Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536810.018 | 517067.1591 | 19742.8589 | 352352.8423 | 437184.9901 | -84832.1479 |
Total P&L (%) | 536.81 | 517.0672 | 19.7429 | 352.3528 | 437.185 | -84.8321 |
Avg Daily Profit (%) | 0.3318 | 0.3196 | 0.0122 | 0.0933 | 0.104 | -0.1165 |
Buy And Hold Return (%) | 23.3096 | 23.3096 | 23.3096 | 23.3096 | 23.3096 | 23.3096 |
Max Trade Drawdown | -94571 | -111886 | -166604 | -299356 | -235206 | -295408 |
Profit Factor | 1.6296 | 2.2439 | 1.0452 | 1.1795 | 1.464 | 0.9169 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 40.146 | 37.6812 | 42.6471 | 40.146 | 37.6812 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.4296 | 3.711 | 1.4056 | 1.7585 | 2.4213 | 1.2331 |
Largest Winning Trade | 156506 | 156506 | 55385 | 243856 | 243856 | 117779 |
Largest Losing Trade | -58860 | -37280 | -58860 | -175628 | -77052 | -175628 |
Avg Bars in Trades | 138 | 137 | 139 | 138 | 137 | 139 |
Avg Bars in Winners | 234 | 251 | 220 | 234 | 251 | 220 |
Avg Bars in Losers | 73 | 68 | 79 | 73 | 68 | 79 |
Bars Traded | 18933 | 9458 | 9475 | 18933 | 9458 | 9475 |
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 | 316084 | -93418 | -625454 | -93795 | -158746 | -691428 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579816800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759196460933, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 43 } }, "second_band": { "type": "wma", "factors": { "length": 96, "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": [ [ 536810.0179805007, 517067.1590776003, 19742.8589029003, 352352.8422537884, 437184.990132518, -84832.1478787295 ], [ 536.810018, 517.067159, 19.742859, 352.352842, 437.18499, -84.832148 ], [ 0.331774, 0.319572, 0.012202, 0.093325, 0.103958, -0.116495 ], [ 23.309649, 23.309649, 23.309649, 23.309649, 23.309649, 23.309649 ], [ -94571, -111886, -166604, -299356, -235206, -295408 ], [ 1.629598, 2.243857, 1.045186, 1.179512, 1.464044, 0.91689 ], [ 137, 69, 68, 137, 69, 68 ], [ 55, 26, 29, 55, 26, 29 ], [ 82, 43, 39, 82, 43, 39 ], [ 40.145985, 37.681159, 42.647059, 40.145985, 37.681159, 42.647059 ], [ 2.429583, 3.710994, 1.405595, 1.758545, 2.421304, 1.233059 ], [ 156506, 156506, 55385, 243856, 243856, 117779 ], [ -58860, -37280, -58860, -175628, -77052, -175628 ], [ 138, 137, 139, 138, 137, 139 ], [ 234, 251, 220, 234, 251, 220 ], [ 73, 68, 79, 73, 68, 79 ], [ 18933, 9458, 9475, 18933, 9458, 9475 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316084, -93418, -625454, -93795, -158746, -691428 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579816800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759196460933, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 43 } }, "second_band": { "type": "wma", "factors": { "length": 96, "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) |
---|