Factor | 1.7662 | 2.0449 | 1.4232 | 1.0707 | 1.0851 | 1.0528 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 46.2687 | 41.791 | 50.7463 | 46.2687 | 41.791 | 50.7463 |
Ratio Avg Win / Avg Loss | 2.0511 | 2.8483 | 1.3814 | 1.2434 | 1.5113 | 1.0219 |
Largest Winning Trade | 290855 | 290855 | 41471 | 1574092 | 1574092 | 411434 |
Largest Losing Trade | -32983 | -32983 | -31703 | -536095 | -501177 | -536095 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Losers | 24 | 27 | 22 | 24 | 27 | 22 |
Bars Traded | 3787 | 2078 | 1709 | 3787 | 2078 | 1709 |
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 | 419097 | -108258 | -200804 | -202517 | -328594 | -396505 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 3.35043 } }, "second_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } } }
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{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3846, "evaluation_days": 1923, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594987200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759175925193, "expiration_time": 1764131616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 3.35043 } }, "second_band": { "type": "wma", "factors": { "length": 46, "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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