Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403347.4553 | 319491.0008 | 83856.4545 | -23742.7456 | 98923.743 | -122666.4886 |
Total P&L (%) | 403.3475 | 319.491 | 83.8565 | -23.7427 | 98.9237 | -122.6665 |
Avg Daily Profit (%) | 0.2112 | 0.1673 | 0.0439 | -0.0142 | 0.036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317311 | -83947 | -271018 | -178861 | -51187 | -159425 |
Profit Factor | 1.2737 | 1.5465 | 1.0943 | 0.9637 | 1.4322 | 0.7117 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 55.8394 | 55.4745 | 56.2044 | 55.8394 | 55.4745 | 56.2044 |
Ratio Avg Win / Avg Loss | 1.0073 | 1.2412 | 0.8527 | 0.7622 | 1.1495 | 0.5546 |
Largest Winning Trade | 69764 | 69764 | 48617 | 71593 | 71593 | 23140 |
Largest Losing Trade | -68671 | -45499 | -68671 | -83181 | -34788 | -83181 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 42 | 36 | 49 | 42 | 36 | 49 |
Bars Traded | 11276 | 5095 | 6181 | 11276 | 5095 | 6181 |
Profit Streak | 4.7942 | 14.9608 | 0 | 4.7942 | 14.9608 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372744 | 378828 | -252068 | -578064 | -142291 | -580164 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 3.62077 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } } }
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{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11457, "evaluation_days": 1909.5, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759273416384, "expiration_time": 1764211824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 205, "offset": 0, "multiplier": 3.62077 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "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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