Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615320.7162 | 571791.4067 | 43529.3095 | 239787.0994 | 150276.7804 | 89510.319 |
Total P&L (%) | 615.3207 | 571.7914 | 43.5293 | 239.7871 | 150.2768 | 89.5103 |
Avg Daily Profit (%) | 0.3112 | 0.2892 | 0.022 | 0.0619 | 0.0464 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218458 | -139741 | -197954 | -326104 | -199103 | -194239 |
Profit Factor | 1.3757 | 1.7141 | 1.052 | 1.117 | 1.1447 | 1.0885 |
Total Trades | 527 | 264 | 263 | 527 | 264 | 263 |
Winning Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Losing Trades | 334 | 173 | 161 | 334 | 173 | 161 |
Profitability (%) | 36.6224 | 34.4697 | 38.7833 | 36.6224 | 34.4697 | 38.7833 |
Ratio Avg Win / Avg Loss | 2.3807 | 3.2586 | 1.6605 | 1.933 | 2.1761 | 1.7182 |
Largest Winning Trade | 251017 | 251017 | 57529 | 176007 | 176007 | 66347 |
Largest Losing Trade | -39779 | -39779 | -29501 | -81360 | -81360 | -56531 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 5855 | 2706 | 3149 | 5855 | 2706 | 3149 |
Profit Streak | 0 | 0 | 488.6305 | 0 | 0 | 488.6305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305103 | 256052 | -330254 | -203192 | -196131 | -274389 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548604800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870470868, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42141, "nb": 0.29696, "nc": 0.5618 } } }
{ "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": [ [ 615320.7161686217, 571791.4066678131, 43529.3095008087, 239787.0993956921, 150276.7803915934, 89510.3190040992 ], [ 615.320716, 571.791407, 43.52931, 239.787099, 150.27678, 89.510319 ], [ 0.31124, 0.289222, 0.022018, 0.061888, 0.046414, 0.032341 ], [ 10, 10, 10, 10, 10, 10 ], [ -218458, -139741, -197954, -326104, -199103, -194239 ], [ 1.375686, 1.714082, 1.051999, 1.116985, 1.144674, 1.088537 ], [ 527, 264, 263, 527, 264, 263 ], [ 193, 91, 102, 193, 91, 102 ], [ 334, 173, 161, 334, 173, 161 ], [ 36.622391, 34.469697, 38.78327, 36.622391, 34.469697, 38.78327 ], [ 2.38072, 3.25864, 1.660508, 1.933021, 2.176138, 1.718181 ], [ 251017, 251017, 57529, 176007, 176007, 66347 ], [ -39779, -39779, -29501, -81360, -81360, -56531 ], [ 11, 10, 11, 11, 10, 11 ], [ 18, 17, 19, 18, 17, 19 ], [ 6, 6, 7, 6, 6, 7 ], [ 5855, 2706, 3149, 5855, 2706, 3149 ], [ 0, 0, 488.63045, 0, 0, 488.63045 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305103, 256052, -330254, -203192, -196131, -274389 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548604800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758870470868, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42141, "nb": 0.29696, "nc": 0.5618 } } }
# | 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) |
---|