Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -86437.84 | 193636.1371 | -280073.9771 | -100017.9451 | 979945.9749 | -1079963.92 |
Total P&L (%) | -86.4378 | 193.6361 | -280.074 | -100.0179 | 979.946 | -1079.9639 |
Avg Daily Profit (%) | -0.0534 | 0.1197 | -0.1731 | 0 | 0.1472 | 0 |
Buy And Hold Return (%) | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 |
Max Trade Drawdown | -442143 | -230416 | -350231 | -950656 | -111475 | -1210644 |
Profit Factor | 0.9438 | 1.3319 | 0.7069 | 0.9514 | 4.543 | 0.3942 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 158 | 78 | 80 | 128 | 74 | 54 |
Losing Trades | 100 | 51 | 49 | 130 | 55 | 75 |
Profitability (%) | 61.2403 | 60.4651 | 62.0155 | 49.6124 | 57.3643 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.5974 | 0.8708 | 0.433 | 0.9663 | 3.3765 | 0.5475 |
Largest Winning Trade | 33207 | 33207 | 22709 | 211712 | 211712 | 79241 |
Largest Losing Trade | -105042 | -70992 | -105042 | -892074 | -111475 | -892074 |
Avg Bars in Trades | 72 | 81 | 63 | 72 | 81 | 63 |
Avg Bars in Winners | 45 | 41 | 48 | 90 | 103 | 71 |
Avg Bars in Losers | 116 | 143 | 88 | 55 | 52 | 58 |
Bars Traded | 18789 | 10565 | 8224 | 18789 | 10565 | 8224 |
Profit Streak | 524.1101 | 524.1101 | 561.1934 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576601 | -32522 | -578064 | -579578 | 433521 | -584155 |
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{ "first_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 4.41254 } } }
{ "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": [ [ -86437.8399963678, 193636.137063035, -280073.9770594025, -100017.9451028258, 979945.9748534975, -1079963.9199563232 ], [ -86.43784, 193.636137, -280.073977, -100.017945, 979.945975, -1079.96392 ], [ -0.053423, 0.119676, -0.173099, 0, 0.147172, 0 ], [ 21.171171, 21.171171, 21.171171, 21.171171, 21.171171, 21.171171 ], [ -442143, -230416, -350231, -950656, -111475, -1210644 ], [ 0.943838, 1.331854, 0.706904, 0.951429, 4.542971, 0.394164 ], [ 258, 129, 129, 258, 129, 129 ], [ 158, 78, 80, 128, 74, 54 ], [ 100, 51, 49, 130, 55, 75 ], [ 61.24031, 60.465116, 62.015504, 49.612403, 57.364341, 41.860465 ], [ 0.597366, 0.870827, 0.432979, 0.966295, 3.376533, 0.54745 ], [ 33207, 33207, 22709, 211712, 211712, 79241 ], [ -105042, -70992, -105042, -892074, -111475, -892074 ], [ 72, 81, 63, 72, 81, 63 ], [ 45, 41, 48, 90, 103, 71 ], [ 116, 143, 88, 55, 52, 58 ], [ 18789, 10565, 8224, 18789, 10565, 8224 ], [ 524.11009, 524.11009, 561.193423, 0, 0, 0 ], [ 5, 2, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576601, -32522, -578064, -579578, 433521, -584155 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579809600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758911911755, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 191, "offset": 0, "multiplier": 4.41254 } } }
# | 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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