Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151504.7317 | 85281.1089 | 66223.6228 | 146608.2784 | 85736.8126 | 60871.4658 |
Total P&L (%) | 151.5047 | 85.2811 | 66.2236 | 146.6083 | 85.7368 | 60.8715 |
Avg Daily Profit (%) | 0.2625 | 0.1478 | 0.1148 | 0.1565 | 0.1074 | 0.0824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69122 | -70052 | -41265 | -241317 | -236213 | -112202 |
Profit Factor | 1.3259 | 1.384 | 1.2727 | 1.1582 | 1.1791 | 1.1359 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 49.7836 | 48.2759 | 51.3043 | 49.7836 | 48.2759 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.3374 | 1.4828 | 1.208 | 1.1683 | 1.2634 | 1.0781 |
Largest Winning Trade | 30823 | 28816 | 30823 | 96849 | 96849 | 50233 |
Largest Losing Trade | -24761 | -22800 | -24761 | -96433 | -96433 | -46491 |
Avg Bars in Trades | 57 | 45 | 68 | 57 | 45 | 68 |
Avg Bars in Winners | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Losers | 63 | 43 | 86 | 63 | 43 | 86 |
Bars Traded | 13227 | 5301 | 7926 | 13227 | 5301 | 7926 |
Profit Streak | 0 | 0 | 500.4578 | 0 | 0 | 500.4578 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328747 | 126866 | -39642 | -38511 | -74446 | -154123 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669532400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759204754933, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 224, "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": [ [ 151504.7317367705, 85281.1089070094, 66223.622829761, 146608.2784165723, 85736.8126479846, 60871.4657685876 ], [ 151.504732, 85.281109, 66.223623, 146.608278, 85.736813, 60.871466 ], [ 0.262537, 0.14778, 0.114756, 0.156536, 0.10735, 0.08242 ], [ 10, 10, 10, 10, 10, 10 ], [ -69122, -70052, -41265, -241317, -236213, -112202 ], [ 1.32585, 1.383956, 1.272703, 1.158211, 1.179146, 1.13585 ], [ 231, 116, 115, 231, 116, 115 ], [ 115, 56, 59, 115, 56, 59 ], [ 116, 60, 56, 116, 60, 56 ], [ 49.78355, 48.275862, 51.304348, 49.78355, 48.275862, 51.304348 ], [ 1.337379, 1.48281, 1.20799, 1.168282, 1.263371, 1.078095 ], [ 30823, 28816, 30823, 96849, 96849, 50233 ], [ -24761, -22800, -24761, -96433, -96433, -46491 ], [ 57, 45, 68, 57, 45, 68 ], [ 50, 48, 52, 50, 48, 52 ], [ 63, 43, 86, 63, 43, 86 ], [ 13227, 5301, 7926, 13227, 5301, 7926 ], [ 0, 0, 500.457812, 0, 0, 500.457812 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328747, 126866, -39642, -38511, -74446, -154123 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669532400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759204754933, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 224, "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) |
---|