Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502475.5095 | 398192.2419 | 104283.2675 | 601428.1787 | 197095.6678 | 404332.5109 |
Total P&L (%) | 502.4755 | 398.1922 | 104.2833 | 601.4282 | 197.0957 | 404.3325 |
Avg Daily Profit (%) | 0.2007 | 0.1591 | 0.0417 | 0.0778 | 0.0435 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136869 | -98184 | -132995 | -794085 | -771310 | -616352 |
Profit Factor | 1.202 | 1.3655 | 1.0746 | 1.0717 | 1.0503 | 1.0905 |
Total Trades | 924 | 462 | 462 | 924 | 462 | 462 |
Winning Trades | 522 | 262 | 260 | 522 | 262 | 260 |
Losing Trades | 402 | 200 | 202 | 402 | 200 | 202 |
Profitability (%) | 56.4935 | 56.71 | 56.2771 | 56.4935 | 56.71 | 56.2771 |
Ratio Avg Win / Avg Loss | 0.9257 | 1.0423 | 0.8349 | 0.8254 | 0.8018 | 0.8472 |
Largest Winning Trade | 35234 | 29332 | 35234 | 183141 | 183141 | 162244 |
Largest Losing Trade | -57886 | -25043 | -57886 | -163633 | -163633 | -125446 |
Avg Bars in Trades | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 14934 | 5876 | 9058 | 14934 | 5876 | 9058 |
Profit Streak | 9.3517 | 9.3517 | 40.185 | 9.3517 | 9.3517 | 40.185 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480075 | 411406 | -272990 | -224401 | -297938 | -224870 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.88986 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "trading_pair": "NEO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15021, "evaluation_days": 2503.5, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1544126400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759422387213, "expiration_time": 1765895472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.88986 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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