Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458010.868 | 457239.4198 | 771.4483 | -95237.7568 | 1066616.7793 | -1161854.5361 |
Total P&L (%) | 458.0109 | 457.2394 | 0.7714 | -95.2378 | 1066.6168 | -1161.8545 |
Avg Daily Profit (%) | 0.2831 | 0.2826 | 0.0005 | -0.188 | 0.152 | 0 |
Buy And Hold Return (%) | 21.527 | 21.527 | 21.527 | 21.527 | 21.527 | 21.527 |
Max Trade Drawdown | -274423 | -193691 | -185428 | -2840424 | -1311949 | -1712560 |
Profit Factor | 1.2785 | 1.5959 | 1.0009 | 0.9885 | 1.3063 | 0.759 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 263 | 128 | 135 | 255 | 124 | 131 |
Losing Trades | 155 | 81 | 74 | 163 | 85 | 78 |
Profitability (%) | 62.9187 | 61.244 | 64.5933 | 61.0048 | 59.3301 | 62.6794 |
Ratio Avg Win / Avg Loss | 0.7535 | 1.0099 | 0.5486 | 0.6319 | 0.8954 | 0.4519 |
Largest Winning Trade | 78451 | 78451 | 47202 | 857876 | 857876 | 834323 |
Largest Losing Trade | -118479 | -47176 | -118479 | -1053530 | -539660 | -1053530 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 38 | 36 | 40 | 36 | 35 | 37 |
Avg Bars in Losers | 58 | 56 | 61 | 59 | 55 | 63 |
Bars Traded | 19120 | 9162 | 9958 | 19120 | 9162 | 9958 |
Profit Streak | 0 | 0 | 499.1535 | 0 | 0 | 499.1535 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377159 | 439752 | -575390 | -577166 | 281897 | -577242 |
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{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.15657 } } }
{ "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": [ [ 458010.8680396384, 457239.4197765595, 771.4482630783, -95237.7567880294, 1066616.7792720725, -1161854.5360601027 ], [ 458.010868, 457.23942, 0.771448, -95.237757, 1066.616779, -1161.854536 ], [ 0.283072, 0.282595, 0.000477, -0.187984, 0.15195, 0 ], [ 21.526993, 21.526993, 21.526993, 21.526993, 21.526993, 21.526993 ], [ -274423, -193691, -185428, -2840424, -1311949, -1712560 ], [ 1.278547, 1.595926, 1.00088, 0.988531, 1.306262, 0.759014 ], [ 418, 209, 209, 418, 209, 209 ], [ 263, 128, 135, 255, 124, 131 ], [ 155, 81, 74, 163, 85, 78 ], [ 62.91866, 61.244019, 64.593301, 61.004785, 59.330144, 62.679426 ], [ 0.753516, 1.009922, 0.54863, 0.631885, 0.895422, 0.451932 ], [ 78451, 78451, 47202, 857876, 857876, 834323 ], [ -118479, -47176, -118479, -1053530, -539660, -1053530 ], [ 45, 43, 47, 45, 43, 47 ], [ 38, 36, 40, 36, 35, 37 ], [ 58, 56, 61, 59, 55, 63 ], [ 19120, 9162, 9958, 19120, 9162, 9958 ], [ 0, 0, 499.153543, 0, 0, 499.153543 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377159, 439752, -575390, -577166, 281897, -577242 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579284000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759196466137, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 78, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.15657 } } }
# | 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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