Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630523.6404 | 648175.1136 | -17651.4732 | 178390.309 | 108265.2676 | 70125.0413 |
Total P&L (%) | 630.5236 | 648.1751 | -17.6515 | 178.3903 | 108.2653 | 70.125 |
Avg Daily Profit (%) | 0.3188 | 0.3278 | -0.0089 | 0.0518 | 0.0371 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132536 | -78557 | -250509 | -457657 | -441258 | -354579 |
Profit Factor | 1.8714 | 2.8274 | 0.9521 | 1.1124 | 1.1185 | 1.1041 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 41.4286 | 45.7143 | 37.1429 | 41.4286 | 45.7143 | 37.1429 |
Ratio Avg Win / Avg Loss | 2.6458 | 3.3576 | 1.6113 | 1.5727 | 1.3283 | 1.8685 |
Largest Winning Trade | 325168 | 325168 | 80466 | 272856 | 259338 | 272856 |
Largest Losing Trade | -56792 | -56792 | -36246 | -347542 | -347542 | -151293 |
Avg Bars in Trades | 51 | 33 | 70 | 51 | 33 | 70 |
Avg Bars in Winners | 99 | 59 | 150 | 99 | 59 | 150 |
Avg Bars in Losers | 18 | 11 | 23 | 18 | 11 | 23 |
Bars Traded | 3637 | 1171 | 2467 | 3637 | 1171 | 2467 |
Profit Streak | 0 | 0 | 655.0941 | 0 | 0 | 655.0941 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89505 | 462619 | -582052 | -321609 | -235135 | -265894 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.28657 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759544133798, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.28657 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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