Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702619.0903 | 442754.3735 | 259864.7168 | 3666794.1672 | 874201.9595 | 2792592.2077 |
Total P&L (%) | 702.6191 | 442.7544 | 259.8647 | 3666.7942 | 874.202 | 2792.5922 |
Avg Daily Profit (%) | 0.3682 | 0.2321 | 0.1362 | 0.1904 | 0.1194 | 0.1765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110959 | -97549 | -35155 | -2730706 | -3047067 | -1255990 |
Profit Factor | 2.0474 | 2.0154 | 2.1067 | 1.3643 | 1.1324 | 1.8068 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 53.6364 | 52.7273 | 54.5455 | 53.6364 | 52.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7697 | 1.8069 | 1.7556 | 1.1793 | 1.0152 | 1.5057 |
Largest Winning Trade | 206522 | 206522 | 32703 | 1320412 | 1320412 | 596528 |
Largest Losing Trade | -49820 | -49820 | -29234 | -866698 | -866698 | -660284 |
Avg Bars in Trades | 32 | 44 | 20 | 32 | 44 | 20 |
Avg Bars in Winners | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Losers | 26 | 40 | 11 | 26 | 40 | 11 |
Bars Traded | 3580 | 2448 | 1132 | 3580 | 2448 | 1132 |
Profit Streak | 141.5178 | 141.5178 | 255.5178 | 141.5178 | 141.5178 | 255.5178 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559636 | -167015 | -185017 | 381978 | -286850 | -166549 |
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 1.24103 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.31888 } } }
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{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3816, "evaluation_days": 1908, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759105539097, "expiration_time": 1764049536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 1.24103 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.31888 } } }
# | 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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