Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762803.8404 | 595348.3663 | 167455.4741 | 2285827.6456 | 421172.0408 | 1864655.6048 |
Total P&L (%) | 762.8038 | 595.3484 | 167.4555 | 2285.8276 | 421.172 | 1864.6556 |
Avg Daily Profit (%) | 0.3857 | 0.3011 | 0.0847 | 0.1605 | 0.0835 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120494 | -127897 | -79473 | -2036935 | -2907410 | -993606 |
Profit Factor | 2.0218 | 2.3728 | 1.5352 | 1.2342 | 1.0696 | 1.5028 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 37.931 | 36.2069 | 39.6552 | 37.931 | 36.2069 | 39.6552 |
Ratio Avg Win / Avg Loss | 3.3083 | 4.1807 | 2.3361 | 2.0197 | 1.8846 | 2.2869 |
Largest Winning Trade | 208298 | 208298 | 53543 | 1298406 | 1298406 | 1117171 |
Largest Losing Trade | -49944 | -30342 | -49944 | -1039240 | -1039240 | -715869 |
Avg Bars in Trades | 32 | 35 | 28 | 32 | 35 | 28 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 17 | 23 | 12 | 17 | 23 | 12 |
Bars Traded | 3760 | 2084 | 1677 | 3760 | 2084 | 1677 |
Profit Streak | 0 | 0 | 650.1008 | 0 | 0 | 650.1008 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326952 | -172275 | -260388 | 147890 | -409983 | -173070 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552435200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112706690, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 14, "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": [ [ 762803.8403958397, 595348.3663048033, 167455.4740910363, 2285827.6455645654, 421172.0407971214, 1864655.6047674445 ], [ 762.80384, 595.348366, 167.455474, 2285.827646, 421.172041, 1864.655605 ], [ 0.385742, 0.301061, 0.08468, 0.16054, 0.08352, 0.150703 ], [ 10, 10, 10, 10, 10, 10 ], [ -120494, -127897, -79473, -2036935, -2907410, -993606 ], [ 2.021759, 2.372832, 1.535181, 1.234237, 1.069615, 1.502791 ], [ 116, 58, 58, 116, 58, 58 ], [ 44, 21, 23, 44, 21, 23 ], [ 72, 37, 35, 72, 37, 35 ], [ 37.931034, 36.206897, 39.655172, 37.931034, 36.206897, 39.655172 ], [ 3.308333, 4.180705, 2.336145, 2.01966, 1.88456, 2.286855 ], [ 208298, 208298, 53543, 1298406, 1298406, 1117171 ], [ -49944, -30342, -49944, -1039240, -1039240, -715869 ], [ 32, 35, 28, 32, 35, 28 ], [ 56, 58, 54, 56, 58, 54 ], [ 17, 23, 12, 17, 23, 12 ], [ 3760, 2084, 1677, 3760, 2084, 1677 ], [ 0, 0, 650.100772, 0, 0, 650.100772 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326952, -172275, -260388, 147890, -409983, -173070 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552435200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112706690, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 14, "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) |
---|