Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301296.4211 | 294780.7769 | 6515.6442 | -68030.0554 | 218661.8962 | -286691.9516 |
Total P&L (%) | 301.2964 | 294.7808 | 6.5156 | -68.0301 | 218.6619 | -286.692 |
Avg Daily Profit (%) | 0.1524 | 0.1491 | 0.0033 | -0.0577 | 0.0586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127324 | -53398 | -262297 | -303464 | -54841 | -474461 |
Profit Factor | 1.3695 | 2.2496 | 1.0112 | 0.9226 | 2.1217 | 0.5812 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 55.4622 | 53.3333 | 57.6271 | 55.4622 | 53.3333 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.0997 | 1.9684 | 0.7436 | 0.7409 | 1.8565 | 0.4273 |
Largest Winning Trade | 77991 | 77991 | 75393 | 95810 | 87814 | 95810 |
Largest Losing Trade | -88610 | -27742 | -88610 | -173598 | -50034 | -173598 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Losers | 20 | 11 | 30 | 20 | 11 | 30 |
Bars Traded | 3837 | 1389 | 2448 | 3837 | 1389 | 2448 |
Profit Streak | 0 | 0 | 573.1232 | 0 | 0 | 573.1232 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314863 | -158238 | -738751 | -579754 | -279075 | -755510 |
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{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.02582 } }, "second_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.93903 } } }
{ "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": [ [ 301296.4210501298, 294780.7768834911, 6515.6441666388, -68030.0553798617, 218661.8962035021, -286691.9515833638 ], [ 301.296421, 294.780777, 6.515644, -68.030055, 218.661896, -286.691952 ], [ 0.152362, 0.149067, 0.003295, -0.057651, 0.058625, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -127324, -53398, -262297, -303464, -54841, -474461 ], [ 1.369466, 2.249643, 1.011242, 0.922646, 2.121677, 0.58118 ], [ 119, 60, 59, 119, 60, 59 ], [ 66, 32, 34, 66, 32, 34 ], [ 53, 28, 25, 53, 28, 25 ], [ 55.462185, 53.333333, 57.627119, 55.462185, 53.333333, 57.627119 ], [ 1.099723, 1.968438, 0.74356, 0.740913, 1.856468, 0.427338 ], [ 77991, 77991, 75393, 95810, 87814, 95810 ], [ -88610, -27742, -88610, -173598, -50034, -173598 ], [ 32, 23, 41, 32, 23, 41 ], [ 41, 33, 49, 41, 33, 49 ], [ 20, 11, 30, 20, 11, 30 ], [ 3837, 1389, 2448, 3837, 1389, 2448 ], [ 0, 0, 573.123169, 0, 0, 573.123169 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314863, -158238, -738751, -579754, -279075, -755510 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551052800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758855441826, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 77, "offset": 0, "std": 2.02582 } }, "second_band": { "type": "supertrend", "factors": { "length": 4, "offset": 0, "multiplier": 2.93903 } } }
# | 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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