Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624051.6383 | 491929.8489 | 132121.7894 | 2229184.4733 | 1031134.3465 | 1198050.1268 |
Total P&L (%) | 624.0516 | 491.9298 | 132.1218 | 2229.1845 | 1031.1343 | 1198.0501 |
Avg Daily Profit (%) | 0.3158 | 0.249 | 0.0669 | 0.1594 | 0.1228 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117143 | -104838 | -163155 | -1473825 | -1282960 | -555151 |
Profit Factor | 1.9225 | 2.5036 | 1.3783 | 1.5162 | 1.4049 | 1.6763 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 40.1099 | 42.8571 | 37.3626 | 40.1099 | 42.8571 | 37.3626 |
Ratio Avg Win / Avg Loss | 2.8706 | 3.3382 | 2.3106 | 2.2639 | 1.8732 | 2.8102 |
Largest Winning Trade | 163865 | 163865 | 65876 | 795251 | 749690 | 795251 |
Largest Losing Trade | -26701 | -26701 | -20634 | -534673 | -534673 | -191969 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 116 | 96 | 140 | 116 | 96 | 140 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 11529 | 5044 | 6485 | 11529 | 5044 | 6485 |
Profit Streak | 0 | 0 | 493.415 | 0 | 0 | 493.415 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352270 | 350019 | -106623 | 263316 | -29857 | -20771 |
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{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 1.49315 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550923200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758866260184, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 99, "offset": 0, "multiplier": 1.49315 } } }
# | 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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