Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508273.8549 | 474992.2496 | 33281.6053 | 16906.3536 | 1383992.6033 | -1367086.2497 |
Total P&L (%) | 508.2739 | 474.9923 | 33.2816 | 16.9064 | 1383.9926 | -1367.0863 |
Avg Daily Profit (%) | 0.2571 | 0.2403 | 0.0168 | 0.0079 | 0.1365 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176310 | -126812 | -190705 | -1473947 | -697992 | -2090484 |
Profit Factor | 1.5548 | 2.0732 | 1.0703 | 1.0038 | 1.956 | 0.5397 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 53.2374 | 55.7143 | 50.7246 | 53.2374 | 55.7143 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.3657 | 1.6479 | 1.0397 | 0.8817 | 1.5548 | 0.5243 |
Largest Winning Trade | 272416 | 272416 | 65786 | 563183 | 563183 | 321064 |
Largest Losing Trade | -79881 | -79881 | -57855 | -603408 | -561812 | -603408 |
Avg Bars in Trades | 54 | 68 | 39 | 54 | 68 | 39 |
Avg Bars in Winners | 54 | 60 | 47 | 54 | 60 | 47 |
Avg Bars in Losers | 54 | 78 | 31 | 54 | 78 | 31 |
Bars Traded | 7554 | 4795 | 2759 | 7554 | 4795 | 2759 |
Profit Streak | 0 | 0 | 642.4284 | 0 | 0 | 642.4284 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394377 | -81532 | -416619 | -408418 | -100053 | -681015 |
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{ "first_band": { "type": "linreg", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.40372 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1552327200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758795416675, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 250, "offset": 0, "multiplier": 3.40372 } } }
# | 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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