Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610792.6173 | 409873.9691 | 200918.6482 | 1843153.6292 | 1047905.4915 | 795248.1377 |
Total P&L (%) | 610.7926 | 409.874 | 200.9186 | 1843.1536 | 1047.9055 | 795.2481 |
Avg Daily Profit (%) | 0.3418 | 0.2294 | 0.1124 | 0.1662 | 0.1367 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91038 | -68764 | -96486 | -2066053 | -1259469 | -1494214 |
Profit Factor | 1.8771 | 2.6321 | 1.4512 | 1.3702 | 1.592 | 1.2478 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Losing Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Profitability (%) | 61.157 | 68.3333 | 54.0984 | 61.157 | 68.3333 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.1922 | 1.2197 | 1.2314 | 0.8702 | 0.7377 | 1.0588 |
Largest Winning Trade | 65039 | 51784 | 65039 | 1053434 | 531787 | 1053434 |
Largest Losing Trade | -64338 | -43655 | -64338 | -848206 | -711663 | -848206 |
Avg Bars in Trades | 42 | 24 | 61 | 42 | 24 | 61 |
Avg Bars in Winners | 41 | 22 | 64 | 41 | 22 | 64 |
Avg Bars in Losers | 44 | 27 | 56 | 44 | 27 | 56 |
Bars Traded | 5179 | 1451 | 3728 | 5179 | 1451 | 3728 |
Profit Streak | 16.3713 | 0 | 28.3713 | 16.3713 | 0 | 28.3713 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505586 | -154745 | -202496 | 321733 | -176495 | -189586 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 4.21922 } }, "second_band": { "type": "wma", "factors": { "length": 93, "offset": 0 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5361, "evaluation_days": 1787, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1608422400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760144076364, "expiration_time": 1764772704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 88, "offset": 0, "multiplier": 4.21922 } }, "second_band": { "type": "wma", "factors": { "length": 93, "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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