Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138171.4702 | 106282.6631 | 31888.8071 | 82599.2286 | 65865.0476 | 16734.181 |
Total P&L (%) | 138.1715 | 106.2827 | 31.8888 | 82.5992 | 65.865 | 16.7342 |
Avg Daily Profit (%) | 0.2394 | 0.1842 | 0.0553 | 0.1044 | 0.0877 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52023 | -51113 | -46810 | -116399 | -114340 | -51641 |
Profit Factor | 1.2667 | 1.331 | 1.1619 | 1.1337 | 1.1645 | 1.077 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 191 | 92 | 99 | 191 | 92 | 99 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 65.8621 | 63.4483 | 68.2759 | 65.8621 | 63.4483 | 68.2759 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.7668 | 0.5399 | 0.5876 | 0.6708 | 0.5004 |
Largest Winning Trade | 31100 | 31100 | 23052 | 61263 | 61263 | 12256 |
Largest Losing Trade | -42474 | -34498 | -42474 | -47579 | -47579 | -39615 |
Avg Bars in Trades | 45 | 70 | 21 | 45 | 70 | 21 |
Avg Bars in Winners | 30 | 44 | 16 | 30 | 44 | 16 |
Avg Bars in Losers | 76 | 116 | 30 | 76 | 116 | 30 |
Bars Traded | 13309 | 10233 | 3076 | 13309 | 10233 | 3076 |
Profit Streak | 487.9974 | 0 | 494.8724 | 487.9974 | 0 | 494.8724 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357806 | 261921 | -163142 | -124980 | -116216 | -300578 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } } }
{ "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": [ [ 138171.4701928846, 106282.6630515817, 31888.8071413029, 82599.228571659, 65865.0476154593, 16734.1809561995 ], [ 138.17147, 106.282663, 31.888807, 82.599229, 65.865048, 16.734181 ], [ 0.239432, 0.184173, 0.055259, 0.104394, 0.087722, 0.026816 ], [ 10, 10, 10, 10, 10, 10 ], [ -52023, -51113, -46810, -116399, -114340, -51641 ], [ 1.266719, 1.331038, 1.161887, 1.133691, 1.164467, 1.076988 ], [ 290, 145, 145, 290, 145, 145 ], [ 191, 92, 99, 191, 92, 99 ], [ 99, 53, 46, 99, 53, 46 ], [ 65.862069, 63.448276, 68.275862, 65.862069, 63.448276, 68.275862 ], [ 0.656572, 0.766794, 0.539867, 0.58762, 0.670834, 0.500419 ], [ 31100, 31100, 23052, 61263, 61263, 12256 ], [ -42474, -34498, -42474, -47579, -47579, -39615 ], [ 45, 70, 21, 45, 70, 21 ], [ 30, 44, 16, 30, 44, 16 ], [ 76, 116, 30, 76, 116, 30 ], [ 13309, 10233, 3076, 13309, 10233, 3076 ], [ 487.997366, 0, 494.872366, 487.997366, 0, 494.872366 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357806, 261921, -163142, -124980, -116216, -300578 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668776400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758855372443, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } } }
# | 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) |
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