Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452227.4837 | 1309207.9691 | 143019.5146 | 5670301.9147 | 3443868.4205 | 2226433.4942 |
Total P&L (%) | 1452.2275 | 1309.208 | 143.0195 | 5670.3019 | 3443.8684 | 2226.4335 |
Avg Daily Profit (%) | 0.7344 | 0.6621 | 0.0723 | 0.2053 | 0.1806 | 0.1593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97228 | -43005 | -64435 | -1880281 | -835802 | -1044478 |
Profit Factor | 6.5969 | 11.7842 | 2.0359 | 2.269 | 2.7097 | 1.9073 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.7015 | 58.8235 | 60.6061 | 59.7015 | 58.8235 | 60.6061 |
Ratio Avg Win / Avg Loss | 4.4529 | 8.2489 | 1.3233 | 1.5316 | 1.8968 | 1.2397 |
Largest Winning Trade | 1216182 | 1216182 | 88941 | 1853049 | 1735024 | 1853049 |
Largest Losing Trade | -25014 | -24515 | -25014 | -565877 | -565877 | -517944 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 80 | 70 | 91 | 80 | 70 | 91 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3677 | 1639 | 2038 | 3677 | 1639 | 2038 |
Profit Streak | 503.2706 | 619.7706 | 0 | 503.2706 | 619.7706 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98024 | 827676 | -92267 | -106755 | 558624 | 415791 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1556409600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759948178062, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 201, "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": [ [ 1452227.4837184243, 1309207.9690726541, 143019.5146457698, 5670301.914677098, 3443868.420503555, 2226433.494173544 ], [ 1452.227484, 1309.207969, 143.019515, 5670.301915, 3443.868421, 2226.433494 ], [ 0.734375, 0.662052, 0.072323, 0.205283, 0.180583, 0.159263 ], [ 10, 10, 10, 10, 10, 10 ], [ -97228, -43005, -64435, -1880281, -835802, -1044478 ], [ 6.596937, 11.784168, 2.035868, 2.26899, 2.70966, 1.907267 ], [ 67, 34, 33, 67, 34, 33 ], [ 40, 20, 20, 40, 20, 20 ], [ 27, 14, 13, 27, 14, 13 ], [ 59.701493, 58.823529, 60.606061, 59.701493, 58.823529, 60.606061 ], [ 4.452932, 8.248917, 1.323314, 1.531568, 1.896762, 1.239723 ], [ 1216182, 1216182, 88941, 1853049, 1735024, 1853049 ], [ -25014, -24515, -25014, -565877, -565877, -517944 ], [ 54, 48, 61, 54, 48, 61 ], [ 80, 70, 91, 80, 70, 91 ], [ 16, 16, 16, 16, 16, 16 ], [ 3677, 1639, 2038, 3677, 1639, 2038 ], [ 503.270579, 619.770579, 0, 503.270579, 619.770579, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98024, 827676, -92267, -106755, 558624, 415791 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1556409600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759948178062, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 201, "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) |
---|