Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413147.1244 | 380805.3308 | 32341.7936 | 21673.3924 | 252146.4295 | -230473.0372 |
Total P&L (%) | 413.1471 | 380.8053 | 32.3418 | 21.6734 | 252.1464 | -230.473 |
Avg Daily Profit (%) | 0.2089 | 0.1926 | 0.0164 | 0.0099 | 0.0637 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195748 | -191540 | -89778 | -1150073 | -960301 | -780026 |
Profit Factor | 1.4693 | 1.7857 | 1.0817 | 1.0062 | 1.1348 | 0.8571 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 45.8647 | 47.7612 | 43.9394 | 45.8647 | 47.7612 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.7342 | 1.9531 | 1.3801 | 1.1877 | 1.2412 | 1.0936 |
Largest Winning Trade | 185029 | 185029 | 59226 | 613022 | 613022 | 291794 |
Largest Losing Trade | -50242 | -50242 | -45613 | -329631 | -329074 | -329631 |
Avg Bars in Trades | 28 | 34 | 22 | 28 | 34 | 22 |
Avg Bars in Winners | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Losers | 21 | 31 | 11 | 21 | 31 | 11 |
Bars Traded | 3780 | 2296 | 1484 | 3780 | 2296 | 1484 |
Profit Streak | 0 | 0 | 590.0892 | 0 | 0 | 590.0892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322157 | -106884 | -430477 | -400012 | -297967 | -705065 |
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{ "first_band": { "type": "linreg", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 1.55968 } } }
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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": 1553256000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758938908985, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 1.55968 } } }
# | 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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