Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817607.5777 | 633752.372 | 183855.2057 | 4352843.1156 | 1756583.7584 | 2596259.3572 |
Total P&L (%) | 817.6076 | 633.7524 | 183.8552 | 4352.8431 | 1756.5838 | 2596.2594 |
Avg Daily Profit (%) | 0.4138 | 0.3207 | 0.093 | 0.1923 | 0.148 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77754 | -74889 | -139339 | -2480923 | -1745849 | -1511414 |
Profit Factor | 2.0965 | 2.7149 | 1.4888 | 1.3407 | 1.2553 | 1.4403 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 34.5679 | 33.3333 | 35.8025 | 34.5679 | 33.3333 | 35.8025 |
Ratio Avg Win / Avg Loss | 3.9683 | 5.4297 | 2.6696 | 2.5377 | 2.5106 | 2.5826 |
Largest Winning Trade | 193374 | 193374 | 69537 | 1313706 | 1313706 | 1101974 |
Largest Losing Trade | -53378 | -22118 | -53378 | -1058512 | -1058512 | -638092 |
Avg Bars in Trades | 71 | 53 | 90 | 71 | 53 | 90 |
Avg Bars in Winners | 159 | 119 | 197 | 159 | 119 | 197 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 11615 | 4311 | 7304 | 11615 | 4311 | 7304 |
Profit Streak | 0 | 0 | 563.2314 | 0 | 0 | 563.2314 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313149 | -4190 | -82543 | 153459 | -12640 | -6338 |
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{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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": [ [ 817607.5777392684, 633752.3720127909, 183855.2057264775, 4352843.1156460345, 1756583.7584476874, 2596259.357198348 ], [ 817.607578, 633.752372, 183.855206, 4352.843116, 1756.583758, 2596.259357 ], [ 0.413769, 0.320725, 0.093044, 0.192296, 0.14795, 0.166862 ], [ 10, 10, 10, 10, 10, 10 ], [ -77754, -74889, -139339, -2480923, -1745849, -1511414 ], [ 2.096468, 2.714873, 1.488832, 1.340668, 1.255287, 1.4403 ], [ 162, 81, 81, 162, 81, 81 ], [ 56, 27, 29, 56, 27, 29 ], [ 106, 54, 52, 106, 54, 52 ], [ 34.567901, 33.333333, 35.802469, 34.567901, 33.333333, 35.802469 ], [ 3.968315, 5.429746, 2.669629, 2.537692, 2.510574, 2.582606 ], [ 193374, 193374, 69537, 1313706, 1313706, 1101974 ], [ -53378, -22118, -53378, -1058512, -1058512, -638092 ], [ 71, 53, 90, 71, 53, 90 ], [ 159, 119, 197, 159, 119, 197 ], [ 25, 20, 30, 25, 20, 30 ], [ 11615, 4311, 7304, 11615, 4311, 7304 ], [ 0, 0, 563.231367, 0, 0, 563.231368 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313149, -4190, -82543, 153459, -12640, -6338 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550059200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759973590154, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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) |
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