Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470236.9479 | 422874.4416 | 47362.5063 | 153423.8864 | -444830.5796 | 598254.4659 |
Total P&L (%) | 470.2369 | 422.8744 | 47.3625 | 153.4239 | -444.8306 | 598.2545 |
Avg Daily Profit (%) | 0.2378 | 0.2138 | 0.024 | 0.047 | 0 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266548 | -164903 | -101644 | -4231779 | -2909812 | -1324545 |
Profit Factor | 1.6974 | 2.392 | 1.1278 | 1.0249 | 0.8787 | 1.2394 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 53.4091 | 56.8182 | 50 | 53.4091 | 56.8182 | 50 |
Ratio Avg Win / Avg Loss | 1.4807 | 1.8179 | 1.1278 | 0.8941 | 0.6678 | 1.2394 |
Largest Winning Trade | 137201 | 137201 | 74264 | 1844355 | 1121243 | 1844355 |
Largest Losing Trade | -80457 | -28141 | -80457 | -823249 | -823249 | -543586 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 31 | 40 | 24 | 31 | 40 | 24 |
Bars Traded | 3706 | 2020 | 1686 | 3706 | 2020 | 1686 |
Profit Streak | 591.4259 | 785.9259 | 591.4259 | 591.4259 | 785.9259 | 591.4259 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434149 | 526129 | -241692 | -322898 | -578459 | -60934 |
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{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 2.28361 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760004795280, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 2.28361 } } }
# | 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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