Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560073.7753 | 454622.2996 | 105451.4756 | 2256578.7107 | 1189455.3496 | 1067123.3611 |
Total P&L (%) | 560.0738 | 454.6223 | 105.4515 | 2256.5787 | 1189.4554 | 1067.1234 |
Avg Daily Profit (%) | 0.2833 | 0.23 | 0.0533 | 0.16 | 0.1294 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106240 | -49710 | -133081 | -821985 | -577633 | -435779 |
Profit Factor | 2.342 | 3.8771 | 1.4066 | 1.971 | 2.2796 | 1.7653 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.4851 | 52.9412 | 50 | 51.4851 | 52.9412 | 50 |
Ratio Avg Win / Avg Loss | 2.2068 | 3.4463 | 1.4066 | 1.8573 | 2.0263 | 1.7653 |
Largest Winning Trade | 137201 | 137201 | 77927 | 732366 | 492438 | 732366 |
Largest Losing Trade | -35573 | -35573 | -32657 | -361934 | -278511 | -361934 |
Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Winners | 106 | 89 | 124 | 106 | 89 | 124 |
Avg Bars in Losers | 40 | 33 | 47 | 40 | 33 | 47 |
Bars Traded | 7508 | 3195 | 4313 | 7508 | 3195 | 4313 |
Profit Streak | 595.7628 | 627.0128 | 0 | 595.7628 | 627.0128 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513175 | -164242 | -300998 | 449447 | -194570 | -203259 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1549886400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759796308123, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 560073.7752846262, 454622.2996442997, 105451.4756403261, 2256578.7107239496, 1189455.3496155015, 1067123.361108448 ], [ 560.073775, 454.6223, 105.451476, 2256.578711, 1189.45535, 1067.123361 ], [ 0.283331, 0.229985, 0.053346, 0.159976, 0.129428, 0.124379 ], [ 10, 10, 10, 10, 10, 10 ], [ -106240, -49710, -133081, -821985, -577633, -435779 ], [ 2.341951, 3.877131, 1.406606, 1.970982, 2.279619, 1.76525 ], [ 101, 51, 50, 101, 51, 50 ], [ 52, 27, 25, 52, 27, 25 ], [ 49, 24, 25, 49, 24, 25 ], [ 51.485149, 52.941176, 50, 51.485149, 52.941176, 50 ], [ 2.206839, 3.446338, 1.406606, 1.857272, 2.026328, 1.76525 ], [ 137201, 137201, 77927, 732366, 492438, 732366 ], [ -35573, -35573, -32657, -361934, -278511, -361934 ], [ 74, 62, 86, 74, 62, 86 ], [ 106, 89, 124, 106, 89, 124 ], [ 40, 33, 47, 40, 33, 47 ], [ 7508, 3195, 4313, 7508, 3195, 4313 ], [ 595.762825, 627.012825, 0, 595.762825, 627.012825, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 513175, -164242, -300998, 449447, -194570, -203259 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1549886400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759796308123, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|