Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816337.3446 | 643100.9623 | 173236.3823 | 5337775.1357 | 1881700.1336 | 3456075.002 |
Total P&L (%) | 816.3373 | 643.101 | 173.2364 | 5337.7751 | 1881.7001 | 3456.075 |
Avg Daily Profit (%) | 0.4129 | 0.3253 | 0.0876 | 0.2023 | 0.1512 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76083 | -77945 | -121723 | -4180402 | -3772286 | -3126309 |
Profit Factor | 2.0196 | 2.5103 | 1.4622 | 1.334 | 1.2043 | 1.5105 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 32.3009 | 29.2035 | 35.3982 | 32.3009 | 29.2035 | 35.3982 |
Ratio Avg Win / Avg Loss | 4.2329 | 6.0855 | 2.6685 | 2.7959 | 2.9194 | 2.7567 |
Largest Winning Trade | 188154 | 188154 | 74916 | 2602311 | 2311214 | 2602311 |
Largest Losing Trade | -33322 | -21273 | -33322 | -2274466 | -1017951 | -2274466 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5820 | 2728 | 3092 | 5820 | 2728 | 3092 |
Profit Streak | 507.8201 | 522.4867 | 0 | 507.8201 | 522.4867 | 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 | 318866 | 115689 | -79439 | 166391 | -2449 | 169233 |
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{ "first_band": { "type": "alma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 816337.3446213685, 643100.9623123916, 173236.3823089766, 5337775.135655496, 1881700.1336333326, 3456075.002022166 ], [ 816.337345, 643.100962, 173.236382, 5337.775136, 1881.700134, 3456.075002 ], [ 0.412917, 0.325291, 0.087626, 0.202327, 0.151178, 0.180803 ], [ 10, 10, 10, 10, 10, 10 ], [ -76083, -77945, -121723, -4180402, -3772286, -3126309 ], [ 2.01964, 2.510275, 1.462215, 1.333984, 1.204251, 1.510541 ], [ 226, 113, 113, 226, 113, 113 ], [ 73, 33, 40, 73, 33, 40 ], [ 153, 80, 73, 153, 80, 73 ], [ 32.300885, 29.20354, 35.39823, 32.300885, 29.20354, 35.39823 ], [ 4.232943, 6.085514, 2.668542, 2.795885, 2.919396, 2.756738 ], [ 188154, 188154, 74916, 2602311, 2311214, 2602311 ], [ -33322, -21273, -33322, -2274466, -1017951, -2274466 ], [ 25, 24, 27, 25, 24, 27 ], [ 58, 60, 56, 58, 60, 56 ], [ 10, 9, 11, 10, 9, 11 ], [ 5820, 2728, 3092, 5820, 2728, 3092 ], [ 507.820072, 522.486739, 0, 507.820072, 522.486739, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318866, 115689, -79439, 166391, -2449, 169233 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549152000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759606854240, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
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