Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585154.9839 | 470940.9315 | 114214.0524 | 1925643.6602 | 690895.2377 | 1234748.4225 |
Total P&L (%) | 585.155 | 470.9409 | 114.2141 | 1925.6437 | 690.8952 | 1234.7484 |
Avg Daily Profit (%) | 0.296 | 0.2382 | 0.0578 | 0.1523 | 0.1047 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112225 | -64277 | -108146 | -1053333 | -1536245 | -995234 |
Profit Factor | 2.4025 | 2.9238 | 1.6624 | 1.3987 | 1.2126 | 1.7818 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 62.7119 | 63.3333 | 62.069 | 62.7119 | 63.3333 | 62.069 |
Ratio Avg Win / Avg Loss | 1.4285 | 1.6927 | 1.0159 | 0.8317 | 0.702 | 1.0889 |
Largest Winning Trade | 122287 | 122287 | 71733 | 1002471 | 808061 | 1002471 |
Largest Losing Trade | -47804 | -47804 | -43552 | -774370 | -774370 | -769360 |
Avg Bars in Trades | 93 | 67 | 120 | 93 | 67 | 120 |
Avg Bars in Winners | 107 | 67 | 150 | 107 | 67 | 150 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 5513 | 2025 | 3488 | 5513 | 2025 | 3488 |
Profit Streak | 0 | 0 | 583.6564 | 0 | 0 | 583.6564 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165527 | 547617 | -111647 | -171201 | -53283 | -13148 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1553212800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760168717205, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "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": [ [ 585154.9838568226, 470940.9315036437, 114214.052353179, 1925643.6601624042, 690895.2376696552, 1234748.422492749 ], [ 585.154984, 470.940932, 114.214052, 1925.64366, 690.895238, 1234.748422 ], [ 0.295981, 0.23821, 0.057771, 0.152289, 0.104657, 0.13116 ], [ 10, 10, 10, 10, 10, 10 ], [ -112225, -64277, -108146, -1053333, -1536245, -995234 ], [ 2.402522, 2.923829, 1.662407, 1.398735, 1.212578, 1.781829 ], [ 59, 30, 29, 59, 30, 29 ], [ 37, 19, 18, 37, 19, 18 ], [ 22, 11, 11, 22, 11, 11 ], [ 62.711864, 63.333333, 62.068966, 62.711864, 63.333333, 62.068966 ], [ 1.428526, 1.692743, 1.015915, 0.83168, 0.702019, 1.088896 ], [ 122287, 122287, 71733, 1002471, 808061, 1002471 ], [ -47804, -47804, -43552, -774370, -774370, -769360 ], [ 93, 67, 120, 93, 67, 120 ], [ 107, 67, 150, 107, 67, 150 ], [ 69, 68, 70, 69, 68, 70 ], [ 5513, 2025, 3488, 5513, 2025, 3488 ], [ 0, 0, 583.656449, 0, 0, 583.656449 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165527, 547617, -111647, -171201, -53283, -13148 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1553212800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760168717205, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 69, "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) |
---|