Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691333.1672 | 443154.7176 | 248178.4497 | 4244179.8651 | 866843.2425 | 3377336.6226 |
Total P&L (%) | 691.3332 | 443.1547 | 248.1785 | 4244.1799 | 866.8432 | 3377.3366 |
Avg Daily Profit (%) | 0.3636 | 0.2331 | 0.1305 | 0.1986 | 0.1194 | 0.1868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90002 | -69557 | -123067 | -5901083 | -5342634 | -1622494 |
Profit Factor | 1.5048 | 1.6816 | 1.345 | 1.1704 | 1.0636 | 1.2994 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Losing Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Profitability (%) | 50.1408 | 51.1236 | 49.1525 | 50.1408 | 51.1236 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.4964 | 1.6077 | 1.3914 | 1.1638 | 1.0168 | 1.3442 |
Largest Winning Trade | 135086 | 135086 | 35731 | 3358736 | 3358736 | 1120031 |
Largest Losing Trade | -36946 | -28171 | -36946 | -2105069 | -2105069 | -1160995 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 11217 | 5456 | 5761 | 11217 | 5456 | 5761 |
Profit Streak | 0 | 0 | 487.1275 | 0 | 0 | 487.1275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455252 | 418025 | -17782 | -23208 | -183239 | 310747 |
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{ "first_band": { "type": "vwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 3.00186 } } }
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{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555459200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758913417928, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 37, "offset": 0, "multiplier": 3.00186 } } }
# | 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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