Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334669.8743 | 393230.9274 | -58561.0531 | -28151.9428 | 188178.378 | -216330.3208 |
Total P&L (%) | 334.6699 | 393.2309 | -58.5611 | -28.1519 | 188.1784 | -216.3303 |
Avg Daily Profit (%) | 0.2068 | 0.243 | -0.0362 | -0.0204 | 0.0654 | 0 |
Buy And Hold Return (%) | 24.1347 | 24.1347 | 24.1347 | 24.1347 | 24.1347 | 24.1347 |
Max Trade Drawdown | -196203 | -203738 | -167268 | -582141 | -417012 | -277885 |
Profit Factor | 1.3048 | 1.6361 | 0.878 | 0.9837 | 1.1853 | 0.6966 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 185 | 102 | 83 | 185 | 102 | 83 |
Losing Trades | 118 | 49 | 69 | 118 | 49 | 69 |
Profitability (%) | 61.0561 | 67.5497 | 54.6053 | 61.0561 | 67.5497 | 54.6053 |
Ratio Avg Win / Avg Loss | 0.8322 | 0.786 | 0.7299 | 0.6274 | 0.5694 | 0.5791 |
Largest Winning Trade | 77764 | 77764 | 24510 | 174284 | 174284 | 77100 |
Largest Losing Trade | -81753 | -81753 | -33684 | -269891 | -269891 | -68073 |
Avg Bars in Trades | 62 | 110 | 14 | 62 | 110 | 14 |
Avg Bars in Winners | 37 | 55 | 14 | 37 | 55 | 14 |
Avg Bars in Losers | 101 | 225 | 13 | 101 | 225 | 13 |
Bars Traded | 18839 | 16708 | 2131 | 18839 | 16708 | 2131 |
Profit Streak | 503.1044 | 503.1044 | 569.6877 | 503.1044 | 503.1044 | 569.6877 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378529 | 424080 | -578277 | -576389 | -120415 | -578277 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580436000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759516221444, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 164, "offset": 0, "std": 4.97463 } }, "second_band": { "type": "wma", "factors": { "length": 238, "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": [ [ 334669.874305324, 393230.9273689798, -58561.0530636555, -28151.9427676067, 188178.3780481675, -216330.3208157742 ], [ 334.669874, 393.230927, -58.561053, -28.151943, 188.178378, -216.330321 ], [ 0.206842, 0.243035, -0.036193, -0.020432, 0.065436, 0 ], [ 24.134749, 24.134749, 24.134749, 24.134749, 24.134749, 24.134749 ], [ -196203, -203738, -167268, -582141, -417012, -277885 ], [ 1.304785, 1.636147, 0.877975, 0.983713, 1.185333, 0.696629 ], [ 303, 151, 152, 303, 151, 152 ], [ 185, 102, 83, 185, 102, 83 ], [ 118, 49, 69, 118, 49, 69 ], [ 61.056106, 67.549669, 54.605263, 61.056106, 67.549669, 54.605263 ], [ 0.832241, 0.785992, 0.729883, 0.627449, 0.569424, 0.579125 ], [ 77764, 77764, 24510, 174284, 174284, 77100 ], [ -81753, -81753, -33684, -269891, -269891, -68073 ], [ 62, 110, 14, 62, 110, 14 ], [ 37, 55, 14, 37, 55, 14 ], [ 101, 225, 13, 101, 225, 13 ], [ 18839, 16708, 2131, 18839, 16708, 2131 ], [ 503.104415, 503.104415, 569.687748, 503.104415, 503.104415, 569.687748 ], [ 5, 2, 6, 5, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378529, 424080, -578277, -576389, -120415, -578277 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580436000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759516221444, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 164, "offset": 0, "std": 4.97463 } }, "second_band": { "type": "wma", "factors": { "length": 238, "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) |
---|