Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661263.3969 | 516202.3477 | 145061.0492 | 1370322.1322 | -433496.8667 | 1803818.9989 |
Total P&L (%) | 661.2634 | 516.2023 | 145.061 | 1370.3221 | -433.4969 | 1803.819 |
Avg Daily Profit (%) | 0.3345 | 0.2611 | 0.0734 | 0.1361 | 0 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107734 | -91924 | -103436 | -1613435 | -2127826 | -1328594 |
Profit Factor | 1.6615 | 1.9776 | 1.3076 | 1.1336 | 0.928 | 1.4255 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 57.9646 | 55.7522 | 60.177 | 57.9646 | 55.7522 | 60.177 |
Ratio Avg Win / Avg Loss | 1.2049 | 1.5695 | 0.8653 | 0.8221 | 0.7365 | 0.9434 |
Largest Winning Trade | 169336 | 169336 | 68726 | 1202035 | 1099638 | 1202035 |
Largest Losing Trade | -38638 | -33865 | -38638 | -752900 | -752900 | -619792 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 5754 | 2315 | 3439 | 5754 | 2315 | 3439 |
Profit Streak | 0 | 0 | 549.1258 | 0 | 0 | 549.1258 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493771 | 471121 | -94110 | -83753 | -580008 | 290072 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550995200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758913265455, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 661263.3968555668, 516202.3476768944, 145061.0491786727, 1370322.1321979794, -433496.8666875475, 1803818.9988855266 ], [ 661.263397, 516.202348, 145.061049, 1370.322132, -433.496867, 1803.818999 ], [ 0.334478, 0.261104, 0.073374, 0.136059, 0, 0.149147 ], [ 10, 10, 10, 10, 10, 10 ], [ -107734, -91924, -103436, -1613435, -2127826, -1328594 ], [ 1.66145, 1.977552, 1.307554, 1.133568, 0.927994, 1.425526 ], [ 226, 113, 113, 226, 113, 113 ], [ 131, 63, 68, 131, 63, 68 ], [ 95, 50, 45, 95, 50, 45 ], [ 57.964602, 55.752212, 60.176991, 57.964602, 55.752212, 60.176991 ], [ 1.204869, 1.569486, 0.865293, 0.822053, 0.736503, 0.943363 ], [ 169336, 169336, 68726, 1202035, 1099638, 1202035 ], [ -38638, -33865, -38638, -752900, -752900, -619792 ], [ 25, 20, 30, 25, 20, 30 ], [ 28, 22, 33, 28, 22, 33 ], [ 21, 17, 25, 21, 17, 25 ], [ 5754, 2315, 3439, 5754, 2315, 3439 ], [ 0, 0, 549.125757, 0, 0, 549.125758 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493771, 471121, -94110, -83753, -580008, 290072 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550995200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758913265455, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|