Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289505.4511 | 339150.5745 | -49645.1234 | -42500.6279 | 218762.4377 | -261263.0657 |
Total P&L (%) | 289.5055 | 339.1506 | -49.6451 | -42.5006 | 218.7624 | -261.2631 |
Avg Daily Profit (%) | 0.1789 | 0.2096 | -0.0307 | -0.0342 | 0.0717 | 0 |
Buy And Hold Return (%) | 18.7376 | 18.7376 | 18.7376 | 18.7376 | 18.7376 | 18.7376 |
Max Trade Drawdown | -174080 | -155055 | -225334 | -349710 | -243979 | -323653 |
Profit Factor | 1.1448 | 1.3558 | 0.9526 | 0.9796 | 1.2368 | 0.7747 |
Total Trades | 663 | 332 | 331 | 663 | 332 | 331 |
Winning Trades | 345 | 180 | 165 | 345 | 180 | 165 |
Losing Trades | 318 | 152 | 166 | 318 | 152 | 166 |
Profitability (%) | 52.0362 | 54.2169 | 49.8489 | 52.0362 | 54.2169 | 49.8489 |
Ratio Avg Win / Avg Loss | 1.0552 | 1.1449 | 0.9583 | 0.9029 | 1.0444 | 0.7794 |
Largest Winning Trade | 71202 | 71202 | 44460 | 77128 | 77128 | 50935 |
Largest Losing Trade | -55235 | -38475 | -55235 | -121946 | -37500 | -121946 |
Avg Bars in Trades | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Winners | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 19201 | 8744 | 10457 | 19201 | 8744 | 10457 |
Profit Streak | 0 | 0 | 486.2249 | 0 | 0 | 486.2249 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49827 | 364779 | -578701 | -576772 | -95538 | -578701 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.79671 } } }
{ "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": [ [ 289505.451057465, 339150.5744582757, -49645.1234008105, -42500.6279210216, 218762.437738619, -261263.0656596401 ], [ 289.505451, 339.150574, -49.645123, -42.500628, 218.762438, -261.263066 ], [ 0.178928, 0.209611, -0.030683, -0.034197, 0.071674, 0 ], [ 18.737586, 18.737586, 18.737586, 18.737586, 18.737586, 18.737586 ], [ -174080, -155055, -225334, -349710, -243979, -323653 ], [ 1.144776, 1.355769, 0.952556, 0.979599, 1.236842, 0.774692 ], [ 663, 332, 331, 663, 332, 331 ], [ 345, 180, 165, 345, 180, 165 ], [ 318, 152, 166, 318, 152, 166 ], [ 52.036199, 54.216867, 49.848943, 52.036199, 54.216867, 49.848943 ], [ 1.055185, 1.144872, 0.958329, 0.902935, 1.044445, 0.779387 ], [ 71202, 71202, 44460, 77128, 77128, 50935 ], [ -55235, -38475, -55235, -121946, -37500, -121946 ], [ 28, 26, 31, 28, 26, 31 ], [ 25, 22, 29, 25, 22, 29 ], [ 32, 30, 33, 32, 30, 33 ], [ 19201, 8744, 10457, 19201, 8744, 10457 ], [ 0, 0, 486.224921, 0, 0, 486.224921 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49827, 364779, -578701, -576772, -95538, -578701 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579104000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758849833154, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.79671 } } }
# | 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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