Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277311.7149 | 334121.8939 | -56810.179 | -71500.1538 | 1235.6361 | -72735.79 |
Total P&L (%) | 277.3117 | 334.1219 | -56.8102 | -71.5002 | 1.2356 | -72.7358 |
Avg Daily Profit (%) | 0.1714 | 0.2065 | -0.0351 | -0.0776 | 0.0008 | -0.0803 |
Buy And Hold Return (%) | 25.0872 | 25.0872 | 25.0872 | 25.0872 | 25.0872 | 25.0872 |
Max Trade Drawdown | -245926 | -218075 | -76848 | -712295 | -719709 | -112652 |
Profit Factor | 1.3889 | 1.634 | 0.6947 | 0.9528 | 1.001 | 0.736 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 44.4444 | 44.898 | 44 | 44.4444 | 44.898 | 44 |
Ratio Avg Win / Avg Loss | 1.7361 | 2.0053 | 0.8841 | 1.191 | 1.2285 | 0.9367 |
Largest Winning Trade | 218334 | 218334 | 18266 | 289478 | 289478 | 36816 |
Largest Losing Trade | -66685 | -66685 | -51975 | -471103 | -471103 | -104980 |
Avg Bars in Trades | 189 | 353 | 28 | 189 | 353 | 28 |
Avg Bars in Winners | 248 | 459 | 37 | 248 | 459 | 37 |
Avg Bars in Losers | 142 | 267 | 21 | 142 | 267 | 21 |
Bars Traded | 18759 | 17337 | 1422 | 18759 | 17337 | 1422 |
Profit Streak | 0 | 479.8143 | 0 | 0 | 479.8143 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259845 | 340817 | -762888 | -581008 | -578306 | -762888 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 2.04584 } } }
{ "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": [ [ 277311.7148989161, 334121.8939170717, -56810.1790181558, -71500.1538387054, 1235.6361284051, -72735.7899671107 ], [ 277.311715, 334.121894, -56.810179, -71.500154, 1.235636, -72.73579 ], [ 0.171392, 0.206503, -0.035111, -0.077552, 0.000759, -0.080289 ], [ 25.087189, 25.087189, 25.087189, 25.087189, 25.087189, 25.087189 ], [ -245926, -218075, -76848, -712295, -719709, -112652 ], [ 1.388897, 1.633987, 0.69466, 0.952799, 1.000997, 0.735996 ], [ 99, 49, 50, 99, 49, 50 ], [ 44, 22, 22, 44, 22, 22 ], [ 55, 27, 28, 55, 27, 28 ], [ 44.444444, 44.897959, 44, 44.444444, 44.897959, 44 ], [ 1.736121, 2.005348, 0.884112, 1.190998, 1.228496, 0.936722 ], [ 218334, 218334, 18266, 289478, 289478, 36816 ], [ -66685, -66685, -51975, -471103, -471103, -104980 ], [ 189, 353, 28, 189, 353, 28 ], [ 248, 459, 37, 248, 459, 37 ], [ 142, 267, 21, 142, 267, 21 ], [ 18759, 17337, 1422, 18759, 17337, 1422 ], [ 0, 479.81434, 0, 0, 479.81434, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 259845, 340817, -762888, -581008, -578306, -762888 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579708800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759462358961, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 2.04584 } } }
# | 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) |
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