Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378052.5194 | 379104.6626 | -1052.1432 | -22250.5325 | 189959.2477 | -212209.7802 |
Total P&L (%) | 378.0525 | 379.1047 | -1.0521 | -22.2505 | 189.9592 | -212.2098 |
Avg Daily Profit (%) | 0.1912 | 0.1918 | -0.0005 | -0.0127 | 0.0539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169906 | -95938 | -176174 | -398301 | -141582 | -373289 |
Profit Factor | 1.5919 | 2.2253 | 0.9968 | 0.9752 | 1.4884 | 0.5837 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 50 | 57.1429 | 42.8571 | 50 | 57.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5919 | 1.669 | 1.3291 | 0.9752 | 1.1163 | 0.7783 |
Largest Winning Trade | 143835 | 143835 | 70537 | 143868 | 143868 | 72193 |
Largest Losing Trade | -73372 | -73372 | -56306 | -145704 | -128065 | -145704 |
Avg Bars in Trades | 80 | 112 | 48 | 80 | 112 | 48 |
Avg Bars in Winners | 87 | 95 | 75 | 87 | 95 | 75 |
Avg Bars in Losers | 73 | 134 | 28 | 73 | 134 | 28 |
Bars Traded | 5634 | 3937 | 1697 | 5634 | 3937 | 1697 |
Profit Streak | 0 | 0 | 639.2972 | 0 | 0 | 639.2972 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88252 | 457270 | -580566 | -679555 | -118839 | -582232 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1554105600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870474670, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 58, "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": [ [ 378052.5193559721, 379104.6626039519, -1052.1432479799, -22250.5324720182, 189959.2477339056, -212209.7802059237 ], [ 378.052519, 379.104663, -1.052143, -22.250532, 189.959248, -212.20978 ], [ 0.191225, 0.191758, -0.000532, -0.01273, 0.053862, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -169906, -95938, -176174, -398301, -141582, -373289 ], [ 1.591947, 2.225325, 0.996805, 0.975243, 1.48837, 0.583725 ], [ 70, 35, 35, 70, 35, 35 ], [ 35, 20, 15, 35, 20, 15 ], [ 35, 15, 20, 35, 15, 20 ], [ 50, 57.142857, 42.857143, 50, 57.142857, 42.857143 ], [ 1.591947, 1.668994, 1.329073, 0.975243, 1.116277, 0.778301 ], [ 143835, 143835, 70537, 143868, 143868, 72193 ], [ -73372, -73372, -56306, -145704, -128065, -145704 ], [ 80, 112, 48, 80, 112, 48 ], [ 87, 95, 75, 87, 95, 75 ], [ 73, 134, 28, 73, 134, 28 ], [ 5634, 3937, 1697, 5634, 3937, 1697 ], [ 0, 0, 639.29716, 0, 0, 639.297161 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88252, 457270, -580566, -679555, -118839, -582232 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1554105600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870474670, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 58, "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) |
---|