Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716327.0628 | 555122.2963 | 161204.7665 | 3388655.1834 | 1678902.8966 | 1709752.2869 |
Total P&L (%) | 716.3271 | 555.1223 | 161.2048 | 3388.6552 | 1678.9029 | 1709.7523 |
Avg Daily Profit (%) | 0.3622 | 0.2807 | 0.0815 | 0.1798 | 0.1457 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62713 | -68492 | -93778 | -1337062 | -1666470 | -961565 |
Profit Factor | 2.7619 | 3.5544 | 1.8519 | 1.6372 | 1.527 | 1.8019 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 55.2239 | 55.8824 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2394 | 2.8061 | 1.5432 | 1.3275 | 1.2056 | 1.5016 |
Largest Winning Trade | 215594 | 215594 | 58516 | 1495757 | 1495757 | 883753 |
Largest Losing Trade | -50137 | -50137 | -49570 | -1337062 | -1337062 | -591881 |
Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Winners | 74 | 57 | 93 | 74 | 57 | 93 |
Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
Bars Traded | 3686 | 1466 | 2220 | 3686 | 1466 | 2220 |
Profit Streak | 0 | 0 | 558.4259 | 0 | 0 | 558.4259 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105627 | 583481 | -79451 | -110468 | 146076 | 272413 |
{ "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": 1760004795835, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 17 } }, "second_band": { "type": "zlma", "factors": { "length": 209, "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": [ [ 716327.0627838835, 555122.2962533177, 161204.7665305656, 3388655.183447268, 1678902.8965587856, 1709752.286888482 ], [ 716.327063, 555.122296, 161.204767, 3388.655183, 1678.902897, 1709.752287 ], [ 0.362239, 0.280719, 0.081519, 0.179787, 0.145673, 0.146543 ], [ 10, 10, 10, 10, 10, 10 ], [ -62713, -68492, -93778, -1337062, -1666470, -961565 ], [ 2.761943, 3.55444, 1.85186, 1.637241, 1.527039, 1.801887 ], [ 67, 34, 33, 67, 34, 33 ], [ 37, 19, 18, 37, 19, 18 ], [ 30, 15, 15, 30, 15, 15 ], [ 55.223881, 55.882353, 54.545455, 55.223881, 55.882353, 54.545455 ], [ 2.239414, 2.806137, 1.543217, 1.327492, 1.205557, 1.501572 ], [ 215594, 215594, 58516, 1495757, 1495757, 883753 ], [ -50137, -50137, -49570, -1337062, -1337062, -591881 ], [ 55, 43, 67, 55, 43, 67 ], [ 74, 57, 93, 74, 57, 93 ], [ 30, 24, 36, 30, 24, 36 ], [ 3686, 1466, 2220, 3686, 1466, 2220 ], [ 0, 0, 558.425878, 0, 0, 558.425878 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105627, 583481, -79451, -110468, 146076, 272413 ] ] }
{ "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": 1760004795835, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 171, "offset": 17 } }, "second_band": { "type": "zlma", "factors": { "length": 209, "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) |
---|