Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644477.1241 | 551298.0272 | 93179.0968 | 2073812.6346 | 1071844.4457 | 1001968.1888 |
Total P&L (%) | 644.4771 | 551.298 | 93.1791 | 2073.8126 | 1071.8444 | 1001.9682 |
Avg Daily Profit (%) | 0.3983 | 0.3407 | 0.0576 | 0.1905 | 0.1522 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118596 | -82114 | -78225 | -3363692 | -1904911 | -2147773 |
Profit Factor | 2.4261 | 4.0126 | 1.3465 | 1.2525 | 1.2817 | 1.2273 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 44.5946 | 43.2432 | 45.9459 | 44.5946 | 43.2432 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.0142 | 5.2666 | 1.5841 | 1.5561 | 1.6822 | 1.4439 |
Largest Winning Trade | 175625 | 175625 | 71787 | 1258475 | 1189363 | 1258475 |
Largest Losing Trade | -55278 | -18607 | -55278 | -1352081 | -548367 | -1352081 |
Avg Bars in Trades | 252 | 201 | 302 | 252 | 201 | 302 |
Avg Bars in Winners | 450 | 382 | 514 | 450 | 382 | 514 |
Avg Bars in Losers | 92 | 64 | 121 | 92 | 64 | 121 |
Bars Traded | 18654 | 7470 | 11183 | 18654 | 7470 | 11183 |
Profit Streak | 0 | 0 | 549.6979 | 0 | 0 | 549.6979 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56524 | 492813 | -115529 | -62018 | 219248 | 149707 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1581184800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758883495720, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 107 } }, "second_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 2.51196 } } }
{ "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": [ [ 644477.1240559639, 551298.0272276705, 93179.0968282935, 2073812.6345818886, 1071844.4457405405, 1001968.1888413473 ], [ 644.477124, 551.298027, 93.179097, 2073.812635, 1071.844446, 1001.968189 ], [ 0.398317, 0.340728, 0.057589, 0.190482, 0.152227, 0.148422 ], [ 10, 10, 10, 10, 10, 10 ], [ -118596, -82114, -78225, -3363692, -1904911, -2147773 ], [ 2.426088, 4.012619, 1.346489, 1.252487, 1.281678, 1.22729 ], [ 74, 37, 37, 74, 37, 37 ], [ 33, 16, 17, 33, 16, 17 ], [ 41, 21, 20, 41, 21, 20 ], [ 44.594595, 43.243243, 45.945946, 44.594595, 43.243243, 45.945946 ], [ 3.014231, 5.266562, 1.584105, 1.556121, 1.682202, 1.443871 ], [ 175625, 175625, 71787, 1258475, 1189363, 1258475 ], [ -55278, -18607, -55278, -1352081, -548367, -1352081 ], [ 252, 201, 302, 252, 201, 302 ], [ 450, 382, 514, 450, 382, 514 ], [ 92, 64, 121, 92, 64, 121 ], [ 18654, 7470, 11183, 18654, 7470, 11183 ], [ 0, 0, 549.697867, 0, 0, 549.697867 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56524, 492813, -115529, -62018, 219248, 149707 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1581184800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758883495720, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 107 } }, "second_band": { "type": "bbm", "factors": { "length": 151, "offset": 0, "std": 2.51196 } } }
# | 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) |
---|