Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601322.6876 | 530756.9504 | 70565.7373 | 180923.8086 | 1416661.2221 | -1235737.4136 |
Total P&L (%) | 601.3227 | 530.757 | 70.5657 | 180.9238 | 1416.6612 | -1235.7374 |
Avg Daily Profit (%) | 0.3042 | 0.2685 | 0.0357 | 0.0523 | 0.1376 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187078 | -192068 | -158646 | -1491943 | -918560 | -1703150 |
Profit Factor | 1.7385 | 2.1293 | 1.205 | 1.0355 | 1.6351 | 0.5685 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.086 | 44.6809 | 43.4783 | 44.086 | 44.6809 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.2049 | 2.6363 | 1.5665 | 1.3133 | 2.0244 | 0.739 |
Largest Winning Trade | 250531 | 250531 | 53908 | 1044182 | 1044182 | 457243 |
Largest Losing Trade | -59723 | -54777 | -59723 | -872538 | -500069 | -872538 |
Avg Bars in Trades | 61 | 72 | 50 | 61 | 72 | 50 |
Avg Bars in Winners | 81 | 80 | 83 | 81 | 80 | 83 |
Avg Bars in Losers | 45 | 65 | 25 | 45 | 65 | 25 |
Bars Traded | 5721 | 3388 | 2333 | 5721 | 3388 | 2333 |
Profit Streak | 0 | 0 | 645.9638 | 0 | 0 | 645.9638 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366182 | 384669 | -146106 | -306641 | -7773 | -582282 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551801600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870471924, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 20, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 601322.6876222569, 530756.9503550311, 70565.7372672259, 180923.8085515098, 1416661.2221140657, -1235737.4135625553 ], [ 601.322688, 530.75695, 70.565737, 180.923809, 1416.661222, -1235.737414 ], [ 0.304159, 0.268466, 0.035693, 0.05226, 0.137631, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -187078, -192068, -158646, -1491943, -918560, -1703150 ], [ 1.738506, 2.129306, 1.204979, 1.035513, 1.635059, 0.568496 ], [ 93, 47, 46, 93, 47, 46 ], [ 41, 21, 20, 41, 21, 20 ], [ 52, 26, 26, 52, 26, 26 ], [ 44.086022, 44.680851, 43.478261, 44.086022, 44.680851, 43.478261 ], [ 2.204934, 2.636284, 1.566473, 1.313334, 2.024359, 0.739045 ], [ 250531, 250531, 53908, 1044182, 1044182, 457243 ], [ -59723, -54777, -59723, -872538, -500069, -872538 ], [ 61, 72, 50, 61, 72, 50 ], [ 81, 80, 83, 81, 80, 83 ], [ 45, 65, 25, 45, 65, 25 ], [ 5721, 3388, 2333, 5721, 3388, 2333 ], [ 0, 0, 645.963795, 0, 0, 645.963795 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366182, 384669, -146106, -306641, -7773, -582282 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551801600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870471924, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 20, "offset": 0, "scalar": 4 } } }
# | 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) |
---|