Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609368.6804 | 613240.4028 | -3871.7223 | 217491.7551 | 26299.3731 | 191192.382 |
Total P&L (%) | 609.3687 | 613.2404 | -3.8717 | 217.4918 | 26.2994 | 191.1924 |
Avg Daily Profit (%) | 0.3082 | 0.3101 | -0.002 | 0.0584 | 0.0118 | 0.0541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118296 | -93845 | -210243 | -902531 | -860452 | -436631 |
Profit Factor | 1.9213 | 2.8669 | 0.9884 | 1.0944 | 1.0187 | 1.2129 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 45.4545 | 48.4848 | 42.4242 | 45.4545 | 48.4848 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.3056 | 3.0461 | 1.3414 | 1.3133 | 1.0824 | 1.6461 |
Largest Winning Trade | 286785 | 286785 | 79147 | 490900 | 459879 | 490900 |
Largest Losing Trade | -58436 | -58436 | -36246 | -649307 | -649307 | -229766 |
Avg Bars in Trades | 55 | 40 | 69 | 55 | 40 | 69 |
Avg Bars in Winners | 91 | 57 | 129 | 91 | 57 | 129 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 3638 | 1341 | 2297 | 3638 | 1341 | 2297 |
Profit Streak | 0 | 0 | 656.6468 | 0 | 0 | 656.6468 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117934 | 498170 | -581124 | -362089 | -381057 | -122072 |
{ "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": 1759764681592, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.52308 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.61552 } } }
{ "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": [ [ 609368.6804408095, 613240.4027513395, -3871.7223105302, 217491.7551340846, 26299.3730943907, 191192.3820396942 ], [ 609.36868, 613.240403, -3.871722, 217.491755, 26.299373, 191.192382 ], [ 0.308151, 0.310109, -0.001958, 0.058438, 0.011808, 0.054063 ], [ 10, 10, 10, 10, 10, 10 ], [ -118296, -93845, -210243, -902531, -860452, -436631 ], [ 1.921325, 2.866935, 0.988371, 1.094429, 1.018715, 1.212923 ], [ 66, 33, 33, 66, 33, 33 ], [ 30, 16, 14, 30, 16, 14 ], [ 36, 17, 19, 36, 17, 19 ], [ 45.454545, 48.484848, 42.424242, 45.454545, 48.484848, 42.424242 ], [ 2.30559, 3.046118, 1.34136, 1.313315, 1.082384, 1.646109 ], [ 286785, 286785, 79147, 490900, 459879, 490900 ], [ -58436, -58436, -36246, -649307, -649307, -229766 ], [ 55, 40, 69, 55, 40, 69 ], [ 91, 57, 129, 91, 57, 129 ], [ 25, 24, 25, 25, 24, 25 ], [ 3638, 1341, 2297, 3638, 1341, 2297 ], [ 0, 0, 656.646778, 0, 0, 656.646778 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117934, 498170, -581124, -362089, -381057, -122072 ] ] }
{ "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": 1759764681592, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.52308 } }, "second_band": { "type": "supertrend", "factors": { "length": 221, "offset": 0, "multiplier": 2.61552 } } }
# | 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) |
---|