Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228771.4122 | 339949.452 | -111178.0399 | -94943.5953 | -16181.814 | -78761.7814 |
Total P&L (%) | 228.7714 | 339.9495 | -111.178 | -94.9436 | -16.1818 | -78.7618 |
Avg Daily Profit (%) | 0.1157 | 0.1719 | -0.0562 | -0.1508 | -0.0089 | -0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201120 | -174605 | -205303 | -122621 | -120869 | -120122 |
Profit Factor | 1.1746 | 1.4679 | 0.8095 | 0.8136 | 0.9449 | 0.6348 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Losing Trades | 86 | 36 | 50 | 86 | 36 | 50 |
Profitability (%) | 49.7076 | 57.6471 | 41.8605 | 49.7076 | 57.6471 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.1884 | 1.0785 | 1.1243 | 0.8232 | 0.6942 | 0.8817 |
Largest Winning Trade | 175273 | 175273 | 43285 | 80789 | 80789 | 23819 |
Largest Losing Trade | -65682 | -65682 | -56697 | -62627 | -62627 | -47142 |
Avg Bars in Trades | 22 | 32 | 11 | 22 | 32 | 11 |
Avg Bars in Winners | 18 | 24 | 10 | 18 | 24 | 10 |
Avg Bars in Losers | 25 | 43 | 12 | 25 | 43 | 12 |
Bars Traded | 3771 | 2764 | 1007 | 3771 | 2764 | 1007 |
Profit Streak | 481.9261 | 0 | 550.9261 | 481.9261 | 0 | 550.9261 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65355 | 329604 | -580971 | -579133 | -580113 | -582638 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.67092 } } }
{ "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": [ [ 228771.4121546686, 339949.4520133148, -111178.0398586461, -94943.595303591, -16181.8139500628, -78761.7813535282 ], [ 228.771412, 339.949452, -111.17804, -94.943595, -16.181814, -78.761781 ], [ 0.115687, 0.171909, -0.056222, -0.15081, -0.008926, -0.078319 ], [ 10, 10, 10, 10, 10, 10 ], [ -201120, -174605, -205303, -122621, -120869, -120122 ], [ 1.174622, 1.467943, 0.809502, 0.813593, 0.944893, 0.634842 ], [ 171, 85, 86, 171, 85, 86 ], [ 85, 49, 36, 85, 49, 36 ], [ 86, 36, 50, 86, 36, 50 ], [ 49.707602, 57.647059, 41.860465, 49.707602, 57.647059, 41.860465 ], [ 1.188441, 1.078489, 1.124308, 0.823165, 0.694207, 0.881726 ], [ 175273, 175273, 43285, 80789, 80789, 23819 ], [ -65682, -65682, -56697, -62627, -62627, -47142 ], [ 22, 32, 11, 22, 32, 11 ], [ 18, 24, 10, 18, 24, 10 ], [ 25, 43, 12, 25, 43, 12 ], [ 3771, 2764, 1007, 3771, 2764, 1007 ], [ 481.926107, 0, 550.926107, 481.926107, 0, 550.926107 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65355, 329604, -580971, -579133, -580113, -582638 ] ] }
{ "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": 1759011215651, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 2.67092 } } }
# | 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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