Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178658.4576 | 300752.6559 | -122094.1983 | -94795.4175 | 29023.7431 | -123819.1606 |
Total P&L (%) | 178.6585 | 300.7527 | -122.0942 | -94.7954 | 29.0237 | -123.8192 |
Avg Daily Profit (%) | 0.0903 | 0.1521 | -0.0617 | -0.1494 | 0.0129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189290 | -152163 | -254792 | -125311 | -95500 | -190537 |
Profit Factor | 1.1863 | 1.6365 | 0.749 | 0.8202 | 1.1147 | 0.5487 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 44.086 | 46.8085 | 41.3043 | 44.086 | 46.8085 | 41.3043 |
Ratio Avg Win / Avg Loss | 1.5046 | 1.8597 | 1.0643 | 1.0403 | 1.2667 | 0.7798 |
Largest Winning Trade | 237890 | 237890 | 78415 | 84103 | 84103 | 37001 |
Largest Losing Trade | -67012 | -62585 | -67012 | -71352 | -52689 | -71352 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 33 | 42 | 25 | 33 | 42 | 25 |
Bars Traded | 3675 | 2116 | 1559 | 3675 | 2116 | 1559 |
Profit Streak | 0 | 0 | 572.9019 | 0 | 0 | 572.9019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88853 | 329412 | -581835 | -581163 | -274314 | -583502 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836322643, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 45, "offset": 0, "multiplier": 3.46302 } } }
{ "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": [ [ 178658.4576341254, 300752.6558899237, -122094.1982557982, -94795.417476897, 29023.7431345485, -123819.1606114456 ], [ 178.658458, 300.752656, -122.094198, -94.795417, 29.023743, -123.819161 ], [ 0.090346, 0.152087, -0.061742, -0.149351, 0.012887, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189290, -152163, -254792, -125311, -95500, -190537 ], [ 1.186327, 1.636539, 0.748963, 0.820249, 1.114722, 0.548726 ], [ 93, 47, 46, 93, 47, 46 ], [ 41, 22, 19, 41, 22, 19 ], [ 52, 25, 27, 52, 25, 27 ], [ 44.086022, 46.808511, 41.304348, 44.086022, 46.808511, 41.304348 ], [ 1.50461, 1.859703, 1.064316, 1.040315, 1.266729, 0.779768 ], [ 237890, 237890, 78415, 84103, 84103, 37001 ], [ -67012, -62585, -67012, -71352, -52689, -71352 ], [ 39, 45, 33, 39, 45, 33 ], [ 47, 48, 46, 47, 48, 46 ], [ 33, 42, 25, 33, 42, 25 ], [ 3675, 2116, 1559, 3675, 2116, 1559 ], [ 0, 0, 572.901882, 0, 0, 572.901882 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88853, 329412, -581835, -581163, -274314, -583502 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758836322643, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 45, "offset": 0, "multiplier": 3.46302 } } }
# | 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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