Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314199.2243 | 342351.8913 | -28152.667 | -64388.759 | 15187.621 | -79576.3799 |
Total P&L (%) | 314.1992 | 342.3519 | -28.1527 | -64.3888 | 15.1876 | -79.5764 |
Avg Daily Profit (%) | 0.159 | 0.1733 | -0.0142 | -0.0522 | 0.0072 | -0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154928 | -78037 | -194655 | -511646 | -193329 | -397311 |
Profit Factor | 1.5278 | 2.7099 | 0.9288 | 0.9257 | 1.0511 | 0.8602 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 48.6111 | 55.5556 | 41.6667 | 48.6111 | 55.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.6151 | 2.1679 | 1.3003 | 0.9786 | 0.8409 | 1.2042 |
Largest Winning Trade | 103912 | 103912 | 77185 | 119225 | 79134 | 119225 |
Largest Losing Trade | -92000 | -27289 | -92000 | -392844 | -104837 | -392844 |
Avg Bars in Trades | 159 | 151 | 167 | 159 | 151 | 167 |
Avg Bars in Winners | 225 | 193 | 268 | 225 | 193 | 268 |
Avg Bars in Losers | 97 | 98 | 96 | 97 | 98 | 96 |
Bars Traded | 11487 | 5441 | 6046 | 11487 | 5441 | 6046 |
Profit Streak | 589.0108 | 621.1775 | 589.0108 | 589.0108 | 621.1775 | 589.0108 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73126 | 512597 | -581770 | -663762 | -357642 | -581770 |
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{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 161 } }, "second_band": { "type": "vwma", "factors": { "length": 144, "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": [ [ 314199.224338428, 342351.8913442758, -28152.6670058479, -64388.7589535272, 15187.620983905, -79576.3799374322 ], [ 314.199224, 342.351891, -28.152667, -64.388759, 15.187621, -79.57638 ], [ 0.159008, 0.173255, -0.014247, -0.052239, 0.007156, -0.080356 ], [ 10, 10, 10, 10, 10, 10 ], [ -154928, -78037, -194655, -511646, -193329, -397311 ], [ 1.52776, 2.709924, 0.928751, 0.925659, 1.051125, 0.860162 ], [ 72, 36, 36, 72, 36, 36 ], [ 35, 20, 15, 35, 20, 15 ], [ 37, 16, 21, 37, 16, 21 ], [ 48.611111, 55.555556, 41.666667, 48.611111, 55.555556, 41.666667 ], [ 1.615061, 2.167939, 1.300251, 0.978554, 0.8409, 1.204226 ], [ 103912, 103912, 77185, 119225, 79134, 119225 ], [ -92000, -27289, -92000, -392844, -104837, -392844 ], [ 159, 151, 167, 159, 151, 167 ], [ 225, 193, 268, 225, 193, 268 ], [ 97, 98, 96, 97, 98, 96 ], [ 11487, 5441, 6046, 11487, 5441, 6046 ], [ 589.0108, 621.177467, 589.0108, 589.0108, 621.177467, 589.0108 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73126, 512597, -581770, -663762, -357642, -581770 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550808000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759623333123, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 161 } }, "second_band": { "type": "vwma", "factors": { "length": 144, "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) |
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