Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709595.6579 | 569074.5978 | 140521.0602 | 403529.1658 | 2748770.835 | -2345241.6692 |
Total P&L (%) | 709.5957 | 569.0746 | 140.5211 | 403.5292 | 2748.7708 | -2345.2417 |
Avg Daily Profit (%) | 0.359 | 0.2879 | 0.0711 | 0.0818 | 0.1696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112464 | -71238 | -143486 | -3517729 | -986261 | -3567521 |
Profit Factor | 1.8754 | 2.7694 | 1.2874 | 1.0487 | 2.1967 | 0.6083 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 53.8462 | 54.1176 | 53.5714 | 53.8462 | 54.1176 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6075 | 2.3479 | 1.1157 | 0.8989 | 1.8624 | 0.5272 |
Largest Winning Trade | 74996 | 63558 | 74996 | 1432246 | 1179325 | 1432246 |
Largest Losing Trade | -97257 | -34282 | -97257 | -3499567 | -449305 | -3499567 |
Avg Bars in Trades | 45 | 20 | 70 | 45 | 20 | 70 |
Avg Bars in Winners | 64 | 23 | 107 | 64 | 23 | 107 |
Avg Bars in Losers | 22 | 16 | 28 | 22 | 16 | 28 |
Bars Traded | 7688 | 1725 | 5963 | 7688 | 1725 | 5963 |
Profit Streak | 0 | 0 | 575.6154 | 0 | 0 | 575.6154 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516244 | 524112 | -96549 | -250958 | 447925 | -579310 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1549951200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200371727, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 1.59795 } } }
{ "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": [ [ 709595.6579336304, 569074.5977593653, 140521.0601742649, 403529.165820057, 2748770.8349837665, -2345241.6691637076 ], [ 709.595658, 569.074598, 140.52106, 403.529166, 2748.770835, -2345.241669 ], [ 0.358971, 0.287884, 0.071087, 0.081808, 0.169587, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -112464, -71238, -143486, -3517729, -986261, -3567521 ], [ 1.875412, 2.769362, 1.287389, 1.04871, 2.196653, 0.6083 ], [ 169, 85, 84, 169, 85, 84 ], [ 91, 46, 45, 91, 46, 45 ], [ 78, 39, 39, 78, 39, 39 ], [ 53.846154, 54.117647, 53.571429, 53.846154, 54.117647, 53.571429 ], [ 1.607496, 2.347937, 1.115737, 0.898894, 1.86238, 0.527193 ], [ 74996, 63558, 74996, 1432246, 1179325, 1432246 ], [ -97257, -34282, -97257, -3499567, -449305, -3499567 ], [ 45, 20, 70, 45, 20, 70 ], [ 64, 23, 107, 64, 23, 107 ], [ 22, 16, 28, 22, 16, 28 ], [ 7688, 1725, 5963, 7688, 1725, 5963 ], [ 0, 0, 575.615413, 0, 0, 575.615413 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516244, 524112, -96549, -250958, 447925, -579310 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1549951200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200371727, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 1.59795 } } }
# | 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) |
---|