Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629350.4924 | 553831.7501 | 75518.7422 | 2272111.0205 | 2290323.6741 | -18212.6536 |
Total P&L (%) | 629.3505 | 553.8318 | 75.5187 | 2272.111 | 2290.3237 | -18.2127 |
Avg Daily Profit (%) | 0.3185 | 0.2803 | 0.0382 | 0.1604 | 0.1608 | -0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103664 | -36728 | -180194 | -1444443 | -877361 | -1011820 |
Profit Factor | 1.7841 | 2.5399 | 1.1705 | 1.359 | 1.7279 | 0.9943 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Profitability (%) | 53.1401 | 55.7692 | 50.4854 | 53.1401 | 55.7692 | 50.4854 |
Ratio Avg Win / Avg Loss | 1.5732 | 2.0144 | 1.148 | 1.1984 | 1.3704 | 0.9752 |
Largest Winning Trade | 97633 | 97633 | 83021 | 1390137 | 1390137 | 684100 |
Largest Losing Trade | -54198 | -36728 | -54198 | -453253 | -453253 | -330738 |
Avg Bars in Trades | 53 | 23 | 83 | 53 | 23 | 83 |
Avg Bars in Winners | 75 | 26 | 129 | 75 | 26 | 129 |
Avg Bars in Losers | 28 | 18 | 36 | 28 | 18 | 36 |
Bars Traded | 11003 | 2417 | 8586 | 11003 | 2417 | 8586 |
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 | 501290 | 515323 | -175078 | 346835 | 382134 | -580994 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550563200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759374897234, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 158, "offset": 0, "std": 2.97116 } } }
{ "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": [ [ 629350.4923532706, 553831.7501310232, 75518.7422222477, 2272111.020477923, 2290323.674063485, -18212.6535855613 ], [ 629.350492, 553.83175, 75.518742, 2272.11102, 2290.323674, -18.212654 ], [ 0.318497, 0.280279, 0.038218, 0.16037, 0.160757, -0.010174 ], [ 10, 10, 10, 10, 10, 10 ], [ -103664, -36728, -180194, -1444443, -877361, -1011820 ], [ 1.78408, 2.539912, 1.170468, 1.359036, 1.7279, 0.994276 ], [ 207, 104, 103, 207, 104, 103 ], [ 110, 58, 52, 110, 58, 52 ], [ 97, 46, 51, 97, 46, 51 ], [ 53.140097, 55.769231, 50.485437, 53.140097, 55.769231, 50.485437 ], [ 1.573235, 2.014413, 1.147959, 1.198422, 1.370403, 0.975155 ], [ 97633, 97633, 83021, 1390137, 1390137, 684100 ], [ -54198, -36728, -54198, -453253, -453253, -330738 ], [ 53, 23, 83, 53, 23, 83 ], [ 75, 26, 129, 75, 26, 129 ], [ 28, 18, 36, 28, 18, 36 ], [ 11003, 2417, 8586, 11003, 2417, 8586 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501290, 515323, -175078, 346835, 382134, -580994 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550563200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759374897234, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 158, "offset": 0, "std": 2.97116 } } }
# | 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) |
---|