Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432536.6875 | 352331.2826 | 80205.4048 | 834292.9311 | 322198.6071 | 512094.324 |
Total P&L (%) | 432.5367 | 352.3313 | 80.2054 | 834.2929 | 322.1986 | 512.0943 |
Avg Daily Profit (%) | 0.2189 | 0.1783 | 0.0406 | 0.1132 | 0.0729 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64400 | -49094 | -128985 | -661532 | -497126 | -286551 |
Profit Factor | 2.3552 | 4.0951 | 1.3906 | 1.5652 | 1.4616 | 1.6581 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.4857 | 6.4839 | 1.9255 | 2.3164 | 2.3141 | 2.2958 |
Largest Winning Trade | 132250 | 132250 | 71537 | 476973 | 347974 | 476973 |
Largest Losing Trade | -33362 | -16504 | -33362 | -260260 | -195416 | -260260 |
Avg Bars in Trades | 182 | 175 | 189 | 182 | 175 | 189 |
Avg Bars in Winners | 317 | 307 | 327 | 317 | 307 | 327 |
Avg Bars in Losers | 91 | 92 | 89 | 91 | 92 | 89 |
Bars Traded | 11325 | 5450 | 5875 | 11325 | 5450 | 5875 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150272 | 364908 | -140113 | -201245 | -97832 | -70121 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549656000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758849617432, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "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": [ [ 432536.6874762488, 352331.2826405647, 80205.4048356841, 834292.9310899834, 322198.6071222681, 512094.3239677157 ], [ 432.536687, 352.331283, 80.205405, 834.292931, 322.198607, 512.094324 ], [ 0.218895, 0.178305, 0.04059, 0.113152, 0.072917, 0.091728 ], [ 10, 10, 10, 10, 10, 10 ], [ -64400, -49094, -128985, -661532, -497126, -286551 ], [ 2.355225, 4.09507, 1.390625, 1.565161, 1.461556, 1.658107 ], [ 62, 31, 31, 62, 31, 31 ], [ 25, 12, 13, 25, 12, 13 ], [ 37, 19, 18, 37, 19, 18 ], [ 40.322581, 38.709677, 41.935484, 40.322581, 38.709677, 41.935484 ], [ 3.485732, 6.483861, 1.92548, 2.316439, 2.31413, 2.295841 ], [ 132250, 132250, 71537, 476973, 347974, 476973 ], [ -33362, -16504, -33362, -260260, -195416, -260260 ], [ 182, 175, 189, 182, 175, 189 ], [ 317, 307, 327, 317, 307, 327 ], [ 91, 92, 89, 91, 92, 89 ], [ 11325, 5450, 5875, 11325, 5450, 5875 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150272, 364908, -140113, -201245, -97832, -70121 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549656000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758849617432, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 71, "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) |
---|