Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400649.2266 | 454797.3365 | -54148.1099 | -91458.15 | 349052.3072 | -440510.4573 |
Total P&L (%) | 400.6492 | 454.7973 | -54.1481 | -91.4582 | 349.0523 | -440.5105 |
Avg Daily Profit (%) | 0.2028 | 0.2302 | -0.0274 | -0.1244 | 0.076 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265572 | -161144 | -147240 | -741390 | -499838 | -561371 |
Profit Factor | 1.4587 | 1.7929 | 0.8194 | 0.953 | 1.3004 | 0.4384 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 55.4455 | 50 | 60.7843 | 55.4455 | 50 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.1721 | 1.7929 | 0.5287 | 0.7658 | 1.3004 | 0.2828 |
Largest Winning Trade | 234593 | 234593 | 29637 | 346695 | 346695 | 48249 |
Largest Losing Trade | -77404 | -77404 | -73407 | -374607 | -374607 | -187050 |
Avg Bars in Trades | 115 | 206 | 25 | 115 | 206 | 25 |
Avg Bars in Winners | 114 | 226 | 24 | 114 | 226 | 24 |
Avg Bars in Losers | 115 | 185 | 28 | 115 | 185 | 28 |
Bars Traded | 11628 | 10306 | 1322 | 11628 | 10306 | 1322 |
Profit Streak | 469.9255 | 469.9255 | 493.4255 | 469.9255 | 469.9255 | 493.4255 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396364 | -168191 | -758197 | -578466 | -270805 | -758197 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 184, "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": [ [ 400649.2266214236, 454797.3365468974, -54148.1099254737, -91458.1500129746, 349052.3072446581, -440510.4572576327 ], [ 400.649227, 454.797337, -54.14811, -91.45815, 349.052307, -440.510457 ], [ 0.202758, 0.230161, -0.027403, -0.124426, 0.076039, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -265572, -161144, -147240, -741390, -499838, -561371 ], [ 1.458674, 1.792893, 0.819447, 0.953006, 1.300439, 0.438385 ], [ 101, 50, 51, 101, 50, 51 ], [ 56, 25, 31, 56, 25, 31 ], [ 45, 25, 20, 45, 25, 20 ], [ 55.445545, 50, 60.784314, 55.445545, 50, 60.784314 ], [ 1.172149, 1.792893, 0.528676, 0.765808, 1.300439, 0.282829 ], [ 234593, 234593, 29637, 346695, 346695, 48249 ], [ -77404, -77404, -73407, -374607, -374607, -187050 ], [ 115, 206, 25, 115, 206, 25 ], [ 114, 226, 24, 114, 226, 24 ], [ 115, 185, 28, 115, 185, 28 ], [ 11628, 10306, 1322, 11628, 10306, 1322 ], [ 469.925534, 469.925535, 493.425534, 469.925535, 469.925535, 493.425535 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396364, -168191, -758197, -578466, -270805, -758197 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550433600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758838366190, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 184, "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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