Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223783.0482 | 56431.1383 | 167351.9098 | 209609.3757 | -33230.8223 | 242840.1979 |
Total P&L (%) | 223.783 | 56.4311 | 167.3519 | 209.6094 | -33.2308 | 242.8402 |
Avg Daily Profit (%) | 0.1717 | 0.0433 | 0.1284 | 0.0867 | -0.031 | 0.0946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56854 | -73700 | -36961 | -133953 | -174015 | -77516 |
Profit Factor | 1.412 | 1.1654 | 1.8286 | 1.2147 | 0.9474 | 1.7047 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 58.5034 | 56.7568 | 60.274 | 58.5034 | 56.7568 | 60.274 |
Ratio Avg Win / Avg Loss | 1.0016 | 0.8879 | 1.2052 | 0.8616 | 0.7218 | 1.1236 |
Largest Winning Trade | 36809 | 36809 | 20135 | 40693 | 40693 | 32738 |
Largest Losing Trade | -44946 | -44946 | -22705 | -88678 | -88678 | -35100 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
Bars Traded | 2418 | 1406 | 1012 | 2418 | 1406 | 1012 |
Profit Streak | 0 | 0 | 79.3062 | 0 | 0 | 79.3062 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356998 | -239241 | -87920 | -77490 | -643804 | -133252 |
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{ "first_band": { "type": "linreg", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 1.62104 } } }
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{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2607, "evaluation_days": 1303.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1652961600000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760124057074, "expiration_time": 1763476272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 1.62104 } } }
# | 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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