Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521294.1247 | 314324.402 | 206969.7227 | 270291.0746 | 74744.2613 | 195546.8133 |
Total P&L (%) | 521.2941 | 314.3244 | 206.9697 | 270.2911 | 74.7443 | 195.5468 |
Avg Daily Profit (%) | 0.3119 | 0.188 | 0.1238 | 0.0784 | 0.0334 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116797 | -120343 | -71045 | -414213 | -152746 | -279659 |
Profit Factor | 1.4593 | 1.5567 | 1.3629 | 1.1376 | 1.076 | 1.1994 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 56.8966 | 55.1724 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1056 | 1.2649 | 0.9621 | 0.8618 | 0.8742 | 0.8466 |
Largest Winning Trade | 89663 | 89663 | 48481 | 137689 | 137689 | 127967 |
Largest Losing Trade | -59130 | -36887 | -59130 | -133505 | -75721 | -133505 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Losers | 17 | 20 | 15 | 17 | 20 | 15 |
Bars Traded | 3271 | 1493 | 1778 | 3271 | 1493 | 1778 |
Profit Streak | 5.1522 | 21.6522 | 0 | 5.1522 | 21.6522 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462548 | 390500 | -27833 | -156396 | -285229 | -108124 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 3.00936 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3343, "evaluation_days": 1671.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1617537600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760153951754, "expiration_time": 1764473328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 3.00936 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "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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