Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241785.5026 | 310313.5818 | -68528.0792 | -88661.1141 | 1138701.8696 | -1227362.9837 |
Total P&L (%) | 241.7855 | 310.3136 | -68.5281 | -88.6611 | 1138.7019 | -1227.363 |
Avg Daily Profit (%) | 0.1223 | 0.157 | -0.0347 | -0.1101 | 0.1274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -393357 | -243949 | -240919 | -1712219 | -1294660 | -1819391 |
Profit Factor | 1.1494 | 1.3864 | 0.9159 | 0.9871 | 1.3688 | 0.6768 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Losing Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Profitability (%) | 49.2188 | 52.3438 | 46.0938 | 49.2188 | 52.3438 | 46.0938 |
Ratio Avg Win / Avg Loss | 1.1859 | 1.2622 | 1.0712 | 1.0185 | 1.2462 | 0.7915 |
Largest Winning Trade | 147791 | 147791 | 48969 | 992801 | 992801 | 306818 |
Largest Losing Trade | -62360 | -62360 | -38728 | -668486 | -668486 | -439341 |
Avg Bars in Trades | 29 | 38 | 20 | 29 | 38 | 20 |
Avg Bars in Winners | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Losers | 30 | 44 | 17 | 30 | 44 | 17 |
Bars Traded | 7581 | 4990 | 2591 | 7581 | 4990 | 2591 |
Profit Streak | 537.148 | 540.648 | 537.148 | 537.148 | 540.648 | 537.148 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83619 | 307382 | -579983 | -576838 | -21353 | -581649 |
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{ "first_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 4.52671 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.22699 } } }
{ "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": [ [ 241785.5026410114, 310313.5818421308, -68528.0792011193, -88661.114091777, 1138701.869629482, -1227362.9837212593 ], [ 241.785503, 310.313582, -68.528079, -88.661114, 1138.70187, -1227.362984 ], [ 0.122315, 0.156982, -0.034667, -0.110066, 0.127394, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -393357, -243949, -240919, -1712219, -1294660, -1819391 ], [ 1.149413, 1.386399, 0.915931, 0.987123, 1.368816, 0.676829 ], [ 256, 128, 128, 256, 128, 128 ], [ 126, 67, 59, 126, 67, 59 ], [ 130, 61, 69, 130, 61, 69 ], [ 49.21875, 52.34375, 46.09375, 49.21875, 52.34375, 46.09375 ], [ 1.185903, 1.262244, 1.071174, 1.01846, 1.246235, 0.791546 ], [ 147791, 147791, 48969, 992801, 992801, 306818 ], [ -62360, -62360, -38728, -668486, -668486, -439341 ], [ 29, 38, 20, 29, 38, 20 ], [ 28, 33, 23, 28, 33, 23 ], [ 30, 44, 17, 30, 44, 17 ], [ 7581, 4990, 2591, 7581, 4990, 2591 ], [ 537.147967, 540.647967, 537.147967, 537.147968, 540.647968, 537.147968 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83619, 307382, -579983, -576838, -21353, -581649 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1551031200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759743184405, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 236, "offset": 0, "std": 4.52671 } }, "second_band": { "type": "supertrend", "factors": { "length": 151, "offset": 0, "multiplier": 3.22699 } } }
# | 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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