Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620405.8275 | 558501.7646 | 61904.0629 | 1393031.015 | 1008658.8582 | 384372.1569 |
Total P&L (%) | 620.4058 | 558.5018 | 61.9041 | 1393.031 | 1008.6589 | 384.3722 |
Avg Daily Profit (%) | 0.3834 | 0.3452 | 0.0383 | 0.1672 | 0.1488 | 0.0976 |
Buy And Hold Return (%) | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 |
Max Trade Drawdown | -94394 | -103228 | -112108 | -706282 | -636511 | -343036 |
Profit Factor | 2.0477 | 2.7786 | 1.2225 | 1.4553 | 1.5736 | 1.2954 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 41.2371 | 42.8571 | 39.5833 | 41.2371 | 42.8571 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.9179 | 3.7048 | 1.866 | 2.0738 | 2.0981 | 1.9771 |
Largest Winning Trade | 184817 | 184817 | 74499 | 708263 | 708263 | 425934 |
Largest Losing Trade | -39566 | -24304 | -39566 | -383364 | -383364 | -322917 |
Avg Bars in Trades | 194 | 187 | 202 | 194 | 187 | 202 |
Avg Bars in Winners | 347 | 348 | 346 | 347 | 348 | 346 |
Avg Bars in Losers | 87 | 67 | 107 | 87 | 67 | 107 |
Bars Traded | 18905 | 9208 | 9697 | 18905 | 9208 | 9697 |
Profit Streak | 551.1801 | 551.1801 | 559.2634 | 551.1801 | 551.1801 | 559.2634 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407075 | 449410 | -147909 | 277605 | 243872 | -64943 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580421600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759767559290, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 112, "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": [ [ 620405.8274764301, 558501.7645949448, 61904.0628814852, 1393031.0150217577, 1008658.8581628522, 384372.1568589052 ], [ 620.405827, 558.501765, 61.904063, 1393.031015, 1008.658858, 384.372157 ], [ 0.38344, 0.34518, 0.03826, 0.167222, 0.148796, 0.097556 ], [ 23.735051, 23.735051, 23.735051, 23.735051, 23.735051, 23.735051 ], [ -94394, -103228, -112108, -706282, -636511, -343036 ], [ 2.047661, 2.778621, 1.222537, 1.455271, 1.573599, 1.295373 ], [ 97, 49, 48, 97, 49, 48 ], [ 40, 21, 19, 40, 21, 19 ], [ 57, 28, 29, 57, 28, 29 ], [ 41.237113, 42.857143, 39.583333, 41.237113, 42.857143, 39.583333 ], [ 2.917916, 3.704828, 1.865978, 2.073761, 2.098132, 1.977149 ], [ 184817, 184817, 74499, 708263, 708263, 425934 ], [ -39566, -24304, -39566, -383364, -383364, -322917 ], [ 194, 187, 202, 194, 187, 202 ], [ 347, 348, 346, 347, 348, 346 ], [ 87, 67, 107, 87, 67, 107 ], [ 18905, 9208, 9697, 18905, 9208, 9697 ], [ 551.180084, 551.180084, 559.263418, 551.180084, 551.180084, 559.263418 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407075, 449410, -147909, 277605, 243872, -64943 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580421600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759767559290, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 112, "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) |
---|