Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556277.4397 | 309977.958 | 246299.4817 | 1952444.1668 | -110600.5377 | 2063044.7045 |
Total P&L (%) | 556.2774 | 309.978 | 246.2995 | 1952.4442 | -110.6005 | 2063.0447 |
Avg Daily Profit (%) | 0.307 | 0.1711 | 0.1359 | 0.1669 | 0 | 0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79674 | -111095 | -52702 | -3414100 | -2528762 | -2260016 |
Profit Factor | 1.8604 | 1.7719 | 2.0055 | 1.143 | 0.9858 | 1.3506 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 46.1538 | 44.6154 | 47.6923 | 46.1538 | 44.6154 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.1705 | 2.1996 | 2.1995 | 1.3335 | 1.2237 | 1.4813 |
Largest Winning Trade | 119629 | 119629 | 70059 | 1011639 | 903824 | 1011639 |
Largest Losing Trade | -33923 | -33923 | -18252 | -826284 | -826284 | -705086 |
Avg Bars in Trades | 40 | 25 | 54 | 40 | 25 | 54 |
Avg Bars in Winners | 56 | 28 | 82 | 56 | 28 | 82 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 5207 | 1634 | 3573 | 5207 | 1634 | 3573 |
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 | 407947 | -123040 | -140337 | -56577 | -712885 | -124405 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.67704 } }, "second_band": { "type": "fwma", "factors": { "length": 129, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606464000000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759332849465, "expiration_time": 1764002304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.67704 } }, "second_band": { "type": "fwma", "factors": { "length": 129, "offset": 0 } } }
# | 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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