Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144286.6153 | 296666.998 | -152380.3827 | -98151.7957 | 121977.1363 | -220128.932 |
Total P&L (%) | 144.2866 | 296.667 | -152.3804 | -98.1518 | 121.9771 | -220.1289 |
Avg Daily Profit (%) | 0.0892 | 0.1834 | -0.0942 | -0.2464 | 0.0493 | 0 |
Buy And Hold Return (%) | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 |
Max Trade Drawdown | -321605 | -252510 | -231861 | -193163 | -111005 | -229767 |
Profit Factor | 1.1079 | 1.3856 | 0.7318 | 0.8663 | 1.327 | 0.3905 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 59.6244 | 55.6604 | 63.5514 | 59.6244 | 55.6604 | 63.5514 |
Ratio Avg Win / Avg Loss | 0.7502 | 1.1038 | 0.4197 | 0.5866 | 1.0571 | 0.2239 |
Largest Winning Trade | 92753 | 92753 | 25424 | 68979 | 68979 | 14321 |
Largest Losing Trade | -74010 | -52280 | -74010 | -89326 | -59642 | -89326 |
Avg Bars in Trades | 90 | 135 | 45 | 90 | 135 | 45 |
Avg Bars in Winners | 68 | 107 | 35 | 68 | 107 | 35 |
Avg Bars in Losers | 122 | 170 | 64 | 122 | 170 | 64 |
Bars Traded | 19287 | 14383 | 4904 | 19287 | 14383 | 4904 |
Profit Streak | 473.3141 | 0 | 546.2307 | 473.3141 | 0 | 546.2307 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174775 | 307713 | -577921 | -577830 | -127331 | -577921 |
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{ "first_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } } }
{ "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": [ [ 144286.6153228272, 296666.9980097504, -152380.3826869234, -98151.7956783646, 121977.1363437211, -220128.9320220856 ], [ 144.286615, 296.666998, -152.380383, -98.151796, 121.977136, -220.128932 ], [ 0.089176, 0.183354, -0.094178, -0.246356, 0.049295, 0 ], [ 21.953984, 21.953984, 21.953984, 21.953984, 21.953984, 21.953984 ], [ -321605, -252510, -231861, -193163, -111005, -229767 ], [ 1.107874, 1.385599, 0.731808, 0.866309, 1.327, 0.390474 ], [ 213, 106, 107, 213, 106, 107 ], [ 127, 59, 68, 127, 59, 68 ], [ 86, 47, 39, 86, 47, 39 ], [ 59.624413, 55.660377, 63.551402, 59.624413, 55.660377, 63.551402 ], [ 0.750214, 1.103783, 0.419714, 0.586634, 1.057101, 0.223949 ], [ 92753, 92753, 25424, 68979, 68979, 14321 ], [ -74010, -52280, -74010, -89326, -59642, -89326 ], [ 90, 135, 45, 90, 135, 45 ], [ 68, 107, 35, 68, 107, 35 ], [ 122, 170, 64, 122, 170, 64 ], [ 19287, 14383, 4904, 19287, 14383, 4904 ], [ 473.314072, 0, 546.230739, 473.314072, 0, 546.230739 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174775, 307713, -577921, -577830, -127331, -577921 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579370400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758871935822, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } } }
# | 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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