Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676979.3153 | 682272.884 | -5293.5687 | 7110.3077 | 212876.3578 | -205766.0501 |
Total P&L (%) | 676.9793 | 682.2729 | -5.2936 | 7.1103 | 212.8764 | -205.7661 |
Avg Daily Profit (%) | 0.3424 | 0.3451 | -0.0027 | 0.0035 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273951 | -203340 | -87610 | -4497889 | -4153057 | -360809 |
Profit Factor | 2.4616 | 3.2968 | 0.9681 | 1.0015 | 1.0501 | 0.5624 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 53.5211 | 48.5714 | 58.3333 | 53.5211 | 48.5714 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.1377 | 3.4907 | 0.6915 | 0.8697 | 1.1119 | 0.4017 |
Largest Winning Trade | 336796 | 336796 | 28418 | 3436590 | 3436590 | 77042 |
Largest Losing Trade | -91334 | -91334 | -40073 | -4003717 | -4003717 | -147040 |
Avg Bars in Trades | 74 | 138 | 12 | 74 | 138 | 12 |
Avg Bars in Winners | 106 | 225 | 10 | 106 | 225 | 10 |
Avg Bars in Losers | 38 | 57 | 15 | 38 | 57 | 15 |
Bars Traded | 5300 | 4857 | 443 | 5300 | 4857 | 443 |
Profit Streak | 703.2676 | 733.6009 | 703.2676 | 703.2676 | 733.6009 | 703.2676 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75640 | 588468 | -578839 | -664074 | -280510 | -578839 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 127, "offset": 0, "multiplier": 3.95407 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551456000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759098322025, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 127, "offset": 0, "multiplier": 3.95407 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 5 } } }
# | 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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