Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679620.3762 | 514175.0522 | 165445.3241 | 3009583.8859 | 1372920.8586 | 1636663.0273 |
Total P&L (%) | 679.6204 | 514.1751 | 165.4453 | 3009.5839 | 1372.9209 | 1636.663 |
Avg Daily Profit (%) | 0.3572 | 0.2703 | 0.087 | 0.1808 | 0.1415 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109830 | -69414 | -76700 | -7842240 | -5542381 | -4754848 |
Profit Factor | 2.3464 | 2.9973 | 1.6689 | 1.124 | 1.1115 | 1.1369 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.7863 | 3.5593 | 1.9818 | 1.3348 | 1.3199 | 1.3501 |
Largest Winning Trade | 173011 | 173011 | 72592 | 3937681 | 1968981 | 3937681 |
Largest Losing Trade | -34214 | -34214 | -30480 | -2432898 | -2432898 | -2138960 |
Avg Bars in Trades | 49 | 31 | 68 | 49 | 31 | 68 |
Avg Bars in Winners | 80 | 44 | 117 | 80 | 44 | 117 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 3481 | 1101 | 2380 | 3481 | 1101 | 2380 |
Profit Streak | 0 | 0 | 582.8116 | 0 | 0 | 582.8116 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86594 | 456723 | -74788 | -176680 | -103323 | -63377 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.21583 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.58641, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760081318976, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.21583 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.58641, "nb": 0.1, "nc": 0.1 } } }
# | 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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