Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475271.5251 | 338363.2578 | 136908.2673 | 1441374.6081 | 95639.1607 | 1345735.4474 |
Total P&L (%) | 475.2715 | 338.3633 | 136.9083 | 1441.3746 | 95.6392 | 1345.7354 |
Avg Daily Profit (%) | 0.2403 | 0.1711 | 0.0692 | 0.1384 | 0.0339 | 0.1352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79380 | -65714 | -123760 | -687301 | -777926 | -212435 |
Profit Factor | 1.9125 | 2.2436 | 1.5503 | 1.5913 | 1.0562 | 2.8277 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Profitability (%) | 52.9412 | 55.8442 | 50 | 52.9412 | 55.8442 | 50 |
Ratio Avg Win / Avg Loss | 1.7 | 1.774 | 1.5503 | 1.4145 | 0.8351 | 2.8277 |
Largest Winning Trade | 114901 | 114901 | 73779 | 435462 | 330863 | 435462 |
Largest Losing Trade | -37957 | -37957 | -23683 | -687301 | -687301 | -197931 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 3826 | 1667 | 2159 | 3826 | 1667 | 2159 |
Profit Streak | 0 | 0 | 580.8281 | 0 | 0 | 580.8281 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470086 | -29000 | -145600 | -4511 | -348551 | -54593 |
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 188, "std": 2.59979 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 11 } } }
{ "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": [ [ 475271.5251279786, 338363.2578269565, 136908.267301022, 1441374.6081389314, 95639.1607247877, 1345735.4474141432 ], [ 475.271525, 338.363258, 136.908267, 1441.374608, 95.639161, 1345.735447 ], [ 0.24034, 0.171107, 0.069233, 0.138415, 0.033943, 0.135171 ], [ 10, 10, 10, 10, 10, 10 ], [ -79380, -65714, -123760, -687301, -777926, -212435 ], [ 1.91247, 2.243569, 1.550337, 1.591312, 1.056215, 2.827721 ], [ 153, 77, 76, 153, 77, 76 ], [ 81, 43, 38, 81, 43, 38 ], [ 72, 34, 38, 72, 34, 38 ], [ 52.941176, 55.844156, 50, 52.941176, 55.844156, 50 ], [ 1.699974, 1.773985, 1.550337, 1.414499, 0.835147, 2.827721 ], [ 114901, 114901, 73779, 435462, 330863, 435462 ], [ -37957, -37957, -23683, -687301, -687301, -197931 ], [ 25, 21, 28, 25, 21, 28 ], [ 35, 30, 41, 35, 30, 41 ], [ 13, 11, 15, 13, 11, 15 ], [ 3826, 1667, 2159, 3826, 1667, 2159 ], [ 0, 0, 580.828121, 0, 0, 580.828121 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470086, -29000, -145600, -4511, -348551, -54593 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551960000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758873149633, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 188, "std": 2.59979 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 11 } } }
# | 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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