Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621974.991 | 507038.5496 | 114936.4414 | 1088547.01 | -1875413.5879 | 2963960.5979 |
Total P&L (%) | 621.975 | 507.0386 | 114.9364 | 1088.547 | -1875.4136 | 2963.9606 |
Avg Daily Profit (%) | 0.3148 | 0.2566 | 0.0582 | 0.1253 | 0 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198412 | -161611 | -95755 | -6523848 | -5343693 | -1663010 |
Profit Factor | 1.537 | 1.8205 | 1.2128 | 1.0647 | 0.8181 | 1.4541 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Losing Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Profitability (%) | 50.2976 | 51.1905 | 49.4048 | 50.2976 | 51.1905 | 49.4048 |
Ratio Avg Win / Avg Loss | 1.5188 | 1.7358 | 1.242 | 1.0521 | 0.78 | 1.4891 |
Largest Winning Trade | 147384 | 147384 | 54708 | 1965120 | 1965120 | 1804531 |
Largest Losing Trade | -36391 | -36391 | -31756 | -2572584 | -2572584 | -547642 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 11745 | 5523 | 6222 | 11745 | 5523 | 6222 |
Profit Streak | 0 | 0 | 505.7658 | 0 | 0 | 505.7658 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484467 | 448346 | -115023 | -172874 | -580299 | 342449 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1547798400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759544567496, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 3 } }, "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": [ [ 621974.9910133529, 507038.5496132533, 114936.4414001006, 1088547.0100049656, -1875413.5879173428, 2963960.5979223116 ], [ 621.974991, 507.03855, 114.936441, 1088.54701, -1875.413588, 2963.960598 ], [ 0.314765, 0.256598, 0.058166, 0.125348, 0, 0.173343 ], [ 10, 10, 10, 10, 10, 10 ], [ -198412, -161611, -95755, -6523848, -5343693, -1663010 ], [ 1.537005, 1.820468, 1.21275, 1.064651, 0.81809, 1.454066 ], [ 336, 168, 168, 336, 168, 168 ], [ 169, 86, 83, 169, 86, 83 ], [ 167, 82, 85, 167, 82, 85 ], [ 50.297619, 51.190476, 49.404762, 50.297619, 51.190476, 49.404762 ], [ 1.518815, 1.735795, 1.241972, 1.052052, 0.780039, 1.489104 ], [ 147384, 147384, 54708, 1965120, 1965120, 1804531 ], [ -36391, -36391, -31756, -2572584, -2572584, -547642 ], [ 34, 32, 37, 34, 32, 37 ], [ 44, 43, 46, 44, 43, 46 ], [ 25, 21, 28, 25, 21, 28 ], [ 11745, 5523, 6222, 11745, 5523, 6222 ], [ 0, 0, 505.765827, 0, 0, 505.765827 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 484467, 448346, -115023, -172874, -580299, 342449 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1547798400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759544567496, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 3 } }, "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) |
---|