Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205784.8559 | 129030.4965 | 76754.3594 | 265447.7225 | 165778.117 | 99669.6055 |
Total P&L (%) | 205.7849 | 129.0305 | 76.7544 | 265.4477 | 165.7781 | 99.6696 |
Avg Daily Profit (%) | 0.3566 | 0.2236 | 0.133 | 0.2248 | 0.1695 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60641 | -37775 | -50661 | -209070 | -157349 | -175623 |
Profit Factor | 1.5584 | 1.6635 | 1.441 | 1.2377 | 1.2794 | 1.1905 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 41.6216 | 39.7849 | 43.4783 | 41.6216 | 39.7849 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.1858 | 2.5177 | 1.8733 | 1.736 | 1.9364 | 1.5476 |
Largest Winning Trade | 73850 | 73850 | 29315 | 165891 | 165891 | 113206 |
Largest Losing Trade | -16944 | -9908 | -16944 | -56194 | -44023 | -56194 |
Avg Bars in Trades | 71 | 56 | 86 | 71 | 56 | 86 |
Avg Bars in Winners | 109 | 86 | 131 | 109 | 86 | 131 |
Avg Bars in Losers | 43 | 37 | 51 | 43 | 37 | 51 |
Bars Traded | 13219 | 5297 | 7921 | 13219 | 5297 | 7921 |
Profit Streak | 0 | 0 | 501.7435 | 0 | 0 | 501.7435 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325937 | 226976 | -15684 | 214843 | 135398 | -45113 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669593600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760064634142, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 2.9309 } } }
{ "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": [ [ 205784.8559456634, 129030.4965292226, 76754.3594164407, 265447.7225284546, 165778.1169912079, 99669.6055372464 ], [ 205.784856, 129.030497, 76.754359, 265.447723, 165.778117, 99.669606 ], [ 0.356597, 0.223592, 0.133005, 0.224823, 0.169529, 0.119898 ], [ 10, 10, 10, 10, 10, 10 ], [ -60641, -37775, -50661, -209070, -157349, -175623 ], [ 1.55839, 1.663463, 1.440985, 1.23772, 1.279389, 1.190472 ], [ 185, 93, 92, 185, 93, 92 ], [ 77, 37, 40, 77, 37, 40 ], [ 108, 56, 52, 108, 56, 52 ], [ 41.621622, 39.784946, 43.478261, 41.621622, 39.784946, 43.478261 ], [ 2.185794, 2.517674, 1.87328, 1.736023, 1.936372, 1.547613 ], [ 73850, 73850, 29315, 165891, 165891, 113206 ], [ -16944, -9908, -16944, -56194, -44023, -56194 ], [ 71, 56, 86, 71, 56, 86 ], [ 109, 86, 131, 109, 86, 131 ], [ 43, 37, 51, 43, 37, 51 ], [ 13219, 5297, 7921, 13219, 5297, 7921 ], [ 0, 0, 501.743451, 0, 0, 501.743451 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325937, 226976, -15684, 214843, 135398, -45113 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669593600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760064634142, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 2.9309 } } }
# | 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) |
---|