Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345940.7129 | 342083.7716 | 3856.9414 | 50583.6121 | -271700.5111 | 322284.1232 |
Total P&L (%) | 345.9407 | 342.0838 | 3.8569 | 50.5836 | -271.7005 | 322.2841 |
Avg Daily Profit (%) | 0.175 | 0.1731 | 0.002 | 0.0207 | 0 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210942 | -165035 | -77627 | -1425740 | -1280392 | -204192 |
Profit Factor | 1.5808 | 1.872 | 1.019 | 1.0224 | 0.8501 | 1.7149 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 45.5696 | 43.5897 | 47.5 | 45.5696 | 43.5897 | 47.5 |
Ratio Avg Win / Avg Loss | 1.8881 | 2.4226 | 1.1262 | 1.2211 | 1.1001 | 1.8954 |
Largest Winning Trade | 132827 | 132827 | 68145 | 681660 | 681660 | 294160 |
Largest Losing Trade | -39682 | -39682 | -30884 | -607143 | -607143 | -107217 |
Avg Bars in Trades | 92 | 158 | 28 | 92 | 158 | 28 |
Avg Bars in Winners | 127 | 233 | 33 | 127 | 233 | 33 |
Avg Bars in Losers | 63 | 99 | 24 | 63 | 99 | 24 |
Bars Traded | 7321 | 6167 | 1155 | 7321 | 6167 | 1155 |
Profit Streak | 587.1108 | 591.3608 | 587.1108 | 587.1108 | 591.3608 | 587.1108 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21723 | 325985 | -555731 | -394471 | -581000 | -92440 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550858400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789570786, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "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": [ [ 345940.7129252929, 342083.7715636199, 3856.941361673, 50583.6120948162, -271700.511136777, 322284.1232315933 ], [ 345.940713, 342.083772, 3.856941, 50.583612, -271.700511, 322.284123 ], [ 0.175005, 0.173054, 0.001951, 0.02071, 0, 0.072899 ], [ 10, 10, 10, 10, 10, 10 ], [ -210942, -165035, -77627, -1425740, -1280392, -204192 ], [ 1.580771, 1.872028, 1.018965, 1.02235, 0.85009, 1.714912 ], [ 79, 39, 40, 79, 39, 40 ], [ 36, 17, 19, 36, 17, 19 ], [ 43, 22, 21, 43, 22, 21 ], [ 45.56962, 43.589744, 47.5, 45.56962, 43.589744, 47.5 ], [ 1.888143, 2.422625, 1.126224, 1.221141, 1.100117, 1.895429 ], [ 132827, 132827, 68145, 681660, 681660, 294160 ], [ -39682, -39682, -30884, -607143, -607143, -107217 ], [ 92, 158, 28, 92, 158, 28 ], [ 127, 233, 33, 127, 233, 33 ], [ 63, 99, 24, 63, 99, 24 ], [ 7321, 6167, 1155, 7321, 6167, 1155 ], [ 587.110773, 591.360773, 587.110773, 587.110773, 591.360773, 587.110773 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21723, 325985, -555731, -394471, -581000, -92440 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550858400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758789570786, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "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) |
---|