Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279891.2119 | 409993.6949 | -130102.483 | -82055.5527 | 772098.7864 | -854154.3391 |
Total P&L (%) | 279.8912 | 409.9937 | -130.1025 | -82.0556 | 772.0988 | -854.1543 |
Avg Daily Profit (%) | 0.173 | 0.2534 | -0.0804 | -0.1061 | 0.1339 | 0 |
Buy And Hold Return (%) | 25.0872 | 25.0872 | 25.0872 | 25.0872 | 25.0872 | 25.0872 |
Max Trade Drawdown | -239674 | -188348 | -138292 | -1556351 | -932391 | -1147532 |
Profit Factor | 1.3343 | 1.8046 | 0.6031 | 0.9763 | 1.3981 | 0.4379 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Losing Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Profitability (%) | 54.717 | 64.1509 | 45.283 | 54.717 | 64.1509 | 45.283 |
Ratio Avg Win / Avg Loss | 1.1042 | 1.0085 | 0.7287 | 0.808 | 0.7813 | 0.5291 |
Largest Winning Trade | 139668 | 139668 | 34094 | 487785 | 487785 | 239982 |
Largest Losing Trade | -73520 | -73520 | -52680 | -829160 | -693929 | -829160 |
Avg Bars in Trades | 179 | 324 | 34 | 179 | 324 | 34 |
Avg Bars in Winners | 142 | 219 | 33 | 142 | 219 | 33 |
Avg Bars in Losers | 223 | 512 | 34 | 223 | 512 | 34 |
Bars Traded | 18984 | 17174 | 1810 | 18984 | 17174 | 1810 |
Profit Streak | 494.7596 | 0 | 563.0929 | 494.7596 | 0 | 563.0929 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329803 | -167831 | -761708 | -579300 | -193004 | -761708 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579708800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758946427186, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 3.19793 } }, "second_band": { "type": "alma", "factors": { "length": 137, "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": [ [ 279891.2119092216, 409993.6948977622, -130102.4829885407, -82055.5527172674, 772098.7864119386, -854154.3391292059 ], [ 279.891212, 409.993695, -130.102483, -82.055553, 772.098786, -854.154339 ], [ 0.172986, 0.253395, -0.080409, -0.106117, 0.133942, 0 ], [ 25.087189, 25.087189, 25.087189, 25.087189, 25.087189, 25.087189 ], [ -239674, -188348, -138292, -1556351, -932391, -1147532 ], [ 1.334274, 1.804642, 0.603073, 0.976277, 1.398122, 0.437911 ], [ 106, 53, 53, 106, 53, 53 ], [ 58, 34, 24, 58, 34, 24 ], [ 48, 19, 29, 48, 19, 29 ], [ 54.716981, 64.150943, 45.283019, 54.716981, 64.150943, 45.283019 ], [ 1.104227, 1.008476, 0.728713, 0.807954, 0.781304, 0.529143 ], [ 139668, 139668, 34094, 487785, 487785, 239982 ], [ -73520, -73520, -52680, -829160, -693929, -829160 ], [ 179, 324, 34, 179, 324, 34 ], [ 142, 219, 33, 142, 219, 33 ], [ 223, 512, 34, 223, 512, 34 ], [ 18984, 17174, 1810, 18984, 17174, 1810 ], [ 494.759574, 0, 563.092907, 494.759574, 0, 563.092907 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329803, -167831, -761708, -579300, -193004, -761708 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579708800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758946427186, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 3.19793 } }, "second_band": { "type": "alma", "factors": { "length": 137, "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) |
---|