Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244802.3382 | 302940.0016 | -58137.6634 | -100627.0746 | 8599.5474 | -109226.622 |
Total P&L (%) | 244.8023 | 302.94 | -58.1377 | -100.6271 | 8.5995 | -109.2266 |
Avg Daily Profit (%) | 0.1239 | 0.1533 | -0.0294 | 0 | 0.0042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193331 | -132619 | -302825 | -210092 | -48729 | -230975 |
Profit Factor | 1.1252 | 1.3511 | 0.9468 | 0.8674 | 1.0322 | 0.7778 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 254 | 123 | 131 | 227 | 117 | 110 |
Losing Trades | 194 | 101 | 93 | 221 | 107 | 114 |
Profitability (%) | 56.6964 | 54.9107 | 58.4821 | 50.6696 | 52.2321 | 49.1071 |
Ratio Avg Win / Avg Loss | 0.8594 | 1.1094 | 0.6721 | 0.8445 | 0.944 | 0.8061 |
Largest Winning Trade | 61593 | 45902 | 61593 | 32589 | 26605 | 32589 |
Largest Losing Trade | -103807 | -50110 | -103807 | -79267 | -40873 | -79267 |
Avg Bars in Trades | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Winners | 23 | 17 | 29 | 26 | 20 | 31 |
Avg Bars in Losers | 29 | 24 | 34 | 25 | 19 | 31 |
Bars Traded | 11682 | 4574 | 7108 | 11682 | 4574 | 7108 |
Profit Streak | 0 | 0 | 517.0092 | 485.5092 | 520.1759 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108573 | 329366 | -578477 | -577487 | -537275 | -580508 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.98484 } }, "second_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } } }
{ "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": [ [ 244802.3381921527, 302940.001582396, -58137.6633902426, -100627.0745893176, 8599.5474425581, -109226.6220318756 ], [ 244.802338, 302.940002, -58.137663, -100.627075, 8.599547, -109.226622 ], [ 0.123888, 0.15331, -0.029422, 0, 0.004175, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -193331, -132619, -302825, -210092, -48729, -230975 ], [ 1.125232, 1.35107, 0.946755, 0.867402, 1.032181, 0.777843 ], [ 448, 224, 224, 448, 224, 224 ], [ 254, 123, 131, 227, 117, 110 ], [ 194, 101, 93, 221, 107, 114 ], [ 56.696429, 54.910714, 58.482143, 50.669643, 52.232143, 49.107143 ], [ 0.859429, 1.109415, 0.672124, 0.844475, 0.94396, 0.806128 ], [ 61593, 45902, 61593, 32589, 26605, 32589 ], [ -103807, -50110, -103807, -79267, -40873, -79267 ], [ 26, 20, 31, 26, 20, 31 ], [ 23, 17, 29, 26, 20, 31 ], [ 29, 24, 34, 25, 19, 31 ], [ 11682, 4574, 7108, 11682, 4574, 7108 ], [ 0, 0, 517.009223, 485.509223, 520.17589, 0 ], [ 0, 0, 1, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108573, 329366, -578477, -577487, -537275, -580508 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759320796877, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 90, "offset": 0, "multiplier": 2.98484 } }, "second_band": { "type": "linreg", "factors": { "length": 107, "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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