Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547265.9176 | 441776.9577 | 105488.96 | 723386.3383 | -207231.2201 | 930617.5585 |
Total P&L (%) | 547.2659 | 441.777 | 105.489 | 723.3863 | -207.2312 | 930.6176 |
Avg Daily Profit (%) | 0.2768 | 0.2235 | 0.0534 | 0.1067 | 0 | 0.1181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164857 | -93277 | -101208 | -8221045 | -4404065 | -5921090 |
Profit Factor | 2.1356 | 2.984 | 1.4069 | 1.0596 | 0.9606 | 1.1351 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8983 | 2.6524 | 1.2506 | 0.9418 | 0.8539 | 1.009 |
Largest Winning Trade | 145534 | 145534 | 77322 | 2919782 | 1351493 | 2919782 |
Largest Losing Trade | -68841 | -34267 | -68841 | -5253281 | -806339 | -5253281 |
Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Winners | 116 | 109 | 123 | 116 | 109 | 123 |
Avg Bars in Losers | 49 | 56 | 42 | 49 | 56 | 42 |
Bars Traded | 5761 | 2873 | 2888 | 5761 | 2873 | 2888 |
Profit Streak | 0 | 0 | 585.5347 | 0 | 0 | 585.5347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100362 | 499850 | -119977 | -319926 | -580413 | -105922 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551398400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759553400621, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 3.09146 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 547265.9176398821, 441776.957676644, 105488.959963238, 723386.3383475291, -207231.2201303989, 930617.5584779272 ], [ 547.265918, 441.776958, 105.48896, 723.386338, -207.23122, 930.617558 ], [ 0.276816, 0.223458, 0.053358, 0.106696, 0, 0.118064 ], [ 10, 10, 10, 10, 10, 10 ], [ -164857, -93277, -101208, -8221045, -4404065, -5921090 ], [ 2.135573, 2.983995, 1.406886, 1.059558, 0.96059, 1.135117 ], [ 68, 34, 34, 68, 34, 34 ], [ 36, 18, 18, 36, 18, 18 ], [ 32, 16, 16, 32, 16, 16 ], [ 52.941176, 52.941176, 52.941176, 52.941176, 52.941176, 52.941176 ], [ 1.898287, 2.65244, 1.250566, 0.94183, 0.853858, 1.008993 ], [ 145534, 145534, 77322, 2919782, 1351493, 2919782 ], [ -68841, -34267, -68841, -5253281, -806339, -5253281 ], [ 84, 84, 84, 84, 84, 84 ], [ 116, 109, 123, 116, 109, 123 ], [ 49, 56, 42, 49, 56, 42 ], [ 5761, 2873, 2888, 5761, 2873, 2888 ], [ 0, 0, 585.534729, 0, 0, 585.534729 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100362, 499850, -119977, -319926, -580413, -105922 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551398400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759553400621, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 70, "offset": 0, "multiplier": 3.09146 } } }
# | 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) |
---|