Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593682.8049 | 473927.1822 | 119755.6227 | 555778.6662 | 1135766.2859 | -579987.6196 |
Total P&L (%) | 593.6828 | 473.9272 | 119.7556 | 555.7787 | 1135.7663 | -579.9876 |
Avg Daily Profit (%) | 0.3002 | 0.2397 | 0.0606 | 0.0951 | 0.1272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145119 | -125876 | -123278 | -2433402 | -1551096 | -1399596 |
Profit Factor | 2.1724 | 2.5471 | 1.5987 | 1.1395 | 1.5234 | 0.6804 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 63.3803 | 54.2857 | 72.2222 | 63.3803 | 54.2857 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.2552 | 2.1449 | 0.6149 | 0.6584 | 1.2829 | 0.2617 |
Largest Winning Trade | 149227 | 149227 | 54623 | 1545822 | 1545822 | 384444 |
Largest Losing Trade | -79172 | -79172 | -46428 | -861596 | -861596 | -631231 |
Avg Bars in Trades | 52 | 87 | 19 | 52 | 87 | 19 |
Avg Bars in Winners | 51 | 95 | 20 | 51 | 95 | 20 |
Avg Bars in Losers | 54 | 78 | 17 | 54 | 78 | 17 |
Bars Traded | 3760 | 3066 | 694 | 3760 | 3066 | 694 |
Profit Streak | 535.1391 | 535.1391 | 708.1391 | 535.1391 | 535.1391 | 708.1391 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76014 | 502051 | -107299 | -222227 | -20177 | -576258 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 4.1805 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
{ "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": [ [ 593682.804946343, 473927.1822232216, 119755.6227231213, 555778.6662164404, 1135766.2858650284, -579987.6196485871 ], [ 593.682805, 473.927182, 119.755623, 555.778666, 1135.766286, -579.98762 ], [ 0.300219, 0.23966, 0.060559, 0.095148, 0.127225, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -145119, -125876, -123278, -2433402, -1551096, -1399596 ], [ 2.172426, 2.547107, 1.598659, 1.139475, 1.523434, 0.680441 ], [ 71, 35, 36, 71, 35, 36 ], [ 45, 19, 26, 45, 19, 26 ], [ 26, 16, 10, 26, 16, 10 ], [ 63.380282, 54.285714, 72.222222, 63.380282, 54.285714, 72.222222 ], [ 1.25518, 2.144932, 0.614869, 0.658363, 1.282891, 0.261708 ], [ 149227, 149227, 54623, 1545822, 1545822, 384444 ], [ -79172, -79172, -46428, -861596, -861596, -631231 ], [ 52, 87, 19, 52, 87, 19 ], [ 51, 95, 20, 51, 95, 20 ], [ 54, 78, 17, 54, 78, 17 ], [ 3760, 3066, 694, 3760, 3066, 694 ], [ 535.139131, 535.139131, 708.139131, 535.139131, 535.139131, 708.139131 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76014, 502051, -107299, -222227, -20177, -576258 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551916800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759245620909, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 4.1805 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
# | 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) |
---|