Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670473.663 | 502568.1662 | 167905.4968 | 8257853.3399 | 3705292.3488 | 4552560.991 |
Total P&L (%) | 670.4737 | 502.5682 | 167.9055 | 8257.8533 | 3705.2923 | 4552.561 |
Avg Daily Profit (%) | 0.3392 | 0.2542 | 0.0849 | 0.2241 | 0.1843 | 0.1944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82045 | -37924 | -95838 | -3228589 | -2193218 | -1576515 |
Profit Factor | 2.7579 | 4.3666 | 1.7234 | 2.1071 | 2.0676 | 2.1414 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 56.0748 | 61.1111 | 50.9434 | 56.0748 | 61.1111 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.1604 | 2.7788 | 1.6595 | 1.6505 | 1.3158 | 2.0621 |
Largest Winning Trade | 137201 | 137201 | 78445 | 2670198 | 1685948 | 2670198 |
Largest Losing Trade | -27696 | -23998 | -27696 | -1182074 | -1013064 | -1182074 |
Avg Bars in Trades | 69 | 58 | 80 | 69 | 58 | 80 |
Avg Bars in Winners | 96 | 79 | 117 | 96 | 79 | 117 |
Avg Bars in Losers | 34 | 25 | 41 | 34 | 25 | 41 |
Bars Traded | 7404 | 3141 | 4263 | 7404 | 3141 | 4263 |
Profit Streak | 599.9801 | 631.2301 | 0 | 599.9801 | 631.2301 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581241 | -162200 | -256219 | 500627 | -167309 | -167869 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1551614400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760139080262, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 670473.6629726714, 502568.1662170943, 167905.496755577, 8257853.339869627, 3705292.348847295, 4552560.991022333 ], [ 670.473663, 502.568166, 167.905497, 8257.85334, 3705.292349, 4552.560991 ], [ 0.33918, 0.25424, 0.08494, 0.224143, 0.184258, 0.194447 ], [ 10, 10, 10, 10, 10, 10 ], [ -82045, -37924, -95838, -3228589, -2193218, -1576515 ], [ 2.757945, 4.366629, 1.723366, 2.107082, 2.067638, 2.141403 ], [ 107, 54, 53, 107, 54, 53 ], [ 60, 33, 27, 60, 33, 27 ], [ 47, 21, 26, 47, 21, 26 ], [ 56.074766, 61.111111, 50.943396, 56.074766, 61.111111, 50.943396 ], [ 2.16039, 2.778764, 1.659538, 1.650547, 1.31577, 2.062092 ], [ 137201, 137201, 78445, 2670198, 1685948, 2670198 ], [ -27696, -23998, -27696, -1182074, -1013064, -1182074 ], [ 69, 58, 80, 69, 58, 80 ], [ 96, 79, 117, 96, 79, 117 ], [ 34, 25, 41, 34, 25, 41 ], [ 7404, 3141, 4263, 7404, 3141, 4263 ], [ 599.980096, 631.230096, 0, 599.980096, 631.230096, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 581241, -162200, -256219, 500627, -167309, -167869 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1551614400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760139080262, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 178, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|