Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493615.4836 | 442084.9388 | 51530.5447 | 109236.1253 | -93579.44 | 202815.5653 |
Total P&L (%) | 493.6155 | 442.0849 | 51.5305 | 109.2361 | -93.5794 | 202.8156 |
Avg Daily Profit (%) | 0.2498 | 0.2237 | 0.0261 | 0.0374 | -0.1389 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148902 | -118853 | -121560 | -1059279 | -1132033 | -602165 |
Profit Factor | 1.2739 | 1.4667 | 1.0603 | 1.0147 | 0.9768 | 1.0595 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 301 | 144 | 157 | 301 | 144 | 157 |
Losing Trades | 265 | 139 | 126 | 265 | 139 | 126 |
Profitability (%) | 53.1802 | 50.8834 | 55.477 | 53.1802 | 50.8834 | 55.477 |
Ratio Avg Win / Avg Loss | 1.1215 | 1.4158 | 0.8509 | 0.8933 | 0.9429 | 0.8503 |
Largest Winning Trade | 181817 | 181817 | 60230 | 363301 | 363301 | 328913 |
Largest Losing Trade | -31630 | -29942 | -31630 | -262250 | -262250 | -249744 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 11716 | 5356 | 6360 | 11716 | 5356 | 6360 |
Profit Streak | 0 | 0 | 496.931 | 0 | 0 | 496.931 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418254 | 368774 | -311919 | -345376 | -579461 | -271448 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758795639724, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 493615.4835567416, 442084.9388166296, 51530.5447401124, 109236.1253472566, -93579.4399795354, 202815.5653267923 ], [ 493.615484, 442.084939, 51.530545, 109.236125, -93.57944, 202.815565 ], [ 0.249805, 0.223727, 0.026078, 0.03737, -0.138854, 0.056086 ], [ 10, 10, 10, 10, 10, 10 ], [ -148902, -118853, -121560, -1059279, -1132033, -602165 ], [ 1.27386, 1.466748, 1.06025, 1.014682, 0.976804, 1.059549 ], [ 566, 283, 283, 566, 283, 283 ], [ 301, 144, 157, 301, 144, 157 ], [ 265, 139, 126, 265, 139, 126 ], [ 53.180212, 50.883392, 55.477032, 53.180212, 50.883392, 55.477032 ], [ 1.121505, 1.415819, 0.850901, 0.893325, 0.942887, 0.850339 ], [ 181817, 181817, 60230, 363301, 363301, 328913 ], [ -31630, -29942, -31630, -262250, -262250, -249744 ], [ 20, 18, 22, 20, 18, 22 ], [ 23, 21, 24, 23, 21, 24 ], [ 18, 16, 20, 18, 16, 20 ], [ 11716, 5356, 6360, 11716, 5356, 6360 ], [ 0, 0, 496.931015, 0, 0, 496.931015 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418254, 368774, -311919, -345376, -579461, -271448 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758795639724, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|