Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696723.3889 | 563632.7626 | 133090.6263 | 1360955.1162 | 962096.9036 | 398858.2126 |
Total P&L (%) | 696.7234 | 563.6328 | 133.0906 | 1360.9551 | 962.0969 | 398.8582 |
Avg Daily Profit (%) | 0.3525 | 0.2851 | 0.0673 | 0.1358 | 0.1196 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129517 | -84927 | -181281 | -701107 | -570773 | -831359 |
Profit Factor | 1.9419 | 2.5591 | 1.3519 | 1.3338 | 1.4696 | 1.1967 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 38.0952 | 34.9206 | 41.2698 | 38.0952 | 34.9206 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.1556 | 4.7692 | 1.9239 | 2.1675 | 2.7388 | 1.703 |
Largest Winning Trade | 211315 | 211315 | 71036 | 536768 | 536768 | 353142 |
Largest Losing Trade | -53378 | -31761 | -53378 | -290777 | -231975 | -290777 |
Avg Bars in Trades | 61 | 45 | 76 | 61 | 45 | 76 |
Avg Bars in Winners | 121 | 97 | 141 | 121 | 97 | 141 |
Avg Bars in Losers | 24 | 18 | 31 | 24 | 18 | 31 |
Bars Traded | 7741 | 2895 | 4846 | 7741 | 2895 | 4846 |
Profit Streak | 0 | 0 | 491.3653 | 0 | 0 | 491.3653 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314401 | -139177 | -251292 | -14279 | -183509 | -237178 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550145600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200365056, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 19, "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": [ [ 696723.3889302977, 563632.7626236879, 133090.6263066099, 1360955.1161907902, 962096.9035689486, 398858.2126218415 ], [ 696.723389, 563.632763, 133.090626, 1360.955116, 962.096904, 398.858213 ], [ 0.352459, 0.285131, 0.067328, 0.135753, 0.119603, 0.081336 ], [ 10, 10, 10, 10, 10, 10 ], [ -129517, -84927, -181281, -701107, -570773, -831359 ], [ 1.94188, 2.559088, 1.351905, 1.333844, 1.469585, 1.196695 ], [ 126, 63, 63, 126, 63, 63 ], [ 48, 22, 26, 48, 22, 26 ], [ 78, 41, 37, 78, 41, 37 ], [ 38.095238, 34.920635, 41.269841, 38.095238, 34.920635, 41.269841 ], [ 3.155556, 4.76921, 1.923864, 2.167496, 2.738772, 1.70299 ], [ 211315, 211315, 71036, 536768, 536768, 353142 ], [ -53378, -31761, -53378, -290777, -231975, -290777 ], [ 61, 45, 76, 61, 45, 76 ], [ 121, 97, 141, 121, 97, 141 ], [ 24, 18, 31, 24, 18, 31 ], [ 7741, 2895, 4846, 7741, 2895, 4846 ], [ 0, 0, 491.365336, 0, 0, 491.365336 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314401, -139177, -251292, -14279, -183509, -237178 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550145600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759200365056, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 19, "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) |
---|