Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389888.4674 | 413990.8546 | -24102.3872 | -82074.9726 | 452799.2168 | -534874.1894 |
Total P&L (%) | 389.8885 | 413.9909 | -24.1024 | -82.075 | 452.7992 | -534.8742 |
Avg Daily Profit (%) | 0.1973 | 0.2095 | -0.0122 | -0.087 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183579 | -170063 | -169903 | -527201 | -256446 | -646561 |
Profit Factor | 1.2676 | 1.5523 | 0.9659 | 0.9624 | 1.4754 | 0.5656 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 47.5 | 48.3333 | 46.6667 | 47.5 | 48.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4011 | 1.6594 | 1.1039 | 1.0637 | 1.5771 | 0.6464 |
Largest Winning Trade | 152994 | 152994 | 55433 | 220765 | 220765 | 79526 |
Largest Losing Trade | -79319 | -66683 | -79319 | -220088 | -146226 | -220088 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 54 | 67 | 40 | 54 | 67 | 40 |
Avg Bars in Losers | 42 | 57 | 28 | 42 | 57 | 28 |
Bars Traded | 11579 | 7481 | 4098 | 11579 | 7481 | 4098 |
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 | 279639 | 344013 | -580643 | -578827 | -76000 | -582309 |
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{ "first_band": { "type": "zlma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 4.20081 } } }
{ "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": [ [ 389888.4674261826, 413990.8545950154, -24102.3871688328, -82074.9725884808, 452799.2168101952, -534874.1893986762 ], [ 389.888467, 413.990855, -24.102387, -82.074973, 452.799217, -534.874189 ], [ 0.197312, 0.20951, -0.012198, -0.086955, 0.086567, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -183579, -170063, -169903, -527201, -256446, -646561 ], [ 1.267628, 1.552349, 0.965924, 0.962416, 1.475379, 0.56559 ], [ 240, 120, 120, 240, 120, 120 ], [ 114, 58, 56, 114, 58, 56 ], [ 126, 62, 64, 126, 62, 64 ], [ 47.5, 48.333333, 46.666667, 47.5, 48.333333, 46.666667 ], [ 1.401063, 1.659408, 1.103913, 1.063723, 1.577129, 0.646389 ], [ 152994, 152994, 55433, 220765, 220765, 79526 ], [ -79319, -66683, -79319, -220088, -146226, -220088 ], [ 48, 62, 34, 48, 62, 34 ], [ 54, 67, 40, 54, 67, 40 ], [ 42, 57, 28, 42, 57, 28 ], [ 11579, 7481, 4098, 11579, 7481, 4098 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 279639, 344013, -580643, -578827, -76000, -582309 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551168000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759068034603, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 104, "offset": 0, "multiplier": 4.20081 } } }
# | 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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