Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599754.6102 | 542345.2731 | 57409.3371 | 970066.4727 | 728889.0481 | 241177.4246 |
Total P&L (%) | 599.7546 | 542.3453 | 57.4093 | 970.0665 | 728.889 | 241.1774 |
Avg Daily Profit (%) | 0.3707 | 0.3352 | 0.0355 | 0.1466 | 0.1308 | 0.0759 |
Buy And Hold Return (%) | 21.0485 | 21.0485 | 21.0485 | 21.0485 | 21.0485 | 21.0485 |
Max Trade Drawdown | -158653 | -110295 | -149483 | -974889 | -809994 | -512703 |
Profit Factor | 1.4923 | 1.9212 | 1.0912 | 1.1358 | 1.1963 | 1.0703 |
Total Trades | 409 | 205 | 204 | 409 | 205 | 204 |
Winning Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Losing Trades | 227 | 118 | 109 | 227 | 118 | 109 |
Profitability (%) | 44.4988 | 42.439 | 46.5686 | 44.4988 | 42.439 | 46.5686 |
Ratio Avg Win / Avg Loss | 1.8613 | 2.6058 | 1.252 | 1.4167 | 1.6226 | 1.2281 |
Largest Winning Trade | 180905 | 180905 | 49264 | 593367 | 593367 | 216460 |
Largest Losing Trade | -46263 | -19742 | -46263 | -390178 | -390178 | -167192 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 66 | 67 | 66 | 66 | 67 | 66 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 19066 | 8947 | 10119 | 19066 | 8947 | 10119 |
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 | 427143 | 375072 | -269893 | -68038 | -23887 | -235617 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579471200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759754640893, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 599754.6101760798, 542345.2730798197, 57409.33709626, 970066.4727325204, 728889.0481406577, 241177.4245918628 ], [ 599.75461, 542.345273, 57.409337, 970.066473, 728.889048, 241.177425 ], [ 0.370677, 0.335195, 0.035482, 0.146603, 0.130797, 0.075878 ], [ 21.048487, 21.048487, 21.048487, 21.048487, 21.048487, 21.048487 ], [ -158653, -110295, -149483, -974889, -809994, -512703 ], [ 1.492287, 1.921225, 1.091187, 1.135827, 1.196314, 1.070334 ], [ 409, 205, 204, 409, 205, 204 ], [ 182, 87, 95, 182, 87, 95 ], [ 227, 118, 109, 227, 118, 109 ], [ 44.498778, 42.439024, 46.568627, 44.498778, 42.439024, 46.568627 ], [ 1.861259, 2.605799, 1.251993, 1.416663, 1.622586, 1.228067 ], [ 180905, 180905, 49264, 593367, 593367, 216460 ], [ -46263, -19742, -46263, -390178, -390178, -167192 ], [ 46, 43, 49, 46, 43, 49 ], [ 66, 67, 66, 66, 67, 66 ], [ 30, 26, 35, 30, 26, 35 ], [ 19066, 8947, 10119, 19066, 8947, 10119 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427143, 375072, -269893, -68038, -23887, -235617 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579471200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759754640893, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|