Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556926.1297 | 464833.1646 | 92092.9651 | 2106319.1002 | 1493177.2693 | 613141.8309 |
Total P&L (%) | 556.9261 | 464.8332 | 92.093 | 2106.3191 | 1493.1773 | 613.1418 |
Avg Daily Profit (%) | 0.2816 | 0.2351 | 0.0466 | 0.1566 | 0.1401 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117753 | -67918 | -125722 | -1847180 | -1299348 | -725456 |
Profit Factor | 2.154 | 3.021 | 1.3646 | 1.4532 | 1.6145 | 1.2765 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 53.271 | 57.4074 | 49.0566 | 53.271 | 57.4074 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.8895 | 2.2414 | 1.4171 | 1.2748 | 1.1979 | 1.3256 |
Largest Winning Trade | 153566 | 153566 | 89926 | 951744 | 605253 | 951744 |
Largest Losing Trade | -33401 | -21933 | -33401 | -435574 | -435574 | -361625 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 45 | 39 | 53 | 45 | 39 | 53 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 3682 | 1636 | 2046 | 3682 | 1636 | 2046 |
Profit Streak | 538.426 | 538.426 | 590.926 | 538.426 | 538.426 | 590.926 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522030 | -164819 | -309698 | 372775 | -182170 | -239390 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760004803106, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 556926.1297248212, 464833.1645986172, 92092.965126204, 2106319.100182979, 1493177.269332451, 613141.830850527 ], [ 556.92613, 464.833165, 92.092965, 2106.3191, 1493.177269, 613.141831 ], [ 0.281631, 0.235061, 0.04657, 0.156578, 0.140089, 0.099392 ], [ 10, 10, 10, 10, 10, 10 ], [ -117753, -67918, -125722, -1847180, -1299348, -725456 ], [ 2.154012, 3.02099, 1.364584, 1.453236, 1.614535, 1.276498 ], [ 107, 54, 53, 107, 54, 53 ], [ 57, 31, 26, 57, 31, 26 ], [ 50, 23, 27, 50, 23, 27 ], [ 53.271028, 57.407407, 49.056604, 53.271028, 57.407407, 49.056604 ], [ 1.889484, 2.241379, 1.417068, 1.274768, 1.197881, 1.325594 ], [ 153566, 153566, 89926, 951744, 605253, 951744 ], [ -33401, -21933, -33401, -435574, -435574, -361625 ], [ 34, 30, 38, 34, 30, 38 ], [ 45, 39, 53, 45, 39, 53 ], [ 21, 18, 23, 21, 18, 23 ], [ 3682, 1636, 2046, 3682, 1636, 2046 ], [ 538.425962, 538.425962, 590.925962, 538.425962, 538.425962, 590.925962 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522030, -164819, -309698, 372775, -182170, -239390 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760004803106, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|