Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465592.9055 | 325035.6996 | 140557.2059 | 845366.075 | -101548.4665 | 946914.5415 |
Total P&L (%) | 465.5929 | 325.0357 | 140.5572 | 845.3661 | -101.5485 | 946.9145 |
Avg Daily Profit (%) | 0.245 | 0.1711 | 0.074 | 0.1183 | 0 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94705 | -98312 | -97334 | -1938527 | -1583184 | -355342 |
Profit Factor | 2.0239 | 2.0921 | 1.8946 | 1.2625 | 0.961 | 2.53 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 66.6667 | 61.7647 | 71.4286 | 66.6667 | 61.7647 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.0119 | 1.2951 | 0.7579 | 0.6313 | 0.5949 | 1.012 |
Largest Winning Trade | 93803 | 93803 | 42896 | 865190 | 865190 | 365298 |
Largest Losing Trade | -51286 | -51286 | -38948 | -1415219 | -1415219 | -355342 |
Avg Bars in Trades | 50 | 84 | 18 | 50 | 84 | 18 |
Avg Bars in Winners | 30 | 51 | 14 | 30 | 51 | 14 |
Avg Bars in Losers | 90 | 138 | 28 | 90 | 138 | 28 |
Bars Traded | 3502 | 2868 | 634 | 3502 | 2868 | 634 |
Profit Streak | 145.979 | 145.979 | 154.479 | 145.979 | 145.979 | 154.479 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91746 | 443565 | -89341 | -138953 | -578697 | -19763 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 2.65039 } }, "second_band": { "type": "bbu", "factors": { "length": 151, "offset": 0, "std": 1.16061 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3800, "evaluation_days": 1900, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760225386938, "expiration_time": 1765108800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 2.65039 } }, "second_band": { "type": "bbu", "factors": { "length": 151, "offset": 0, "std": 1.16061 } } }
# | 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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