Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128262.7483 | 87176.1573 | 41086.591 | 73190.7544 | 79537.2187 | -6346.4643 |
Total P&L (%) | 128.2627 | 87.1762 | 41.0866 | 73.1908 | 79.5372 | -6.3465 |
Avg Daily Profit (%) | 0.2223 | 0.1511 | 0.0712 | 0.0952 | 0.1015 | -0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66999 | -56507 | -48298 | -147709 | -124417 | -119847 |
Profit Factor | 1.2314 | 1.2916 | 1.1609 | 1.0713 | 1.1453 | 0.9868 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 51.049 | 50.3497 | 51.7483 | 51.049 | 50.3497 | 51.7483 |
Ratio Avg Win / Avg Loss | 1.1808 | 1.2737 | 1.0825 | 1.0273 | 1.1294 | 0.9201 |
Largest Winning Trade | 37520 | 37520 | 34647 | 72740 | 72740 | 37740 |
Largest Losing Trade | -21680 | -21503 | -21680 | -52651 | -46008 | -52651 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 13351 | 6432 | 6919 | 13351 | 6432 | 6919 |
Profit Streak | 0 | 0 | 487.9591 | 0 | 0 | 487.9591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313839 | 241748 | -143265 | -206732 | -118735 | -580532 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669377600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759194066416, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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": [ [ 128262.7483282849, 87176.1573257391, 41086.591002546, 73190.7544262894, 79537.218712721, -6346.4642864316 ], [ 128.262748, 87.176157, 41.086591, 73.190754, 79.537219, -6.346464 ], [ 0.222262, 0.151064, 0.071197, 0.095218, 0.101461, -0.011361 ], [ 10, 10, 10, 10, 10, 10 ], [ -66999, -56507, -48298, -147709, -124417, -119847 ], [ 1.23142, 1.291628, 1.160926, 1.071275, 1.145306, 0.986765 ], [ 286, 143, 143, 286, 143, 143 ], [ 146, 72, 74, 146, 72, 74 ], [ 140, 71, 69, 140, 71, 69 ], [ 51.048951, 50.34965, 51.748252, 51.048951, 50.34965, 51.748252 ], [ 1.180813, 1.273689, 1.082485, 1.02725, 1.129399, 0.920091 ], [ 37520, 37520, 34647, 72740, 72740, 37740 ], [ -21680, -21503, -21680, -52651, -46008, -52651 ], [ 46, 44, 48, 46, 44, 48 ], [ 48, 44, 53, 48, 44, 53 ], [ 44, 45, 43, 44, 45, 43 ], [ 13351, 6432, 6919, 13351, 6432, 6919 ], [ 0, 0, 487.959102, 0, 0, 487.959102 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313839, 241748, -143265, -206732, -118735, -580532 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669377600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759194066416, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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) |
---|