Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337288.245 | 366978.526 | -29690.2809 | -54457.3197 | 70605.7963 | -125063.116 |
Total P&L (%) | 337.2882 | 366.9785 | -29.6903 | -54.4573 | 70.6058 | -125.0631 |
Avg Daily Profit (%) | 0.1706 | 0.1856 | -0.015 | -0.0398 | 0.027 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189806 | -148552 | -171211 | -444361 | -312432 | -322473 |
Profit Factor | 1.2512 | 1.5177 | 0.9531 | 0.9712 | 1.072 | 0.8623 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 149 | 77 | 72 | 149 | 77 | 72 |
Profitability (%) | 47.5352 | 45.7746 | 49.2958 | 47.5352 | 45.7746 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.381 | 1.7979 | 0.9804 | 1.0719 | 1.2699 | 0.887 |
Largest Winning Trade | 147291 | 147291 | 69525 | 181306 | 155322 | 181306 |
Largest Losing Trade | -46662 | -46662 | -41663 | -206285 | -206285 | -198025 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 7774 | 3744 | 4030 | 7774 | 3744 | 4030 |
Profit Streak | 0 | 0 | 510.188 | 0 | 0 | 510.188 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286582 | 305293 | -580367 | -578306 | -299688 | -580367 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1547791200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759984243379, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 207, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 337288.2450249334, 366978.5259673807, -29690.2809424471, -54457.3196954854, 70605.7962954918, -125063.1159909772 ], [ 337.288245, 366.978526, -29.690281, -54.45732, 70.605796, -125.063116 ], [ 0.170628, 0.185647, -0.01502, -0.039781, 0.027027, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189806, -148552, -171211, -444361, -312432, -322473 ], [ 1.251235, 1.517704, 0.953145, 0.971181, 1.071957, 0.862324 ], [ 284, 142, 142, 284, 142, 142 ], [ 135, 65, 70, 135, 65, 70 ], [ 149, 77, 72, 149, 77, 72 ], [ 47.535211, 45.774648, 49.295775, 47.535211, 45.774648, 49.295775 ], [ 1.380992, 1.797896, 0.980378, 1.071896, 1.269856, 0.886962 ], [ 147291, 147291, 69525, 181306, 155322, 181306 ], [ -46662, -46662, -41663, -206285, -206285, -198025 ], [ 27, 26, 28, 27, 26, 28 ], [ 34, 35, 33, 34, 35, 33 ], [ 20, 18, 23, 20, 18, 23 ], [ 7774, 3744, 4030, 7774, 3744, 4030 ], [ 0, 0, 510.188002, 0, 0, 510.188002 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286582, 305293, -580367, -578306, -299688, -580367 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1547791200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759984243379, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 207, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|