Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484689.28 | 534503.6982 | -49814.4182 | -41521.3145 | 607176.0733 | -648697.3878 |
Total P&L (%) | 484.6893 | 534.5037 | -49.8144 | -41.5213 | 607.1761 | -648.6974 |
Avg Daily Profit (%) | 0.2452 | 0.2704 | -0.0252 | -0.0271 | 0.099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321457 | -220146 | -128123 | -4926779 | -2898936 | -2054039 |
Profit Factor | 1.8432 | 2.3719 | 0.731 | 0.9933 | 1.1505 | 0.6954 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 53.4247 | 50 | 56.7568 | 53.4247 | 50 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.6069 | 2.3719 | 0.5569 | 0.8659 | 1.1505 | 0.5298 |
Largest Winning Trade | 243888 | 243888 | 26303 | 1479090 | 1479090 | 385338 |
Largest Losing Trade | -78818 | -78818 | -34309 | -1515579 | -1515579 | -927305 |
Avg Bars in Trades | 101 | 192 | 12 | 101 | 192 | 12 |
Avg Bars in Winners | 56 | 107 | 13 | 56 | 107 | 13 |
Avg Bars in Losers | 152 | 277 | 12 | 152 | 277 | 12 |
Bars Traded | 7394 | 6923 | 471 | 7394 | 6923 | 471 |
Profit Streak | 0 | 582.1289 | 0 | 0 | 582.1289 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64050 | 508097 | -579618 | -656333 | -114365 | -579618 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1548439200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758834339705, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 3.47233 } }, "second_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 3 } } }
{ "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": [ [ 484689.2800337527, 534503.6982146873, -49814.4181809347, -41521.3144943097, 607176.0733191851, -648697.3878134945 ], [ 484.68928, 534.503698, -49.814418, -41.521314, 607.176073, -648.697388 ], [ 0.245195, 0.270395, -0.0252, -0.027137, 0.099005, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -321457, -220146, -128123, -4926779, -2898936, -2054039 ], [ 1.843246, 2.371871, 0.730985, 0.993263, 1.150535, 0.695407 ], [ 73, 36, 37, 73, 36, 37 ], [ 39, 18, 21, 39, 18, 21 ], [ 34, 18, 16, 34, 18, 16 ], [ 53.424658, 50, 56.756757, 53.424658, 50, 56.756757 ], [ 1.606932, 2.371871, 0.556941, 0.865922, 1.150535, 0.529834 ], [ 243888, 243888, 26303, 1479090, 1479090, 385338 ], [ -78818, -78818, -34309, -1515579, -1515579, -927305 ], [ 101, 192, 12, 101, 192, 12 ], [ 56, 107, 13, 56, 107, 13 ], [ 152, 277, 12, 152, 277, 12 ], [ 7394, 6923, 471, 7394, 6923, 471 ], [ 0, 582.128932, 0, 0, 582.128932, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64050, 508097, -579618, -656333, -114365, -579618 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1548439200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758834339705, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 3.47233 } }, "second_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 3 } } }
# | 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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