Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589214.6881 | 601369.2419 | -12154.5539 | -53943.7324 | 668330.0138 | -722273.7462 |
Total P&L (%) | 589.2147 | 601.3692 | -12.1546 | -53.9437 | 668.33 | -722.2737 |
Avg Daily Profit (%) | 0.298 | 0.3041 | -0.0061 | -0.0392 | 0.1032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287709 | -162296 | -140089 | -3066421 | -718609 | -2743785 |
Profit Factor | 1.9883 | 2.6995 | 0.9498 | 0.9873 | 1.5125 | 0.7556 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 58.209 | 54.5455 | 61.7647 | 58.209 | 54.5455 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4275 | 2.2496 | 0.588 | 0.7089 | 1.2604 | 0.4677 |
Largest Winning Trade | 522140 | 522140 | 66592 | 1092330 | 633795 | 1092330 |
Largest Losing Trade | -86191 | -42663 | -86191 | -2671202 | -502142 | -2671202 |
Avg Bars in Trades | 54 | 95 | 14 | 54 | 95 | 14 |
Avg Bars in Winners | 66 | 123 | 17 | 66 | 123 | 17 |
Avg Bars in Losers | 38 | 63 | 10 | 38 | 63 | 10 |
Bars Traded | 3667 | 3167 | 500 | 3667 | 3167 | 500 |
Profit Streak | 0 | 751.8586 | 0 | 0 | 751.8586 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108394 | 575013 | -578992 | -700713 | -51557 | -578992 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552478400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789378813, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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": [ [ 589214.6880768333, 601369.2419482411, -12154.5538714078, -53943.7324056175, 668330.0137664246, -722273.7461720416 ], [ 589.214688, 601.369242, -12.154554, -53.943732, 668.330014, -722.273746 ], [ 0.297959, 0.304106, -0.006146, -0.039199, 0.103166, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -287709, -162296, -140089, -3066421, -718609, -2743785 ], [ 1.988303, 2.699493, 0.949844, 0.987334, 1.512537, 0.755569 ], [ 67, 33, 34, 67, 33, 34 ], [ 39, 18, 21, 39, 18, 21 ], [ 28, 15, 13, 28, 15, 13 ], [ 58.208955, 54.545455, 61.764706, 58.208955, 54.545455, 61.764706 ], [ 1.4275, 2.249577, 0.587999, 0.708855, 1.260448, 0.467733 ], [ 522140, 522140, 66592, 1092330, 633795, 1092330 ], [ -86191, -42663, -86191, -2671202, -502142, -2671202 ], [ 54, 95, 14, 54, 95, 14 ], [ 66, 123, 17, 66, 123, 17 ], [ 38, 63, 10, 38, 63, 10 ], [ 3667, 3167, 500, 3667, 3167, 500 ], [ 0, 751.858551, 0, 0, 751.858551, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108394, 575013, -578992, -700713, -51557, -578992 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552478400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789378813, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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) |
---|