Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540980.347 | 502650.9314 | 38329.4156 | 654025.7549 | -26283.1772 | 680308.9321 |
Total P&L (%) | 540.9803 | 502.6509 | 38.3294 | 654.0258 | -26.2832 | 680.3089 |
Avg Daily Profit (%) | 0.3344 | 0.3107 | 0.0237 | 0.1249 | -0.0188 | 0.1271 |
Buy And Hold Return (%) | 25.5836 | 25.5836 | 25.5836 | 25.5836 | 25.5836 | 25.5836 |
Max Trade Drawdown | -157032 | -135945 | -113625 | -2432170 | -1906386 | -612242 |
Profit Factor | 1.7356 | 2.3561 | 1.1051 | 1.1309 | 0.9912 | 1.3414 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.9231 | 43.0769 | 50.7692 | 46.9231 | 43.0769 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.9633 | 3.1135 | 1.0716 | 1.2792 | 1.3099 | 1.3008 |
Largest Winning Trade | 121132 | 121132 | 60992 | 1042744 | 936506 | 1042744 |
Largest Losing Trade | -45867 | -41385 | -45867 | -1139084 | -1139084 | -418319 |
Avg Bars in Trades | 146 | 156 | 136 | 146 | 156 | 136 |
Avg Bars in Winners | 220 | 255 | 190 | 220 | 255 | 190 |
Avg Bars in Losers | 80 | 81 | 80 | 80 | 81 | 80 |
Bars Traded | 19000 | 10157 | 8843 | 19000 | 10157 | 8843 |
Profit Streak | 0 | 0 | 503.7843 | 0 | 0 | 503.7843 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418466 | -121179 | -407929 | -103163 | -713761 | -153635 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759344567601, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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": [ [ 540980.3470238452, 502650.9314141177, 38329.4156097268, 654025.7549386261, -26283.1771952877, 680308.932133914 ], [ 540.980347, 502.650931, 38.329416, 654.025755, -26.283177, 680.308932 ], [ 0.334351, 0.310662, 0.023689, 0.124939, -0.018845, 0.12706 ], [ 25.583567, 25.583567, 25.583567, 25.583567, 25.583567, 25.583567 ], [ -157032, -135945, -113625, -2432170, -1906386, -612242 ], [ 1.735637, 2.356126, 1.105087, 1.130927, 0.991247, 1.341429 ], [ 130, 65, 65, 130, 65, 65 ], [ 61, 28, 33, 61, 28, 33 ], [ 69, 37, 32, 69, 37, 32 ], [ 46.923077, 43.076923, 50.769231, 46.923077, 43.076923, 50.769231 ], [ 1.963262, 3.113452, 1.0716, 1.279245, 1.309862, 1.30078 ], [ 121132, 121132, 60992, 1042744, 936506, 1042744 ], [ -45867, -41385, -45867, -1139084, -1139084, -418319 ], [ 146, 156, 136, 146, 156, 136 ], [ 220, 255, 190, 220, 255, 190 ], [ 80, 81, 80, 80, 81, 80 ], [ 19000, 10157, 8843, 19000, 10157, 8843 ], [ 0, 0, 503.784347, 0, 0, 503.784347 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418466, -121179, -407929, -103163, -713761, -153635 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759344567601, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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) |
---|