Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632559.1973 | 386393.2071 | 246165.9902 | 2801009.8445 | 1283575.4202 | 1517434.4242 |
Total P&L (%) | 632.5592 | 386.3932 | 246.166 | 2801.0098 | 1283.5754 | 1517.4344 |
Avg Daily Profit (%) | 0.3325 | 0.2031 | 0.1294 | 0.1772 | 0.1382 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116458 | -68187 | -185383 | -1927443 | -732299 | -1699859 |
Profit Factor | 2.1332 | 3.0323 | 1.6688 | 1.6615 | 1.7725 | 1.5898 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 62.6374 | 64.4444 | 60.8696 | 62.6374 | 64.4444 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.2724 | 1.673 | 1.0728 | 0.9911 | 0.9779 | 1.022 |
Largest Winning Trade | 89775 | 89775 | 58417 | 883588 | 883588 | 686443 |
Largest Losing Trade | -61586 | -36506 | -61586 | -1438177 | -536016 | -1438177 |
Avg Bars in Trades | 39 | 17 | 61 | 39 | 17 | 61 |
Avg Bars in Winners | 33 | 15 | 53 | 33 | 15 | 53 |
Avg Bars in Losers | 49 | 22 | 73 | 49 | 22 | 73 |
Bars Traded | 3610 | 803 | 2807 | 3610 | 803 | 2807 |
Profit Streak | 534.0555 | 534.0555 | 563.5555 | 534.0555 | 534.0555 | 563.5555 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561963 | 584637 | -15418 | 421401 | -4752 | 269884 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.66449 } }, "second_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760404795592, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.66449 } }, "second_band": { "type": "wma", "factors": { "length": 95, "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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