Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542469.269 | 1472992.7644 | 69476.5045 | 2770145.571 | 857697.7383 | 1912447.8326 |
Total P&L (%) | 1542.4693 | 1472.9928 | 69.4765 | 2770.1456 | 857.6977 | 1912.4478 |
Avg Daily Profit (%) | 0.6489 | 0.6197 | 0.0292 | 0.1413 | 0.0951 | 0.1264 |
Buy And Hold Return (%) | 272.8393 | 272.8393 | 272.8393 | 272.8393 | 272.8393 | 272.8393 |
Max Trade Drawdown | -144034 | -132627 | -89348 | -3954705 | -3930137 | -1746556 |
Profit Factor | 3.4475 | 6.0402 | 1.2056 | 1.2216 | 1.1142 | 1.3832 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 51.8987 | 53.8462 | 50 | 51.8987 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 3.1952 | 5.1773 | 1.2056 | 1.1322 | 0.955 | 1.3832 |
Largest Winning Trade | 1184565 | 1184565 | 65246 | 4050129 | 4050129 | 1515799 |
Largest Losing Trade | -37522 | -34224 | -37522 | -1434304 | -1434304 | -941386 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 70 | 58 | 83 | 70 | 58 | 83 |
Avg Bars in Losers | 43 | 34 | 51 | 43 | 34 | 51 |
Bars Traded | 4556 | 1858 | 2698 | 4556 | 1858 | 2698 |
Profit Streak | 64.0772 | 64.0772 | 83.5772 | 64.0772 | 64.0772 | 83.5772 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11963 | 740795 | -318711 | -33884 | -163665 | -21908 |
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{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 2.68661 } } }
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{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 2377, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560772800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760233874007, "expiration_time": 1766345184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 2.68661 } } }
# | 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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