Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679448.2528 | 674120.2565 | 5327.9963 | 511881.8279 | 391824.4868 | 120057.3411 |
Total P&L (%) | 679.4483 | 674.1203 | 5.328 | 511.8818 | 391.8245 | 120.0573 |
Avg Daily Profit (%) | 0.4199 | 0.4166 | 0.0033 | 0.112 | 0.0985 | 0.0488 |
Buy And Hold Return (%) | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 |
Max Trade Drawdown | -121458 | -93377 | -232330 | -322498 | -346709 | -292498 |
Profit Factor | 1.4358 | 1.8981 | 1.0066 | 1.1456 | 1.2247 | 1.0678 |
Total Trades | 758 | 379 | 379 | 758 | 379 | 379 |
Winning Trades | 257 | 131 | 126 | 257 | 131 | 126 |
Losing Trades | 501 | 248 | 253 | 501 | 248 | 253 |
Profitability (%) | 33.905 | 34.5646 | 33.2454 | 33.905 | 34.5646 | 33.2454 |
Ratio Avg Win / Avg Loss | 2.799 | 3.5934 | 2.0212 | 2.2333 | 2.3185 | 2.144 |
Largest Winning Trade | 347269 | 347269 | 66670 | 234364 | 234364 | 141663 |
Largest Losing Trade | -19135 | -13937 | -19135 | -83253 | -83253 | -69668 |
Avg Bars in Trades | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Winners | 49 | 39 | 60 | 49 | 39 | 60 |
Avg Bars in Losers | 12 | 10 | 13 | 12 | 10 | 13 |
Bars Traded | 18972 | 7834 | 11138 | 18972 | 7834 | 11138 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357137 | 330977 | -571171 | -104300 | -65037 | -278645 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580169600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759021565711, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19196, "nb": 0.63964, "nc": 0.24028 } } }
{ "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": [ [ 679448.252836211, 674120.2565289258, 5327.9963072854, 511881.8278803311, 391824.4868178696, 120057.3410624626 ], [ 679.448253, 674.120257, 5.327996, 511.881828, 391.824487, 120.057341 ], [ 0.419931, 0.416638, 0.003293, 0.112014, 0.0985, 0.048758 ], [ 22.87313, 22.87313, 22.87313, 22.87313, 22.87313, 22.87313 ], [ -121458, -93377, -232330, -322498, -346709, -292498 ], [ 1.435821, 1.898117, 1.006591, 1.145614, 1.224701, 1.067769 ], [ 758, 379, 379, 758, 379, 379 ], [ 257, 131, 126, 257, 131, 126 ], [ 501, 248, 253, 501, 248, 253 ], [ 33.905013, 34.564644, 33.245383, 33.905013, 34.564644, 33.245383 ], [ 2.799014, 3.593382, 2.02117, 2.233279, 2.318519, 2.144011 ], [ 347269, 347269, 66670, 234364, 234364, 141663 ], [ -19135, -13937, -19135, -83253, -83253, -69668 ], [ 25, 20, 29, 25, 20, 29 ], [ 49, 39, 60, 49, 39, 60 ], [ 12, 10, 13, 12, 10, 13 ], [ 18972, 7834, 11138, 18972, 7834, 11138 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357137, 330977, -571171, -104300, -65037, -278645 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580169600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759021565711, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19196, "nb": 0.63964, "nc": 0.24028 } } }
# | 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) |
---|