Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1912620.5952 | 1785110.3319 | 127510.2633 | 2826218.8301 | 2398541.9183 | 427676.9118 |
Total P&L (%) | 1912.6206 | 1785.1103 | 127.5103 | 2826.2188 | 2398.5419 | 427.6769 |
Avg Daily Profit (%) | 0.8251 | 0.7701 | 0.055 | 0.1458 | 0.1389 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94528 | -95368 | -121871 | -2241127 | -2564887 | -1532707 |
Profit Factor | 3.574 | 5.0705 | 1.4187 | 1.2059 | 1.2818 | 1.082 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.3684 | 45.8333 | 48.9362 | 47.3684 | 45.8333 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.9711 | 5.9924 | 1.4804 | 1.3399 | 1.5148 | 1.129 |
Largest Winning Trade | 1447142 | 1447142 | 82459 | 2857689 | 2857689 | 1172675 |
Largest Losing Trade | -53064 | -48921 | -53064 | -1198049 | -1198049 | -555997 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 107 | 89 | 124 | 107 | 89 | 124 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 6655 | 2936 | 3719 | 6655 | 2936 | 3719 |
Profit Streak | 52.9973 | 52.9973 | 80.664 | 52.9973 | 52.9973 | 80.664 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 743033 | 727606 | -118021 | 78164 | -6603 | -226795 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 3.02547 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6954, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564272000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759622170717, "expiration_time": 1765601856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 73, "offset": 0, "multiplier": 3.02547 } } }
# | 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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