Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482809.3071 | 489857.3819 | -7048.0748 | -54792.3083 | 236848.959 | -291641.2673 |
Total P&L (%) | 482.8093 | 489.8574 | -7.0481 | -54.7923 | 236.849 | -291.6413 |
Avg Daily Profit (%) | 0.2442 | 0.2477 | -0.0036 | -0.0401 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159736 | -154861 | -192786 | -512495 | -425385 | -459386 |
Profit Factor | 1.3354 | 1.6592 | 0.9899 | 0.9747 | 1.1983 | 0.701 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 41.958 | 38.4615 | 45.4545 | 41.958 | 38.4615 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8473 | 2.6547 | 1.1879 | 1.3484 | 1.9173 | 0.8412 |
Largest Winning Trade | 190125 | 190125 | 45000 | 333700 | 333700 | 72122 |
Largest Losing Trade | -47051 | -47051 | -44227 | -208110 | -208110 | -85364 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 18 | 25 | 13 | 18 | 25 | 13 |
Avg Bars in Losers | 9 | 7 | 11 | 9 | 7 | 11 |
Bars Traded | 3767 | 2009 | 1758 | 3767 | 2009 | 1758 |
Profit Streak | 479.9354 | 479.9354 | 495.9354 | 479.9354 | 479.9354 | 495.9354 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324607 | 265360 | -579816 | -579504 | -115954 | -581482 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551484800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759055215755, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.10417 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.88603 } } }
{ "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": [ [ 482809.3071007053, 489857.3819163311, -7048.0748156256, -54792.3082764055, 236848.9589958006, -291641.2672722065 ], [ 482.809307, 489.857382, -7.048075, -54.792308, 236.848959, -291.641267 ], [ 0.244151, 0.247715, -0.003564, -0.040139, 0.061433, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -159736, -154861, -192786, -512495, -425385, -459386 ], [ 1.335427, 1.659182, 0.989877, 0.974747, 1.198325, 0.70104 ], [ 286, 143, 143, 286, 143, 143 ], [ 120, 55, 65, 120, 55, 65 ], [ 166, 88, 78, 166, 88, 78 ], [ 41.958042, 38.461538, 45.454545, 41.958042, 38.461538, 45.454545 ], [ 1.847341, 2.654692, 1.187853, 1.348401, 1.91732, 0.841248 ], [ 190125, 190125, 45000, 333700, 333700, 72122 ], [ -47051, -47051, -44227, -208110, -208110, -85364 ], [ 13, 14, 12, 13, 14, 12 ], [ 18, 25, 13, 18, 25, 13 ], [ 9, 7, 11, 9, 7, 11 ], [ 3767, 2009, 1758, 3767, 2009, 1758 ], [ 479.935367, 479.935367, 495.935367, 479.935368, 479.935368, 495.935368 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324607, 265360, -579816, -579504, -115954, -581482 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551484800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759055215755, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 3.10417 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.88603 } } }
# | 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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