Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724955.2503 | 635003.2648 | 89951.9855 | 2479464.5584 | 1071161.809 | 1408302.7494 |
Total P&L (%) | 724.9553 | 635.0033 | 89.952 | 2479.4646 | 1071.1618 | 1408.3027 |
Avg Daily Profit (%) | 0.4481 | 0.3925 | 0.0556 | 0.2011 | 0.1522 | 0.1679 |
Buy And Hold Return (%) | 22.8451 | 22.8451 | 22.8451 | 22.8451 | 22.8451 | 22.8451 |
Max Trade Drawdown | -61203 | -89844 | -102805 | -902941 | -1442248 | -620598 |
Profit Factor | 2.2148 | 3.0754 | 1.3093 | 1.4158 | 1.3165 | 1.546 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 34.5455 | 32.7273 | 36.3636 | 34.5455 | 32.7273 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.1964 | 6.3217 | 2.2913 | 2.6825 | 2.7062 | 2.7056 |
Largest Winning Trade | 214513 | 214513 | 70387 | 884593 | 884593 | 833664 |
Largest Losing Trade | -48174 | -20569 | -48174 | -406388 | -406388 | -398667 |
Avg Bars in Trades | 173 | 169 | 177 | 173 | 169 | 177 |
Avg Bars in Winners | 376 | 391 | 363 | 376 | 391 | 363 |
Avg Bars in Losers | 65 | 60 | 70 | 65 | 60 | 70 |
Bars Traded | 19054 | 9307 | 9747 | 19054 | 9307 | 9747 |
Profit Streak | 0 | 0 | 556.0702 | 0 | 0 | 556.0702 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311574 | -171491 | -304758 | 152341 | -178125 | -174591 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579392000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759196468271, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 724955.2502870152, 635003.2648183515, 89951.9854686638, 2479464.5583806382, 1071161.809016927, 1408302.749363712 ], [ 724.95525, 635.003265, 89.951985, 2479.464558, 1071.161809, 1408.302749 ], [ 0.448056, 0.392462, 0.055595, 0.201077, 0.152191, 0.167852 ], [ 22.845074, 22.845074, 22.845074, 22.845074, 22.845074, 22.845074 ], [ -61203, -89844, -102805, -902941, -1442248, -620598 ], [ 2.214759, 3.075441, 1.309295, 1.415779, 1.316512, 1.546034 ], [ 110, 55, 55, 110, 55, 55 ], [ 38, 18, 20, 38, 18, 20 ], [ 72, 37, 35, 72, 37, 35 ], [ 34.545455, 32.727273, 36.363636, 34.545455, 32.727273, 36.363636 ], [ 4.196386, 6.32174, 2.291267, 2.682529, 2.706164, 2.70556 ], [ 214513, 214513, 70387, 884593, 884593, 833664 ], [ -48174, -20569, -48174, -406388, -406388, -398667 ], [ 173, 169, 177, 173, 169, 177 ], [ 376, 391, 363, 376, 391, 363 ], [ 65, 60, 70, 65, 60, 70 ], [ 19054, 9307, 9747, 19054, 9307, 9747 ], [ 0, 0, 556.070235, 0, 0, 556.070235 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311574, -171491, -304758, 152341, -178125, -174591 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579392000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759196468271, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 1 } } }
# | 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) |
---|