Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415084.6931 | 444572.5974 | -29487.9043 | 111687.6063 | 259666.4909 | -147978.8846 |
Total P&L (%) | 415.0847 | 444.5726 | -29.4879 | 111.6876 | 259.6665 | -147.9789 |
Avg Daily Profit (%) | 0.2099 | 0.2248 | -0.0149 | 0.0379 | 0.0647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118497 | -66746 | -206038 | -554094 | -334844 | -372416 |
Profit Factor | 1.6004 | 2.321 | 0.9169 | 1.0601 | 1.2559 | 0.8247 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 53.6082 | 57.1429 | 50 | 53.6082 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 1.385 | 1.7408 | 0.9169 | 0.9174 | 0.9419 | 0.8247 |
Largest Winning Trade | 96843 | 96843 | 90086 | 209845 | 209845 | 207035 |
Largest Losing Trade | -57856 | -57856 | -49838 | -249814 | -249814 | -112804 |
Avg Bars in Trades | 36 | 26 | 47 | 36 | 26 | 47 |
Avg Bars in Winners | 43 | 24 | 66 | 43 | 24 | 66 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 3585 | 1304 | 2282 | 3585 | 1304 | 2282 |
Profit Streak | 541.1068 | 541.1068 | 551.6068 | 541.1068 | 541.1068 | 551.6068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407133 | 508921 | -580105 | -296654 | -106442 | -580105 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759329228176, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 209, "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": [ [ 415084.6931206561, 444572.5974093835, -29487.9042887273, 111687.6062531973, 259666.4908678554, -147978.8846146581 ], [ 415.084693, 444.572597, -29.487904, 111.687606, 259.666491, -147.978885 ], [ 0.209904, 0.224815, -0.014912, 0.037931, 0.064749, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -118497, -66746, -206038, -554094, -334844, -372416 ], [ 1.600435, 2.32102, 0.916881, 1.060078, 1.255895, 0.824733 ], [ 97, 49, 48, 97, 49, 48 ], [ 52, 28, 24, 52, 28, 24 ], [ 45, 21, 24, 45, 21, 24 ], [ 53.608247, 57.142857, 50, 53.608247, 57.142857, 50 ], [ 1.384992, 1.740765, 0.916881, 0.917375, 0.941921, 0.824733 ], [ 96843, 96843, 90086, 209845, 209845, 207035 ], [ -57856, -57856, -49838, -249814, -249814, -112804 ], [ 36, 26, 47, 36, 26, 47 ], [ 43, 24, 66, 43, 24, 66 ], [ 28, 29, 28, 28, 29, 28 ], [ 3585, 1304, 2282, 3585, 1304, 2282 ], [ 541.106807, 541.106808, 551.606808, 541.106808, 541.106808, 551.606808 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407133, 508921, -580105, -296654, -106442, -580105 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759329228176, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 209, "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) |
---|