Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486805.863 | 514273.9016 | -27468.0386 | 53943.88 | 141083.0328 | -87139.1527 |
Total P&L (%) | 486.8059 | 514.2739 | -27.468 | 53.9439 | 141.083 | -87.1392 |
Avg Daily Profit (%) | 0.3009 | 0.3178 | -0.017 | 0.0267 | 0.0544 | -0.1267 |
Buy And Hold Return (%) | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 |
Max Trade Drawdown | -148562 | -127828 | -140377 | -274897 | -245766 | -270632 |
Profit Factor | 1.4375 | 1.9516 | 0.952 | 1.0357 | 1.1903 | 0.887 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Profitability (%) | 42.3529 | 42.9688 | 41.7323 | 42.3529 | 42.9688 | 41.7323 |
Ratio Avg Win / Avg Loss | 1.9567 | 2.5903 | 1.3292 | 1.4097 | 1.5799 | 1.2384 |
Largest Winning Trade | 171543 | 171543 | 56008 | 104526 | 101459 | 104526 |
Largest Losing Trade | -56944 | -44408 | -56944 | -102517 | -102517 | -91670 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 114 | 105 | 124 | 114 | 105 | 124 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 18964 | 8913 | 10051 | 18964 | 8913 | 10051 |
Profit Streak | 0 | 0 | 499.3476 | 0 | 0 | 499.3476 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319642 | 352905 | -581959 | -345279 | -133983 | -581959 |
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{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.97814 } } }
{ "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": [ [ 486805.8630203184, 514273.9016494828, -27468.0386291646, 53943.8800393825, 141083.0327791691, -87139.1527397865 ], [ 486.805863, 514.273902, -27.468039, 53.94388, 141.083033, -87.139153 ], [ 0.300869, 0.317845, -0.016977, 0.026667, 0.054401, -0.12668 ], [ 23.777752, 23.777752, 23.777752, 23.777752, 23.777752, 23.777752 ], [ -148562, -127828, -140377, -274897, -245766, -270632 ], [ 1.437541, 1.951608, 0.951993, 1.035669, 1.190331, 0.886991 ], [ 255, 128, 127, 255, 128, 127 ], [ 108, 55, 53, 108, 55, 53 ], [ 147, 73, 74, 147, 73, 74 ], [ 42.352941, 42.96875, 41.732283, 42.352941, 42.96875, 41.732283 ], [ 1.956653, 2.590316, 1.329198, 1.409661, 1.579894, 1.23844 ], [ 171543, 171543, 56008, 104526, 101459, 104526 ], [ -56944, -44408, -56944, -102517, -102517, -91670 ], [ 74, 69, 79, 74, 69, 79 ], [ 114, 105, 124, 114, 105, 124 ], [ 44, 42, 46, 44, 42, 46 ], [ 18964, 8913, 10051, 18964, 8913, 10051 ], [ 0, 0, 499.347588, 0, 0, 499.347588 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319642, 352905, -581959, -345279, -133983, -581959 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580364000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759378831644, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 6, "offset": 0, "multiplier": 2.97814 } } }
# | 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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