Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198396.5361 | 178435.5917 | 19960.9444 | 61703.6075 | 109110.5915 | -47406.9841 |
Total P&L (%) | 198.3965 | 178.4356 | 19.9609 | 61.7036 | 109.1106 | -47.407 |
Avg Daily Profit (%) | 0.1822 | 0.1639 | 0.0183 | 0.0441 | 0.0678 | -0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92741 | -78740 | -57524 | -221492 | -176462 | -155824 |
Profit Factor | 1.2308 | 1.3787 | 1.0514 | 1.0367 | 1.1184 | 0.9375 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 49.3724 | 49.1667 | 49.5798 | 49.3724 | 49.1667 | 49.5798 |
Ratio Avg Win / Avg Loss | 1.262 | 1.4255 | 1.0692 | 1.0631 | 1.1563 | 0.9534 |
Largest Winning Trade | 92325 | 92325 | 18399 | 90977 | 90977 | 37573 |
Largest Losing Trade | -28047 | -28047 | -21596 | -64208 | -64208 | -52047 |
Avg Bars in Trades | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Winners | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 6195 | 3779 | 2416 | 6195 | 3779 | 2416 |
Profit Streak | 10.6344 | 16.801 | 0 | 10.6344 | 16.801 | 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 | 326257 | 301887 | -339434 | -312706 | -192222 | -580901 |
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{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 3.3548 } } }
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{ "trading_pair": "APT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6534, "evaluation_days": 1089, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1668038400000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760224409928, "expiration_time": 1763035488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 3.3548 } } }
# | 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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