Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559276.8605 | 594971.4812 | -35694.6206 | 75281.2335 | 159424.3132 | -84143.0798 |
Total P&L (%) | 559.2769 | 594.9715 | -35.6946 | 75.2812 | 159.4243 | -84.1431 |
Avg Daily Profit (%) | 0.2829 | 0.3009 | -0.0181 | 0.0284 | 0.0482 | -0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143391 | -84530 | -252713 | -275420 | -232834 | -337734 |
Profit Factor | 1.7441 | 2.6853 | 0.9104 | 1.0655 | 1.2632 | 0.8455 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 45.9459 | 51.3514 | 40.5405 | 45.9459 | 51.3514 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.0519 | 2.5439 | 1.3353 | 1.2535 | 1.1968 | 1.24 |
Largest Winning Trade | 312067 | 312067 | 78819 | 149807 | 149807 | 149070 |
Largest Losing Trade | -57657 | -57657 | -45530 | -194997 | -194997 | -81475 |
Avg Bars in Trades | 73 | 49 | 98 | 73 | 49 | 98 |
Avg Bars in Winners | 127 | 75 | 193 | 127 | 75 | 193 |
Avg Bars in Losers | 27 | 21 | 32 | 27 | 21 | 32 |
Bars Traded | 5457 | 1827 | 3630 | 5457 | 1827 | 3630 |
Profit Streak | 0 | 0 | 659.9441 | 0 | 0 | 659.9441 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58301 | 511337 | -581827 | -373832 | -128458 | -581827 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 161, "offset": 0, "multiplier": 4.15908 } }, "second_band": { "type": "fwma", "factors": { "length": 219, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1554076800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760049571262, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 161, "offset": 0, "multiplier": 4.15908 } }, "second_band": { "type": "fwma", "factors": { "length": 219, "offset": 0 } } }
# | 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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