Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311998.7157 | 256433.0524 | 55565.6633 | -878309.8288 | -592950.957 | -285358.8718 |
Total P&L (%) | 311.9987 | 256.4331 | 55.5657 | -878.3098 | -592.951 | -285.3589 |
Avg Daily Profit (%) | 0.1629 | 0.1339 | 0.029 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226368 | -72800 | -234245 | -1571278 | -898599 | -1062544 |
Profit Factor | 1.3529 | 1.8 | 1.0986 | 0.8255 | 0.7334 | 0.8984 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 84 | 41 | 43 | 47 | 25 | 22 |
Losing Trades | 46 | 24 | 22 | 83 | 40 | 43 |
Profitability (%) | 64.6154 | 63.0769 | 66.1538 | 36.1538 | 38.4615 | 33.8462 |
Ratio Avg Win / Avg Loss | 0.7409 | 1.0537 | 0.5621 | 1.4577 | 1.1734 | 1.7559 |
Largest Winning Trade | 83769 | 83769 | 39944 | 1050674 | 259911 | 1050674 |
Largest Losing Trade | -197634 | -45710 | -197634 | -329359 | -329359 | -262831 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 21 | 17 | 23 | 36 | 40 | 32 |
Avg Bars in Losers | 40 | 42 | 38 | 23 | 18 | 27 |
Bars Traded | 3637 | 1759 | 1878 | 3637 | 1759 | 1878 |
Profit Streak | 40.1367 | 40.1367 | 40.6367 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343774 | -141118 | -397569 | -583873 | -715278 | -715962 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 2.02553 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SNX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3830, "evaluation_days": 1915, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720613382, "expiration_time": 1764672480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 2.02553 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 2 } } }
# | 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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