Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676238.3244 | 652462.2866 | 23776.0378 | 510254.4285 | 176231.0901 | 334023.3384 |
Total P&L (%) | 676.2383 | 652.4623 | 23.776 | 510.2544 | 176.2311 | 334.0233 |
Avg Daily Profit (%) | 0.342 | 0.3299 | 0.012 | 0.0915 | 0.0514 | 0.0743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103900 | -74301 | -217938 | -854200 | -878375 | -447387 |
Profit Factor | 2.0193 | 2.942 | 1.0726 | 1.1907 | 1.1078 | 1.3208 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 48.6486 | 51.3514 | 45.9459 | 48.6486 | 51.3514 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.1315 | 2.7872 | 1.2619 | 1.2569 | 1.0495 | 1.5539 |
Largest Winning Trade | 326715 | 326715 | 79147 | 532758 | 503242 | 532758 |
Largest Losing Trade | -56792 | -56792 | -36246 | -684851 | -684851 | -298131 |
Avg Bars in Trades | 49 | 30 | 67 | 49 | 30 | 67 |
Avg Bars in Winners | 83 | 49 | 120 | 83 | 49 | 120 |
Avg Bars in Losers | 17 | 11 | 21 | 17 | 11 | 21 |
Bars Traded | 3638 | 1143 | 2495 | 3638 | 1143 | 2495 |
Profit Streak | 0 | 0 | 646.0868 | 0 | 0 | 646.0868 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56214 | 538098 | -322414 | -150440 | -226017 | -93085 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 3.36779 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1553990400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758852298098, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 3.36779 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "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) |
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