Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237607.2133 | 214890.0926 | 22717.1207 | -27245.2304 | -57483.1799 | 30237.9495 |
Total P&L (%) | 237.6072 | 214.8901 | 22.7171 | -27.2452 | -57.4832 | 30.238 |
Avg Daily Profit (%) | 0.1667 | 0.1507 | 0.0159 | -0.0223 | -0.06 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174481 | -157183 | -22399 | -141158 | -137675 | -10431 |
Profit Factor | 1.4528 | 1.4595 | 1.3978 | 0.9189 | 0.8152 | 2.2144 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 45.4545 | 34.6939 | 56 | 45.4545 | 34.6939 | 56 |
Ratio Avg Win / Avg Loss | 1.7434 | 2.7473 | 1.0983 | 1.1027 | 1.5346 | 1.7399 |
Largest Winning Trade | 157737 | 157737 | 9693 | 64557 | 64557 | 10801 |
Largest Losing Trade | -58660 | -58660 | -8410 | -72305 | -72305 | -3670 |
Avg Bars in Trades | 170 | 337 | 6 | 170 | 337 | 6 |
Avg Bars in Winners | 151 | 390 | 5 | 151 | 390 | 5 |
Avg Bars in Losers | 185 | 308 | 6 | 185 | 308 | 6 |
Bars Traded | 16840 | 16521 | 319 | 16840 | 16521 | 319 |
Profit Streak | 99.0051 | 99.9218 | 99.0051 | 99.0051 | 99.9218 | 99.0051 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321102 | 146661 | -354393 | -579656 | -583296 | -345130 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 60, "offset": 0, "multiplier": 1.94244 } }, "second_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 4.43756 } } }
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{ "trading_pair": "ENS_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17106, "evaluation_days": 1425.5, "actual_first_datapoint_time": 1636524000000, "first_datapoint_time": 1636956000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759680442018, "expiration_time": 1764113875200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 60, "offset": 0, "multiplier": 1.94244 } }, "second_band": { "type": "bbu", "factors": { "length": 184, "offset": 0, "std": 4.43756 } } }
# | 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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