Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278156.2375 | 478330.9153 | -200174.6778 | -94703.7108 | 1207460.6188 | -1302164.3296 |
Total P&L (%) | 278.1562 | 478.3309 | -200.1747 | -94.7037 | 1207.4606 | -1302.1643 |
Avg Daily Profit (%) | 0.1407 | 0.242 | -0.1013 | -0.1485 | 0.1301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -393267 | -223732 | -211842 | -2920540 | -1407923 | -1596834 |
Profit Factor | 1.4462 | 2.6902 | 0.4119 | 0.9764 | 1.6694 | 0.411 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 49.2537 | 54.5455 | 44.1176 | 49.2537 | 54.5455 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.49 | 2.2419 | 0.5217 | 1.006 | 1.3912 | 0.5206 |
Largest Winning Trade | 316466 | 316466 | 22619 | 1918044 | 1918044 | 399784 |
Largest Losing Trade | -86932 | -83115 | -86932 | -1163420 | -1163420 | -508332 |
Avg Bars in Trades | 93 | 169 | 18 | 93 | 169 | 18 |
Avg Bars in Winners | 73 | 120 | 16 | 73 | 120 | 16 |
Avg Bars in Losers | 112 | 228 | 21 | 112 | 228 | 21 |
Bars Traded | 6239 | 5594 | 645 | 6239 | 5594 | 645 |
Profit Streak | 0 | 682.7192 | 0 | 0 | 682.7192 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125500 | 526815 | -582805 | -700401 | -15310 | -582805 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550296800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759101339433, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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": [ [ 278156.2375403916, 478330.9153376231, -200174.6777972314, -94703.7108157532, 1207460.618826276, -1302164.3296420292 ], [ 278.156238, 478.330915, -200.174678, -94.703711, 1207.460619, -1302.16433 ], [ 0.140714, 0.241978, -0.101265, -0.148526, 0.13013, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -393267, -223732, -211842, -2920540, -1407923, -1596834 ], [ 1.44621, 2.690238, 0.411907, 0.976411, 1.669391, 0.411029 ], [ 67, 33, 34, 67, 33, 34 ], [ 33, 18, 15, 33, 18, 15 ], [ 34, 15, 19, 34, 15, 19 ], [ 49.253731, 54.545455, 44.117647, 49.253731, 54.545455, 44.117647 ], [ 1.490034, 2.241865, 0.521749, 1.005999, 1.391159, 0.520637 ], [ 316466, 316466, 22619, 1918044, 1918044, 399784 ], [ -86932, -83115, -86932, -1163420, -1163420, -508332 ], [ 93, 169, 18, 93, 169, 18 ], [ 73, 120, 16, 73, 120, 16 ], [ 112, 228, 21, 112, 228, 21 ], [ 6239, 5594, 645, 6239, 5594, 645 ], [ 0, 682.719206, 0, 0, 682.719206, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125500, 526815, -582805, -700401, -15310, -582805 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550296800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759101339433, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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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