Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477833.8091 | 436560.2034 | 41273.6056 | 115875.4622 | 551485.3359 | -435609.8736 |
Total P&L (%) | 477.8338 | 436.5602 | 41.2736 | 115.8755 | 551.4853 | -435.6099 |
Avg Daily Profit (%) | 0.2417 | 0.2208 | 0.0209 | 0.0389 | 0.0949 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186536 | -110590 | -210914 | -888907 | -513169 | -909457 |
Profit Factor | 1.5202 | 2.0646 | 1.0812 | 1.0363 | 1.3879 | 0.7537 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Losing Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Profitability (%) | 41.6185 | 47.1264 | 36.0465 | 41.6185 | 47.1264 | 36.0465 |
Ratio Avg Win / Avg Loss | 2.1325 | 2.3164 | 1.9182 | 1.4537 | 1.5571 | 1.3372 |
Largest Winning Trade | 211315 | 211315 | 75386 | 594637 | 594637 | 328547 |
Largest Losing Trade | -51356 | -30543 | -51356 | -200550 | -175758 | -200550 |
Avg Bars in Trades | 44 | 33 | 55 | 44 | 33 | 55 |
Avg Bars in Winners | 76 | 52 | 108 | 76 | 52 | 108 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 7704 | 2924 | 4780 | 7704 | 2924 | 4780 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293936 | 370264 | -302963 | -323816 | -65628 | -584861 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550750400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758795407629, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 1.46672 } } }
{ "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": [ [ 477833.8090711493, 436560.2034282216, 41273.6056429272, 115875.4622171797, 551485.3358594452, -435609.8736422657 ], [ 477.833809, 436.560203, 41.273606, 115.875462, 551.485336, -435.609874 ], [ 0.241727, 0.220847, 0.02088, 0.038937, 0.094851, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186536, -110590, -210914, -888907, -513169, -909457 ], [ 1.520176, 2.064599, 1.081162, 1.036322, 1.387883, 0.753682 ], [ 173, 87, 86, 173, 87, 86 ], [ 72, 41, 31, 72, 41, 31 ], [ 101, 46, 55, 101, 46, 55 ], [ 41.618497, 47.126437, 36.046512, 41.618497, 47.126437, 36.046512 ], [ 2.132468, 2.31638, 1.918191, 1.453729, 1.557137, 1.337178 ], [ 211315, 211315, 75386, 594637, 594637, 328547 ], [ -51356, -30543, -51356, -200550, -175758, -200550 ], [ 44, 33, 55, 44, 33, 55 ], [ 76, 52, 108, 76, 52, 108 ], [ 21, 17, 25, 21, 17, 25 ], [ 7704, 2924, 4780, 7704, 2924, 4780 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 293936, 370264, -302963, -323816, -65628, -584861 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550750400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758795407629, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 1.46672 } } }
# | 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) |
---|