Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365853.9612 | 396652.397 | -30798.4358 | -51418.8287 | 873140.7194 | -924559.5481 |
Total P&L (%) | 365.854 | 396.6524 | -30.7984 | -51.4188 | 873.1407 | -924.5595 |
Avg Daily Profit (%) | 0.2261 | 0.2452 | -0.019 | -0.0446 | 0.1407 | 0 |
Buy And Hold Return (%) | 20.6143 | 20.6143 | 20.6143 | 20.6143 | 20.6143 | 20.6143 |
Max Trade Drawdown | -249546 | -167629 | -105117 | -1960424 | -660243 | -1574617 |
Profit Factor | 1.4776 | 2.311 | 0.9335 | 0.9871 | 1.7112 | 0.6659 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 48.2759 | 50.5747 | 45.977 | 48.2759 | 50.5747 | 45.977 |
Ratio Avg Win / Avg Loss | 1.5831 | 2.2584 | 1.0969 | 1.0576 | 1.6723 | 0.7824 |
Largest Winning Trade | 100441 | 100441 | 57421 | 639395 | 639395 | 479204 |
Largest Losing Trade | -92256 | -54738 | -92256 | -1574617 | -229299 | -1574617 |
Avg Bars in Trades | 109 | 109 | 108 | 109 | 109 | 108 |
Avg Bars in Winners | 147 | 144 | 150 | 147 | 144 | 150 |
Avg Bars in Losers | 73 | 74 | 73 | 73 | 74 | 73 |
Bars Traded | 18985 | 9540 | 9445 | 18985 | 9540 | 9445 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373155 | 437769 | -580997 | -578870 | -1757 | -582664 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580270400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759516221095, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 10, "offset": 205 } }, "second_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 3.87353 } } }
{ "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": [ [ 365853.9612353597, 396652.3970384546, -30798.4358030952, -51418.8286689487, 873140.7194278237, -924559.5480967723 ], [ 365.853961, 396.652397, -30.798436, -51.418829, 873.140719, -924.559548 ], [ 0.226115, 0.24515, -0.019035, -0.044609, 0.140727, 0 ], [ 20.614281, 20.614281, 20.614281, 20.614281, 20.614281, 20.614281 ], [ -249546, -167629, -105117, -1960424, -660243, -1574617 ], [ 1.477595, 2.310952, 0.933547, 0.987129, 1.711228, 0.665912 ], [ 174, 87, 87, 174, 87, 87 ], [ 84, 44, 40, 84, 44, 40 ], [ 90, 43, 47, 90, 43, 47 ], [ 48.275862, 50.574713, 45.977011, 48.275862, 50.574713, 45.977011 ], [ 1.583138, 2.25843, 1.096918, 1.057639, 1.672337, 0.782447 ], [ 100441, 100441, 57421, 639395, 639395, 479204 ], [ -92256, -54738, -92256, -1574617, -229299, -1574617 ], [ 109, 109, 108, 109, 109, 108 ], [ 147, 144, 150, 147, 144, 150 ], [ 73, 74, 73, 73, 74, 73 ], [ 18985, 9540, 9445, 18985, 9540, 9445 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373155, 437769, -580997, -578870, -1757, -582664 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580270400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759516221095, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 10, "offset": 205 } }, "second_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 3.87353 } } }
# | 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) |
---|