Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565279.4761 | 252890.1916 | 312389.2845 | 1556625.8244 | 89973.8726 | 1466651.9518 |
Total P&L (%) | 565.2795 | 252.8902 | 312.3893 | 1556.6258 | 89.9739 | 1466.652 |
Avg Daily Profit (%) | 0.3398 | 0.152 | 0.1878 | 0.1689 | 0.0386 | 0.1655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130758 | -97004 | -89423 | -2877628 | -2122683 | -1683050 |
Profit Factor | 1.4012 | 1.2995 | 1.5533 | 1.0911 | 1.0094 | 1.1948 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Losing Trades | 168 | 81 | 87 | 168 | 81 | 87 |
Profitability (%) | 53.8462 | 55.4945 | 52.1978 | 53.8462 | 55.4945 | 52.1978 |
Ratio Avg Win / Avg Loss | 1.201 | 1.0422 | 1.4225 | 0.9352 | 0.8095 | 1.0942 |
Largest Winning Trade | 80136 | 80136 | 38492 | 649601 | 532903 | 649601 |
Largest Losing Trade | -33284 | -33284 | -29337 | -825761 | -825761 | -786825 |
Avg Bars in Trades | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Winners | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Losers | 14 | 19 | 10 | 14 | 19 | 10 |
Bars Traded | 6450 | 3879 | 2571 | 6450 | 3879 | 2571 |
Profit Streak | 11.4008 | 0 | 15.6508 | 11.4008 | 0 | 15.6508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476938 | 312466 | 384813 | -110893 | -351810 | 108615 |
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{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.75837 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6654, "evaluation_days": 1663.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1619028000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759505833376, "expiration_time": 1763804592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 0, "multiplier": 2.75837 } } }
# | 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) |
---|