Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551086.6321 | 457114.7934 | 93971.8387 | 1358777.8915 | 655363.1357 | 703414.7559 |
Total P&L (%) | 551.0866 | 457.1148 | 93.9718 | 1358.7779 | 655.3631 | 703.4148 |
Avg Daily Profit (%) | 0.2789 | 0.2313 | 0.0476 | 0.1357 | 0.1024 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86044 | -56264 | -130298 | -739920 | -834500 | -793084 |
Profit Factor | 2.1191 | 3.1645 | 1.3341 | 1.4263 | 1.4128 | 1.4398 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 48.4211 | 54.1667 | 42.5532 | 48.4211 | 54.1667 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.2573 | 2.6776 | 1.8011 | 1.5194 | 1.1954 | 1.9437 |
Largest Winning Trade | 178470 | 178470 | 77604 | 745406 | 450655 | 745406 |
Largest Losing Trade | -32400 | -29211 | -32400 | -589798 | -315608 | -589798 |
Avg Bars in Trades | 120 | 113 | 126 | 120 | 113 | 126 |
Avg Bars in Winners | 168 | 142 | 202 | 168 | 142 | 202 |
Avg Bars in Losers | 74 | 80 | 70 | 74 | 80 | 70 |
Bars Traded | 11414 | 5467 | 5947 | 11414 | 5467 | 5947 |
Profit Streak | 0 | 0 | 588.4998 | 0 | 0 | 588.4998 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445728 | 524347 | -129849 | -9811 | -54478 | -51522 |
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{ "first_band": { "type": "jma", "factors": { "length": 71, "offset": 222 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.44102 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1552003200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759867185271, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 71, "offset": 222 } }, "second_band": { "type": "supertrend", "factors": { "length": 165, "offset": 0, "multiplier": 2.44102 } } }
# | 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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