Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490356.3882 | 484261.2925 | 6095.0957 | 22448.7086 | 391821.4333 | -369372.7247 |
Total P&L (%) | 490.3564 | 484.2613 | 6.0951 | 22.4487 | 391.8214 | -369.3727 |
Avg Daily Profit (%) | 0.248 | 0.2449 | 0.0031 | 0.0102 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161519 | -152239 | -129378 | -713809 | -640209 | -741071 |
Profit Factor | 1.4254 | 1.7734 | 1.0116 | 1.0069 | 1.2462 | 0.7789 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 51.4451 | 54.023 | 48.8372 | 51.4451 | 54.023 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.5093 | 1.0597 | 0.9503 | 1.0606 | 0.816 |
Largest Winning Trade | 176837 | 176837 | 62572 | 248386 | 248386 | 179949 |
Largest Losing Trade | -64734 | -64734 | -51466 | -228727 | -196907 | -228727 |
Avg Bars in Trades | 33 | 44 | 21 | 33 | 44 | 21 |
Avg Bars in Winners | 36 | 44 | 27 | 36 | 44 | 27 |
Avg Bars in Losers | 29 | 44 | 15 | 29 | 44 | 15 |
Bars Traded | 5714 | 3865 | 1849 | 5714 | 3865 | 1849 |
Profit Streak | 524.2302 | 525.5636 | 0 | 524.2302 | 525.5636 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380138 | 437476 | -562764 | -397350 | -84792 | -581276 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551571200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759959092760, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 2.77875 } } }
{ "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": [ [ 490356.3882185076, 484261.2925142559, 6095.0957042514, 22448.7085927227, 391821.4333377375, -369372.7247450149 ], [ 490.356388, 484.261293, 6.095096, 22.448709, 391.821433, -369.372725 ], [ 0.248031, 0.244948, 0.003083, 0.010244, 0.080606, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161519, -152239, -129378, -713809, -640209, -741071 ], [ 1.425423, 1.773389, 1.011577, 1.006882, 1.246198, 0.778901 ], [ 173, 87, 86, 173, 87, 86 ], [ 89, 47, 42, 89, 47, 42 ], [ 84, 40, 44, 84, 40, 44 ], [ 51.445087, 54.022989, 48.837209, 51.445087, 54.022989, 48.837209 ], [ 1.345343, 1.509267, 1.059747, 0.950315, 1.060594, 0.815991 ], [ 176837, 176837, 62572, 248386, 248386, 179949 ], [ -64734, -64734, -51466, -228727, -196907, -228727 ], [ 33, 44, 21, 33, 44, 21 ], [ 36, 44, 27, 36, 44, 27 ], [ 29, 44, 15, 29, 44, 15 ], [ 5714, 3865, 1849, 5714, 3865, 1849 ], [ 524.23024, 525.563574, 0, 524.23024, 525.563574, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380138, 437476, -562764, -397350, -84792, -581276 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551571200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759959092760, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 91, "offset": 0, "multiplier": 2.77875 } } }
# | 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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