Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388182.7263 | 455971.9542 | -67789.2279 | -28777.6654 | 167867.6441 | -196645.3095 |
Total P&L (%) | 388.1827 | 455.972 | -67.7892 | -28.7777 | 167.8676 | -196.6453 |
Avg Daily Profit (%) | 0.2399 | 0.2818 | -0.0419 | -0.021 | 0.0609 | 0 |
Buy And Hold Return (%) | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 | 22.4258 |
Max Trade Drawdown | -224535 | -132727 | -268455 | -176035 | -90562 | -252822 |
Profit Factor | 1.2626 | 1.6242 | 0.9093 | 0.9784 | 1.2606 | 0.714 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Losing Trades | 229 | 113 | 116 | 229 | 113 | 116 |
Profitability (%) | 40.5195 | 41.4508 | 39.5833 | 40.5195 | 41.4508 | 39.5833 |
Ratio Avg Win / Avg Loss | 1.8534 | 2.2942 | 1.388 | 1.4362 | 1.7806 | 1.0897 |
Largest Winning Trade | 209512 | 209512 | 50519 | 86135 | 86135 | 37349 |
Largest Losing Trade | -23877 | -21966 | -23877 | -33823 | -33823 | -29278 |
Avg Bars in Trades | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Winners | 72 | 65 | 79 | 72 | 65 | 79 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 19106 | 8747 | 10359 | 19106 | 8747 | 10359 |
Profit Streak | 0 | 0 | 482.7646 | 0 | 0 | 482.7646 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261154 | 306921 | -582128 | -580785 | -113500 | -582128 |
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{ "first_band": { "type": "midprice", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 22, "multiplier": 2.53395 } } }
{ "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": [ [ 388182.7262979668, 455971.9541635015, -67789.2278655347, -28777.6654374047, 167867.6440637837, -196645.3095011884 ], [ 388.182726, 455.971954, -67.789228, -28.777665, 167.867644, -196.64531 ], [ 0.239915, 0.281812, -0.041897, -0.020972, 0.060916, 0 ], [ 22.425759, 22.425759, 22.425759, 22.425759, 22.425759, 22.425759 ], [ -224535, -132727, -268455, -176035, -90562, -252822 ], [ 1.262584, 1.624185, 0.909349, 0.978391, 1.26057, 0.713965 ], [ 385, 193, 192, 385, 193, 192 ], [ 156, 80, 76, 156, 80, 76 ], [ 229, 113, 116, 229, 113, 116 ], [ 40.519481, 41.450777, 39.583333, 40.519481, 41.450777, 39.583333 ], [ 1.853409, 2.294161, 1.387954, 1.436227, 1.780555, 1.089736 ], [ 209512, 209512, 50519, 86135, 86135, 37349 ], [ -23877, -21966, -23877, -33823, -33823, -29278 ], [ 49, 45, 53, 49, 45, 53 ], [ 72, 65, 79, 72, 65, 79 ], [ 34, 31, 37, 34, 31, 37 ], [ 19106, 8747, 10359, 19106, 8747, 10359 ], [ 0, 0, 482.764617, 0, 0, 482.764617 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 261154, 306921, -582128, -580785, -113500, -582128 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579608000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758961262902, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 36, "offset": 22, "multiplier": 2.53395 } } }
# | 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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