Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408392.4577 | 439732.6625 | -31340.2048 | -39196.6183 | 104343.5311 | -143540.1493 |
Total P&L (%) | 408.3925 | 439.7327 | -31.3402 | -39.1966 | 104.3435 | -143.5401 |
Avg Daily Profit (%) | 0.2065 | 0.2224 | -0.0158 | -0.0252 | 0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98583 | -125954 | -186505 | -195489 | -182761 | -240415 |
Profit Factor | 1.4185 | 1.9724 | 0.9402 | 0.9579 | 1.2462 | 0.7165 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 45.3846 | 46.1538 | 44.6154 | 45.3846 | 46.1538 | 44.6154 |
Ratio Avg Win / Avg Loss | 1.707 | 2.3012 | 1.1671 | 1.1527 | 1.4539 | 0.8895 |
Largest Winning Trade | 177932 | 177932 | 78243 | 148850 | 148850 | 75302 |
Largest Losing Trade | -77561 | -40623 | -77561 | -146366 | -69687 | -146366 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 3706 | 1892 | 1814 | 3706 | 1892 | 1814 |
Profit Streak | 545.6206 | 545.6206 | 566.1206 | 545.6206 | 545.6206 | 566.1206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337771 | -121033 | -712302 | -579324 | -277450 | -713968 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200817611, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.59097 } } }
{ "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": [ [ 408392.4576619974, 439732.6624860121, -31340.2048240144, -39196.6182724492, 104343.531069042, -143540.1493414911 ], [ 408.392458, 439.732662, -31.340205, -39.196618, 104.343531, -143.540149 ], [ 0.20652, 0.222368, -0.015848, -0.025156, 0.036145, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -98583, -125954, -186505, -195489, -182761, -240415 ], [ 1.418474, 1.972438, 0.940158, 0.957859, 1.246209, 0.716505 ], [ 130, 65, 65, 130, 65, 65 ], [ 59, 30, 29, 59, 30, 29 ], [ 71, 35, 36, 71, 35, 36 ], [ 45.384615, 46.153846, 44.615385, 45.384615, 46.153846, 44.615385 ], [ 1.706977, 2.301177, 1.167092, 1.152678, 1.45391, 0.889455 ], [ 177932, 177932, 78243, 148850, 148850, 75302 ], [ -77561, -40623, -77561, -146366, -69687, -146366 ], [ 28, 29, 27, 28, 29, 27 ], [ 36, 34, 39, 36, 34, 39 ], [ 21, 24, 18, 21, 24, 18 ], [ 3706, 1892, 1814, 3706, 1892, 1814 ], [ 545.620574, 545.620574, 566.120574, 545.620574, 545.620574, 566.120574 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337771, -121033, -712302, -579324, -277450, -713968 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555718400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200817611, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 25, "offset": 0, "multiplier": 2.59097 } } }
# | 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) |
---|