Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640855.0556 | 502516.4577 | 138338.598 | 922715.3639 | 2013035.9804 | -1090320.6165 |
Total P&L (%) | 640.8551 | 502.5165 | 138.3386 | 922.7154 | 2013.036 | -1090.3206 |
Avg Daily Profit (%) | 0.3243 | 0.2543 | 0.07 | 0.1177 | 0.1545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132250 | -79313 | -173026 | -2624033 | -860305 | -2621212 |
Profit Factor | 1.728 | 2.1692 | 1.3071 | 1.1126 | 1.5588 | 0.7627 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 50.3067 | 50 | 50.6173 | 50.3067 | 50 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.7069 | 2.1692 | 1.2752 | 1.099 | 1.5588 | 0.7441 |
Largest Winning Trade | 147068 | 147068 | 77205 | 724768 | 724768 | 314983 |
Largest Losing Trade | -78548 | -31398 | -78548 | -1538992 | -501369 | -1538992 |
Avg Bars in Trades | 70 | 59 | 81 | 70 | 59 | 81 |
Avg Bars in Winners | 100 | 86 | 113 | 100 | 86 | 113 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 11503 | 4918 | 6584 | 11503 | 4918 | 6584 |
Profit Streak | 0 | 0 | 586.187 | 0 | 0 | 586.187 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477694 | 294141 | -109878 | -131225 | 214825 | -591322 |
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{ "first_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 4.11591 } } }
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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": 1550304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759609758191, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 4.11591 } } }
# | 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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