Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665635.8863 | 605440.1525 | 60195.7337 | 786386.8908 | -340736.4198 | 1127123.3106 |
Total P&L (%) | 665.6359 | 605.4402 | 60.1957 | 786.3869 | -340.7364 | 1127.1233 |
Avg Daily Profit (%) | 0.4114 | 0.3742 | 0.0372 | 0.1349 | 0 | 0.1551 |
Buy And Hold Return (%) | 23.8205 | 23.8205 | 23.8205 | 23.8205 | 23.8205 | 23.8205 |
Max Trade Drawdown | -111191 | -145661 | -54021 | -1699289 | -2234931 | -465201 |
Profit Factor | 1.9716 | 2.6583 | 1.1881 | 1.1194 | 0.9179 | 1.4628 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 37.6068 | 33.8983 | 41.3793 | 37.6068 | 33.8983 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.2711 | 5.1837 | 1.6832 | 1.8572 | 1.7899 | 2.0723 |
Largest Winning Trade | 229195 | 229195 | 55421 | 939655 | 939655 | 778982 |
Largest Losing Trade | -41032 | -41032 | -40745 | -827145 | -827145 | -348028 |
Avg Bars in Trades | 161 | 161 | 162 | 161 | 161 | 162 |
Avg Bars in Winners | 290 | 320 | 265 | 290 | 320 | 265 |
Avg Bars in Losers | 84 | 79 | 89 | 84 | 79 | 89 |
Bars Traded | 18935 | 9499 | 9436 | 18935 | 9499 | 9436 |
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 | 326919 | -168622 | -342614 | -105028 | -761220 | -173564 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758925233875, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 229, "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": [ [ 665635.8862800797, 605440.1525492646, 60195.7337308152, 786386.8908384871, -340736.4197954073, 1127123.310633894 ], [ 665.635886, 605.440153, 60.195734, 786.386891, -340.73642, 1127.123311 ], [ 0.411394, 0.37419, 0.037204, 0.134948, 0, 0.15508 ], [ 23.820483, 23.820483, 23.820483, 23.820483, 23.820483, 23.820483 ], [ -111191, -145661, -54021, -1699289, -2234931, -465201 ], [ 1.971633, 2.658296, 1.188129, 1.119414, 0.917891, 1.462779 ], [ 117, 59, 58, 117, 59, 58 ], [ 44, 20, 24, 44, 20, 24 ], [ 73, 39, 34, 73, 39, 34 ], [ 37.606838, 33.898305, 41.37931, 37.606838, 33.898305, 41.37931 ], [ 3.271119, 5.183678, 1.683182, 1.85721, 1.789888, 2.072271 ], [ 229195, 229195, 55421, 939655, 939655, 778982 ], [ -41032, -41032, -40745, -827145, -827145, -348028 ], [ 161, 161, 162, 161, 161, 162 ], [ 290, 320, 265, 290, 320, 265 ], [ 84, 79, 89, 84, 79, 89 ], [ 18935, 9499, 9436, 18935, 9499, 9436 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326919, -168622, -342614, -105028, -761220, -173564 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758925233875, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 229, "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) |
---|