Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653755.6419 | 539567.3525 | 114188.2894 | 1220761.1527 | 782906.1902 | 437854.9625 |
Total P&L (%) | 653.7556 | 539.5674 | 114.1883 | 1220.7612 | 782.9062 | 437.855 |
Avg Daily Profit (%) | 0.3308 | 0.2731 | 0.0578 | 0.1307 | 0.1103 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117223 | -66231 | -215528 | -794079 | -869409 | -740756 |
Profit Factor | 1.891 | 2.9926 | 1.2466 | 1.3284 | 1.4814 | 1.2094 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 57.7586 | 60.3448 | 55.1724 | 57.7586 | 60.3448 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.3829 | 1.9666 | 1.0129 | 0.9715 | 0.9735 | 0.9826 |
Largest Winning Trade | 128187 | 128187 | 77691 | 364030 | 350715 | 364030 |
Largest Losing Trade | -51748 | -50670 | -51748 | -794079 | -794079 | -661776 |
Avg Bars in Trades | 100 | 71 | 128 | 100 | 71 | 128 |
Avg Bars in Winners | 106 | 62 | 154 | 106 | 62 | 154 |
Avg Bars in Losers | 90 | 83 | 96 | 90 | 83 | 96 |
Bars Traded | 11600 | 4133 | 7467 | 11600 | 4133 | 7467 |
Profit Streak | 485.1389 | 485.1389 | 701.4722 | 485.1389 | 485.1389 | 701.4722 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500728 | -163751 | -294019 | -17268 | -223945 | -259392 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550721600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759677598691, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 195, "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": [ [ 653755.6419152821, 539567.3524879413, 114188.289427341, 1220761.1527348526, 782906.190248498, 437854.9624863549 ], [ 653.755642, 539.567352, 114.188289, 1220.761153, 782.90619, 437.854962 ], [ 0.330848, 0.27306, 0.057788, 0.130692, 0.110286, 0.085179 ], [ 10, 10, 10, 10, 10, 10 ], [ -117223, -66231, -215528, -794079, -869409, -740756 ], [ 1.890971, 2.992641, 1.246639, 1.328395, 1.481422, 1.209388 ], [ 116, 58, 58, 116, 58, 58 ], [ 67, 35, 32, 67, 35, 32 ], [ 49, 23, 26, 49, 23, 26 ], [ 57.758621, 60.344828, 55.172414, 57.758621, 60.344828, 55.172414 ], [ 1.382949, 1.966592, 1.012895, 0.971513, 0.973506, 0.982628 ], [ 128187, 128187, 77691, 364030, 350715, 364030 ], [ -51748, -50670, -51748, -794079, -794079, -661776 ], [ 100, 71, 128, 100, 71, 128 ], [ 106, 62, 154, 106, 62, 154 ], [ 90, 83, 96, 90, 83, 96 ], [ 11600, 4133, 7467, 11600, 4133, 7467 ], [ 485.138874, 485.138874, 701.472207, 485.138874, 485.138874, 701.472207 ], [ 2, 1, 5, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500728, -163751, -294019, -17268, -223945, -259392 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550721600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759677598691, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 195, "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) |
---|