Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332514.7586 | 387432.8237 | -54918.0652 | -64167.9681 | 190643.0958 | -254811.0639 |
Total P&L (%) | 332.5148 | 387.4328 | -54.9181 | -64.168 | 190.6431 | -254.8111 |
Avg Daily Profit (%) | 0.1681 | 0.1959 | -0.0278 | -0.0519 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192076 | -104536 | -335587 | -349122 | -138221 | -403473 |
Profit Factor | 1.3277 | 1.9332 | 0.9084 | 0.9118 | 1.7852 | 0.4743 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Profitability (%) | 51.6667 | 58.3333 | 45 | 51.6667 | 58.3333 | 45 |
Ratio Avg Win / Avg Loss | 1.2421 | 1.3808 | 1.1102 | 0.853 | 1.2752 | 0.5797 |
Largest Winning Trade | 100792 | 100792 | 79132 | 108660 | 93376 | 108660 |
Largest Losing Trade | -78798 | -53741 | -78798 | -104414 | -65266 | -104414 |
Avg Bars in Trades | 30 | 21 | 39 | 30 | 21 | 39 |
Avg Bars in Winners | 42 | 27 | 62 | 42 | 27 | 62 |
Avg Bars in Losers | 17 | 12 | 21 | 17 | 12 | 21 |
Bars Traded | 3660 | 1266 | 2394 | 3660 | 1266 | 2394 |
Profit Streak | 570.2174 | 633.2174 | 570.2174 | 570.2174 | 633.2174 | 570.2174 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343364 | -156278 | -748902 | -578842 | -284998 | -750568 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 150, "offset": 0, "multiplier": 3.10423 } }, "second_band": { "type": "vwma", "factors": { "length": 21, "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": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758993186176, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
---|