Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330582.8897 | 344857.4765 | -14274.5868 | -98796.4477 | 183444.723 | -282241.1707 |
Total P&L (%) | 330.5829 | 344.8575 | -14.2746 | -98.7964 | 183.4447 | -282.2412 |
Avg Daily Profit (%) | 0.1672 | 0.1744 | -0.0072 | -0.2233 | 0.0527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177837 | -83886 | -295318 | -323012 | -100806 | -475778 |
Profit Factor | 1.431 | 2.091 | 0.9683 | 0.8566 | 2.0851 | 0.4573 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 57.8313 | 53.6585 | 61.9048 | 57.8313 | 53.6585 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.0434 | 1.8059 | 0.5959 | 0.6246 | 1.8008 | 0.2814 |
Largest Winning Trade | 100792 | 100792 | 59221 | 162199 | 162199 | 61978 |
Largest Losing Trade | -98802 | -83886 | -98802 | -229191 | -36035 | -229191 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Losers | 48 | 37 | 62 | 48 | 37 | 62 |
Bars Traded | 3761 | 1612 | 2149 | 3761 | 1612 | 2149 |
Profit Streak | 496.8585 | 0 | 549.8585 | 496.8585 | 0 | 549.8585 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307682 | 427970 | -578232 | -580456 | -118066 | -578232 |
{ "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": 1758789378374, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.08611 } }, "second_band": { "type": "midprice", "factors": { "length": 74, "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": [ [ 330582.8896804316, 344857.476482761, -14274.5868023292, -98796.4477307786, 183444.7230004083, -282241.1707311868 ], [ 330.58289, 344.857476, -14.274587, -98.796448, 183.444723, -282.241171 ], [ 0.167172, 0.174391, -0.007219, -0.22326, 0.052699, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177837, -83886, -295318, -323012, -100806, -475778 ], [ 1.43099, 2.091015, 0.968345, 0.856628, 2.085149, 0.457273 ], [ 83, 41, 42, 83, 41, 42 ], [ 48, 22, 26, 48, 22, 26 ], [ 35, 19, 16, 35, 19, 16 ], [ 57.831325, 53.658537, 61.904762, 57.831325, 53.658537, 61.904762 ], [ 1.04343, 1.805876, 0.595905, 0.624625, 1.80081, 0.281399 ], [ 100792, 100792, 59221, 162199, 162199, 61978 ], [ -98802, -83886, -98802, -229191, -36035, -229191 ], [ 45, 39, 51, 45, 39, 51 ], [ 42, 41, 44, 42, 41, 44 ], [ 48, 37, 62, 48, 37, 62 ], [ 3761, 1612, 2149, 3761, 1612, 2149 ], [ 496.858546, 0, 549.858546, 496.858546, 0, 549.858546 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307682, 427970, -578232, -580456, -118066, -578232 ] ] }
{ "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": 1758789378374, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.08611 } }, "second_band": { "type": "midprice", "factors": { "length": 74, "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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