Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382783.2745 | 253852.0061 | 128931.2684 | 381967.5816 | 209302.8827 | 172664.6988 |
Total P&L (%) | 382.7833 | 253.852 | 128.9313 | 381.9676 | 209.3029 | 172.6647 |
Avg Daily Profit (%) | 0.268 | 0.1777 | 0.0903 | 0.1102 | 0.0791 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121009 | -112293 | -71741 | -274730 | -237964 | -239645 |
Profit Factor | 1.2863 | 1.3488 | 1.2117 | 1.1284 | 1.1201 | 1.1401 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Losing Trades | 216 | 111 | 105 | 216 | 111 | 105 |
Profitability (%) | 50 | 48.6111 | 51.3889 | 50 | 48.6111 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.2863 | 1.4259 | 1.1462 | 1.1284 | 1.1841 | 1.0785 |
Largest Winning Trade | 58753 | 58753 | 38364 | 122925 | 122925 | 59828 |
Largest Losing Trade | -47320 | -47320 | -36153 | -86437 | -81304 | -86437 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 8474 | 4655 | 3819 | 8474 | 4655 | 3819 |
Profit Streak | 14.9752 | 16.3085 | 14.9752 | 14.9752 | 16.3085 | 14.9752 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425189 | 313243 | -71286 | -121573 | -174848 | -163905 |
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{ "first_band": { "type": "linreg", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.63201 } } }
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{ "trading_pair": "ENS_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8570, "evaluation_days": 1428.33, "actual_first_datapoint_time": 1636516800000, "first_datapoint_time": 1637683200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759922657120, "expiration_time": 1763612640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 81, "offset": 0, "multiplier": 2.63201 } } }
# | 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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