Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296446.9478 | 228202.7587 | 68244.1891 | 98197.4174 | 202064.5968 | -103867.1794 |
Total P&L (%) | 296.4469 | 228.2028 | 68.2442 | 98.1974 | 202.0646 | -103.8672 |
Avg Daily Profit (%) | 0.2076 | 0.1598 | 0.0478 | 0.0479 | 0.0775 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115343 | -87983 | -119434 | -531891 | -255000 | -374543 |
Profit Factor | 1.2066 | 1.3037 | 1.0999 | 1.0302 | 1.1193 | 0.9335 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 250 | 130 | 120 | 250 | 130 | 120 |
Losing Trades | 200 | 95 | 105 | 200 | 95 | 105 |
Profitability (%) | 55.5556 | 57.7778 | 53.3333 | 55.5556 | 57.7778 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.9653 | 0.9527 | 0.9624 | 0.8241 | 0.818 | 0.8168 |
Largest Winning Trade | 55911 | 55911 | 20563 | 129694 | 129694 | 53548 |
Largest Losing Trade | -50349 | -50349 | -36175 | -149738 | -138848 | -149738 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 8357 | 4607 | 3750 | 8357 | 4607 | 3750 |
Profit Streak | 15.8296 | 15.8296 | 42.9962 | 15.8296 | 15.8296 | 42.9962 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373216 | 295366 | -238682 | -313074 | -177983 | -577947 |
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{ "first_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.52041 } } }
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{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8567, "evaluation_days": 1427.83, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1638676800000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759881273689, "expiration_time": 1763568144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 2.52041 } } }
# | 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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