Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164008.2932 | 61653.9765 | 102354.3168 | 121882.4353 | 115548.71 | 6333.7252 |
Total P&L (%) | 164.0083 | 61.654 | 102.3543 | 121.8824 | 115.5487 | 6.3337 |
Avg Daily Profit (%) | 0.1758 | 0.0661 | 0.1097 | 0.0855 | 0.0824 | 0.0066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93743 | -42824 | -61562 | -414717 | -145358 | -306801 |
Profit Factor | 1.3146 | 1.2913 | 1.3305 | 1.1003 | 1.253 | 1.0084 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.0642 | 1.0454 | 1.0771 | 0.8908 | 1.0143 | 0.8163 |
Largest Winning Trade | 35710 | 19638 | 35710 | 80282 | 80282 | 72209 |
Largest Losing Trade | -28247 | -16161 | -28247 | -97825 | -67941 | -97825 |
Avg Bars in Trades | 17 | 12 | 23 | 17 | 12 | 23 |
Avg Bars in Winners | 17 | 10 | 24 | 17 | 10 | 24 |
Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
Bars Traded | 2731 | 969 | 1762 | 2731 | 969 | 1762 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336392 | -153412 | -94432 | -188884 | -131390 | -611025 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 3.14576 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.80274 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2798, "evaluation_days": 932.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680883200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760138959782, "expiration_time": 1762704000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 46, "offset": 0, "multiplier": 3.14576 } }, "second_band": { "type": "t3", "factors": { "length": 23, "offset": 0, "a": 0.80274 } } }
# | 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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