Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736744.3779 | 559356.1527 | 177388.2252 | 6844742.2578 | 5566700.2161 | 1278042.0417 |
Total P&L (%) | 736.7444 | 559.3562 | 177.3882 | 6844.7423 | 5566.7002 | 1278.042 |
Avg Daily Profit (%) | 0.522 | 0.3963 | 0.1257 | 0.3009 | 0.2865 | 0.186 |
Buy And Hold Return (%) | 54.8167 | 54.8167 | 54.8167 | 54.8167 | 54.8167 | 54.8167 |
Max Trade Drawdown | -120527 | -68311 | -128358 | -5403965 | -2364486 | -5436439 |
Profit Factor | 1.4811 | 1.8628 | 1.2009 | 1.3168 | 1.5929 | 1.1046 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 261 | 129 | 132 | 261 | 129 | 132 |
Losing Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Profitability (%) | 56.25 | 55.6034 | 56.8966 | 56.25 | 55.6034 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.152 | 1.4874 | 0.9098 | 1.0242 | 1.2718 | 0.8369 |
Largest Winning Trade | 72607 | 72607 | 55136 | 1617684 | 1617684 | 1313105 |
Largest Losing Trade | -34506 | -19380 | -34506 | -1520934 | -1186120 | -1520934 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 16633 | 7970 | 8663 | 16633 | 7970 | 8663 |
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 | 547772 | 486902 | -28758 | 443600 | 433267 | -97612 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.3811 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599422400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759584480922, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 4.3811 } }, "second_band": { "type": "linreg", "factors": { "length": 223, "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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