Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859555.5022 | 761546.5736 | 98008.9286 | 3872299.3863 | 2948843.9769 | 923455.4093 |
Total P&L (%) | 859.5555 | 761.5466 | 98.0089 | 3872.2994 | 2948.844 | 923.4554 |
Avg Daily Profit (%) | 0.4347 | 0.3851 | 0.0496 | 0.1864 | 0.173 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84505 | -51701 | -112638 | -3951339 | -3237725 | -3504620 |
Profit Factor | 2.662 | 4.7708 | 1.3109 | 1.2617 | 1.4251 | 1.1175 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 54.2373 | 60 | 48.2759 | 54.2373 | 60 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.2461 | 3.1806 | 1.4046 | 1.0646 | 0.9501 | 1.1973 |
Largest Winning Trade | 326715 | 326715 | 81275 | 2885654 | 2712979 | 2885654 |
Largest Losing Trade | -48454 | -48454 | -43824 | -3118603 | -3118603 | -2401264 |
Avg Bars in Trades | 60 | 39 | 83 | 60 | 39 | 83 |
Avg Bars in Winners | 92 | 53 | 141 | 92 | 53 | 141 |
Avg Bars in Losers | 23 | 16 | 28 | 23 | 16 | 28 |
Bars Traded | 3578 | 1171 | 2407 | 3578 | 1171 | 2407 |
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 | -163829 | 665839 | -127298 | -171179 | 296541 | -127487 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.17213 } }, "second_band": { "type": "fwma", "factors": { "length": 204, "offset": 0 } } }
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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": 1556539200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758957213649, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 66, "offset": 0, "multiplier": 3.17213 } }, "second_band": { "type": "fwma", "factors": { "length": 204, "offset": 0 } } }
# | 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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