Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144173.7005 | 92773.2825 | 51400.418 | 112182.4707 | 109607.2214 | 2575.2493 |
Total P&L (%) | 144.1737 | 92.7733 | 51.4004 | 112.1825 | 109.6072 | 2.5752 |
Avg Daily Profit (%) | 0.2498 | 0.1608 | 0.0891 | 0.1304 | 0.1283 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68081 | -43219 | -75534 | -193171 | -110839 | -201214 |
Profit Factor | 1.229 | 1.3046 | 1.1581 | 1.0828 | 1.1698 | 1.0036 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 215 | 110 | 105 | 215 | 110 | 105 |
Losing Trades | 228 | 112 | 116 | 228 | 112 | 116 |
Profitability (%) | 48.5327 | 49.5496 | 47.5113 | 48.5327 | 49.5496 | 47.5113 |
Ratio Avg Win / Avg Loss | 1.3033 | 1.3283 | 1.2794 | 1.1483 | 1.1911 | 1.1088 |
Largest Winning Trade | 43779 | 43779 | 23133 | 69235 | 69235 | 43322 |
Largest Losing Trade | -27790 | -15505 | -27790 | -68199 | -37596 | -68199 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 13325 | 5470 | 7855 | 13325 | 5470 | 7855 |
Profit Streak | 0 | 0 | 492.2598 | 0 | 0 | 492.2598 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325845 | 277793 | -121694 | -146948 | -55111 | -569038 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669413600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759515246417, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 191, "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": [ [ 144173.7004855527, 92773.2824822272, 51400.4180033253, 112182.4706516908, 109607.2213903603, 2575.2492613305 ], [ 144.1737, 92.773282, 51.400418, 112.182471, 109.607221, 2.575249 ], [ 0.249833, 0.160763, 0.08907, 0.130444, 0.128325, 0.004406 ], [ 10, 10, 10, 10, 10, 10 ], [ -68081, -43219, -75534, -193171, -110839, -201214 ], [ 1.22897, 1.304614, 1.158105, 1.082823, 1.169821, 1.003632 ], [ 443, 222, 221, 443, 222, 221 ], [ 215, 110, 105, 215, 110, 105 ], [ 228, 112, 116, 228, 112, 116 ], [ 48.532731, 49.54955, 47.511312, 48.532731, 49.54955, 47.511312 ], [ 1.303279, 1.328334, 1.27943, 1.148296, 1.191091, 1.108774 ], [ 43779, 43779, 23133, 69235, 69235, 43322 ], [ -27790, -15505, -27790, -68199, -37596, -68199 ], [ 30, 24, 35, 30, 24, 35 ], [ 34, 27, 42, 34, 27, 42 ], [ 25, 21, 29, 25, 21, 29 ], [ 13325, 5470, 7855, 13325, 5470, 7855 ], [ 0, 0, 492.259796, 0, 0, 492.259796 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325845, 277793, -121694, -146948, -55111, -569038 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669413600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759515246417, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 191, "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) |
---|