| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248840.2223 | 308209.0421 | -59368.8198 | -93816.2013 | 172510.2111 | -266326.4124 |
| Total P&L (%) | 248.8402 | 308.209 | -59.3688 | -93.8162 | 172.5102 | -266.3264 |
| Avg Daily Profit (%) | 0.1259 | 0.1559 | -0.03 | -0.1407 | 0.0507 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -322460 | -122779 | -342998 | -721646 | -294706 | -517611 |
| Profit Factor | 1.1584 | 1.4409 | 0.9319 | 0.9315 | 1.3005 | 0.6655 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 154 | 81 | 73 | 154 | 81 | 73 |
| Losing Trades | 124 | 58 | 66 | 124 | 58 | 66 |
| Profitability (%) | 55.3957 | 58.2734 | 52.518 | 55.3957 | 58.2734 | 52.518 |
| Ratio Avg Win / Avg Loss | 0.9327 | 1.0317 | 0.8426 | 0.7501 | 0.9313 | 0.6016 |
| Largest Winning Trade | 76865 | 76865 | 68993 | 134951 | 134951 | 114443 |
| Largest Losing Trade | -88971 | -46574 | -88971 | -199182 | -139504 | -199182 |
| Avg Bars in Trades | 20 | 14 | 26 | 20 | 14 | 26 |
| Avg Bars in Winners | 23 | 14 | 33 | 23 | 14 | 33 |
| Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
| Bars Traded | 5750 | 2068 | 3682 | 5750 | 2068 | 3682 |
| Profit Streak | 0 | 0 | 559.6604 | 0 | 0 | 559.6604 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70552 | 336717 | -579025 | -578346 | -125593 | -579025 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550707200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759708256695,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 101,
"offset": 0,
"multiplier": 3.52371
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
248840.22232925,
308209.0421186079,
-59368.8197893581,
-93816.2013287337,
172510.211119134,
-266326.4124478676
],
[
248.840222,
308.209042,
-59.36882,
-93.816201,
172.510211,
-266.326412
],
[
0.125868,
0.155897,
-0.03003,
-0.140682,
0.050721,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-322460,
-122779,
-342998,
-721646,
-294706,
-517611
],
[
1.158357,
1.440867,
0.931939,
0.931525,
1.30054,
0.665453
],
[
278,
139,
139,
278,
139,
139
],
[
154,
81,
73,
154,
81,
73
],
[
124,
58,
66,
124,
58,
66
],
[
55.395683,
58.273381,
52.517986,
55.395683,
58.273381,
52.517986
],
[
0.932703,
1.031732,
0.842575,
0.750059,
0.931251,
0.601642
],
[
76865,
76865,
68993,
134951,
134951,
114443
],
[
-88971,
-46574,
-88971,
-199182,
-139504,
-199182
],
[
20,
14,
26,
20,
14,
26
],
[
23,
14,
33,
23,
14,
33
],
[
17,
16,
18,
17,
16,
18
],
[
5750,
2068,
3682,
5750,
2068,
3682
],
[
0,
0,
559.660378,
0,
0,
559.660378
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70552,
336717,
-579025,
-578346,
-125593,
-579025
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1550707200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759708256695,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 101,
"offset": 0,
"multiplier": 3.52371
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|