Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358716.6623 | 370457.5864 | -11740.9241 | -47426.9673 | 827376.1765 | -874803.1438 |
Total P&L (%) | 358.7167 | 370.4576 | -11.7409 | -47.427 | 827.3762 | -874.8031 |
Avg Daily Profit (%) | 0.1815 | 0.1875 | -0.0059 | -0.0325 | 0.1128 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201207 | -186852 | -181650 | -1237688 | -522739 | -1041623 |
Profit Factor | 1.223 | 1.4805 | 0.986 | 0.9899 | 1.3924 | 0.6628 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Losing Trades | 218 | 111 | 107 | 218 | 111 | 107 |
Profitability (%) | 47.7218 | 46.89 | 48.5577 | 47.7218 | 46.89 | 48.5577 |
Ratio Avg Win / Avg Loss | 1.3397 | 1.6769 | 1.0446 | 1.0844 | 1.5771 | 0.7021 |
Largest Winning Trade | 113857 | 113857 | 73560 | 325135 | 325135 | 201579 |
Largest Losing Trade | -58962 | -38506 | -58962 | -392475 | -206167 | -392475 |
Avg Bars in Trades | 27 | 22 | 33 | 27 | 22 | 33 |
Avg Bars in Winners | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 11668 | 4635 | 7033 | 11668 | 4635 | 7033 |
Profit Streak | 0 | 0 | 506.8032 | 0 | 0 | 506.8032 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311320 | 339088 | -578178 | -577539 | -40655 | -579845 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549036800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759547793745, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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": [ [ 358716.6622714838, 370457.5863922677, -11740.9241207837, -47426.9672862777, 827376.1764788711, -874803.143765148 ], [ 358.716662, 370.457586, -11.740924, -47.426967, 827.376176, -874.803144 ], [ 0.181537, 0.187479, -0.005942, -0.032534, 0.112776, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -201207, -186852, -181650, -1237688, -522739, -1041623 ], [ 1.22296, 1.480542, 0.985989, 0.989915, 1.392423, 0.662775 ], [ 417, 209, 208, 417, 209, 208 ], [ 199, 98, 101, 199, 98, 101 ], [ 218, 111, 107, 218, 111, 107 ], [ 47.721823, 46.889952, 48.557692, 47.721823, 46.889952, 48.557692 ], [ 1.339725, 1.676941, 1.044562, 1.084429, 1.577132, 0.702148 ], [ 113857, 113857, 73560, 325135, 325135, 201579 ], [ -58962, -38506, -58962, -392475, -206167, -392475 ], [ 27, 22, 33, 27, 22, 33 ], [ 29, 24, 34, 29, 24, 34 ], [ 26, 20, 33, 26, 20, 33 ], [ 11668, 4635, 7033, 11668, 4635, 7033 ], [ 0, 0, 506.803168, 0, 0, 506.803168 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311320, 339088, -578178, -577539, -40655, -579845 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549036800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759547793745, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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) |
---|