Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669621.9558 | 462773.3571 | 206848.5987 | 3001378.7128 | 2248302.1935 | 753076.5193 |
Total P&L (%) | 669.622 | 462.7734 | 206.8486 | 3001.3787 | 2248.3022 | 753.0765 |
Avg Daily Profit (%) | 0.352 | 0.2433 | 0.1087 | 0.1807 | 0.1661 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99488 | -102606 | -92483 | -2818232 | -1998477 | -2342141 |
Profit Factor | 1.9437 | 2.2934 | 1.588 | 1.2048 | 1.2774 | 1.115 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 46 | 48 | 44 | 46 | 48 | 44 |
Ratio Avg Win / Avg Loss | 2.2817 | 2.4845 | 2.0211 | 1.4143 | 1.3839 | 1.4191 |
Largest Winning Trade | 129638 | 129638 | 58817 | 1547715 | 1547715 | 1335870 |
Largest Losing Trade | -34158 | -34158 | -31281 | -1193176 | -1193176 | -686359 |
Avg Bars in Trades | 54 | 33 | 75 | 54 | 33 | 75 |
Avg Bars in Winners | 84 | 43 | 129 | 84 | 43 | 129 |
Avg Bars in Losers | 29 | 24 | 33 | 29 | 24 | 33 |
Bars Traded | 5478 | 1694 | 3784 | 5478 | 1694 | 3784 |
Profit Streak | 0 | 0 | 582.7624 | 0 | 0 | 582.7624 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422608 | -168475 | -226302 | 219082 | -173139 | -317537 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.12542 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558080000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760091474230, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 3.12542 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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