Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426663.8131 | 385610.0235 | 41053.7896 | 425146.1489 | 326571.9132 | 98574.2357 |
Total P&L (%) | 426.6638 | 385.61 | 41.0538 | 425.1461 | 326.5719 | 98.5742 |
Avg Daily Profit (%) | 0.2159 | 0.1951 | 0.0208 | 0.084 | 0.0734 | 0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113154 | -54384 | -202576 | -582323 | -300419 | -366055 |
Profit Factor | 1.9485 | 3.2557 | 1.1472 | 1.3247 | 1.6157 | 1.1265 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 45.9016 | 54.8387 | 36.6667 | 45.9016 | 54.8387 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.2964 | 2.6811 | 1.9815 | 1.5612 | 1.3306 | 1.9458 |
Largest Winning Trade | 119177 | 119177 | 77419 | 273272 | 148235 | 273272 |
Largest Losing Trade | -44728 | -37326 | -44728 | -309354 | -150063 | -309354 |
Avg Bars in Trades | 189 | 160 | 219 | 189 | 160 | 219 |
Avg Bars in Winners | 319 | 238 | 445 | 319 | 238 | 445 |
Avg Bars in Losers | 78 | 65 | 88 | 78 | 65 | 88 |
Bars Traded | 11551 | 4964 | 6587 | 11551 | 4964 | 6587 |
Profit Streak | 0 | 0 | 702.2317 | 0 | 0 | 702.2317 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156135 | 518050 | -228994 | -247096 | -92354 | -231013 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549497600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758792819581, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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": [ [ 426663.8131467887, 385610.023525387, 41053.7896214016, 425146.148859244, 326571.9131716948, 98574.2356875489 ], [ 426.663813, 385.610024, 41.05379, 425.146149, 326.571913, 98.574236 ], [ 0.215923, 0.195147, 0.020776, 0.083968, 0.073438, 0.034722 ], [ 10, 10, 10, 10, 10, 10 ], [ -113154, -54384, -202576, -582323, -300419, -366055 ], [ 1.948495, 3.255655, 1.14721, 1.324673, 1.615671, 1.126535 ], [ 61, 31, 30, 61, 31, 30 ], [ 28, 17, 11, 28, 17, 11 ], [ 33, 14, 19, 33, 14, 19 ], [ 45.901639, 54.83871, 36.666667, 45.901639, 54.83871, 36.666667 ], [ 2.296441, 2.681128, 1.981544, 1.561222, 1.330552, 1.945833 ], [ 119177, 119177, 77419, 273272, 148235, 273272 ], [ -44728, -37326, -44728, -309354, -150063, -309354 ], [ 189, 160, 219, 189, 160, 219 ], [ 319, 238, 445, 319, 238, 445 ], [ 78, 65, 88, 78, 65, 88 ], [ 11551, 4964, 6587, 11551, 4964, 6587 ], [ 0, 0, 702.231708, 0, 0, 702.231708 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156135, 518050, -228994, -247096, -92354, -231013 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549497600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758792819581, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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) |
---|