Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615773.8289 | 450997.6295 | 164776.1994 | 1573900.5386 | 1027009.017 | 546891.5216 |
Total P&L (%) | 615.7738 | 450.9976 | 164.7762 | 1573.9005 | 1027.009 | 546.8915 |
Avg Daily Profit (%) | 0.3237 | 0.2371 | 0.0866 | 0.1482 | 0.1274 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131453 | -64052 | -110530 | -2032928 | -1470949 | -1714596 |
Profit Factor | 1.9803 | 2.4523 | 1.5188 | 1.1309 | 1.1561 | 1.1005 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 50 | 53.8462 | 46.1538 | 50 | 53.8462 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9803 | 2.1019 | 1.772 | 1.1309 | 0.991 | 1.2839 |
Largest Winning Trade | 151577 | 151577 | 64132 | 1200026 | 945876 | 1200026 |
Largest Losing Trade | -39710 | -39710 | -36030 | -953330 | -953330 | -626759 |
Avg Bars in Trades | 70 | 38 | 103 | 70 | 38 | 103 |
Avg Bars in Winners | 110 | 49 | 181 | 110 | 49 | 181 |
Avg Bars in Losers | 31 | 26 | 36 | 31 | 26 | 36 |
Bars Traded | 5532 | 1513 | 4019 | 5532 | 1513 | 4019 |
Profit Streak | 0 | 0 | 559.1817 | 0 | 0 | 559.1817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25920 | 472687 | -75674 | -110021 | -72449 | -172343 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 3.69011 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557619200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760041298587, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 117, "offset": 0, "multiplier": 3.69011 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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