Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257591.4294 | 1242918.5949 | 14672.8345 | 9907.5655 | 70694.07 | -60786.5045 |
Total P&L (%) | 1257.5914 | 1242.9186 | 14.6728 | 9.9076 | 70.6941 | -60.7865 |
Avg Daily Profit (%) | 0.6364 | 0.629 | 0.0074 | 0.0048 | 0.0271 | -0.0474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191309 | -190741 | -46139 | -1152509 | -1122912 | -206774 |
Profit Factor | 3.4529 | 4.253 | 1.1123 | 1.0053 | 1.0507 | 0.8676 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 52 | 37.8378 | 65.7895 | 52 | 37.8378 | 65.7895 |
Ratio Avg Win / Avg Loss | 3.1873 | 6.9871 | 0.5784 | 0.928 | 1.7262 | 0.4511 |
Largest Winning Trade | 1323580 | 1323580 | 18623 | 722283 | 722283 | 102185 |
Largest Losing Trade | -59040 | -59040 | -45817 | -523384 | -523384 | -204148 |
Avg Bars in Trades | 153 | 293 | 18 | 153 | 293 | 18 |
Avg Bars in Winners | 180 | 472 | 17 | 180 | 472 | 17 |
Avg Bars in Losers | 125 | 184 | 20 | 125 | 184 | 20 |
Bars Traded | 11546 | 10845 | 701 | 11546 | 10845 | 701 |
Profit Streak | 594.7588 | 595.5922 | 594.7588 | 594.7588 | 595.5922 | 594.7588 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41296 | 546689 | -298628 | -628190 | -324127 | -577482 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549958400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758838362002, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.74835 } }, "second_band": { "type": "dcu", "factors": { "length": 49, "offset": 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": [ [ 1257591.4294187294, 1242918.5949252518, 14672.8344934776, 9907.5655241701, 70694.0700400884, -60786.504515918 ], [ 1257.591429, 1242.918595, 14.672834, 9.907566, 70.69407, -60.786505 ], [ 0.636433, 0.629007, 0.007426, 0.004781, 0.027064, -0.047365 ], [ 10, 10, 10, 10, 10, 10 ], [ -191309, -190741, -46139, -1152509, -1122912, -206774 ], [ 3.452915, 4.253014, 1.112341, 1.005346, 1.050705, 0.867567 ], [ 75, 37, 38, 75, 37, 38 ], [ 39, 14, 25, 39, 14, 25 ], [ 36, 23, 13, 36, 23, 13 ], [ 52, 37.837838, 65.789474, 52, 37.837838, 65.789474 ], [ 3.187307, 6.987094, 0.578417, 0.928012, 1.726159, 0.451135 ], [ 1323580, 1323580, 18623, 722283, 722283, 102185 ], [ -59040, -59040, -45817, -523384, -523384, -204148 ], [ 153, 293, 18, 153, 293, 18 ], [ 180, 472, 17, 180, 472, 17 ], [ 125, 184, 20, 125, 184, 20 ], [ 11546, 10845, 701, 11546, 10845, 701 ], [ 594.758819, 595.592153, 594.758819, 594.758819, 595.592153, 594.758819 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41296, 546689, -298628, -628190, -324127, -577482 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549958400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758838362002, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 213, "offset": 0, "multiplier": 2.74835 } }, "second_band": { "type": "dcu", "factors": { "length": 49, "offset": 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) |
---|