Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686156.5073 | 534656.3313 | 151500.1759 | 2172952.5793 | 1684076.2153 | 488876.364 |
Total P&L (%) | 686.1565 | 534.6563 | 151.5002 | 2172.9526 | 1684.0762 | 488.8764 |
Avg Daily Profit (%) | 0.3471 | 0.2704 | 0.0766 | 0.1581 | 0.1459 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100236 | -102532 | -114665 | -2763192 | -2298411 | -1760259 |
Profit Factor | 2.0338 | 2.525 | 1.4838 | 1.2128 | 1.296 | 1.1081 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 37.7193 | 36.8421 | 38.5965 | 37.7193 | 36.8421 | 38.5965 |
Ratio Avg Win / Avg Loss | 3.3581 | 4.3286 | 2.3606 | 2.0025 | 2.2218 | 1.7629 |
Largest Winning Trade | 165342 | 165342 | 68612 | 1527595 | 1527595 | 1112533 |
Largest Losing Trade | -59206 | -33468 | -59206 | -1477187 | -1008194 | -1477187 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 95 | 75 | 114 | 95 | 75 | 114 |
Avg Bars in Losers | 24 | 18 | 29 | 24 | 18 | 29 |
Bars Traded | 5809 | 2263 | 3546 | 5809 | 2263 | 3546 |
Profit Streak | 0 | 0 | 547.315 | 0 | 0 | 547.315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312736 | -171996 | -272122 | 139279 | -182192 | -357500 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 2 } } }
{ "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": [ [ 686156.5072612753, 534656.3313248043, 151500.1759364708, 2172952.579267146, 1684076.2152509133, 488876.3640162321 ], [ 686.156507, 534.656331, 151.500176, 2172.952579, 1684.076215, 488.876364 ], [ 0.34707, 0.270438, 0.076631, 0.158125, 0.145857, 0.089724 ], [ 10, 10, 10, 10, 10, 10 ], [ -100236, -102532, -114665, -2763192, -2298411, -1760259 ], [ 2.033763, 2.525018, 1.483785, 1.212796, 1.296045, 1.10809 ], [ 114, 57, 57, 114, 57, 57 ], [ 43, 21, 22, 43, 21, 22 ], [ 71, 36, 35, 71, 36, 35 ], [ 37.719298, 36.842105, 38.596491, 37.719298, 36.842105, 38.596491 ], [ 3.358074, 4.328603, 2.360567, 2.002524, 2.221792, 1.762871 ], [ 165342, 165342, 68612, 1527595, 1527595, 1112533 ], [ -59206, -33468, -59206, -1477187, -1008194, -1477187 ], [ 50, 39, 62, 50, 39, 62 ], [ 95, 75, 114, 95, 75, 114 ], [ 24, 18, 29, 24, 18, 29 ], [ 5809, 2263, 3546, 5809, 2263, 3546 ], [ 0, 0, 547.314994, 0, 0, 547.314994 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312736, -171996, -272122, 139279, -182192, -357500 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550131200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759304015483, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 2 } } }
# | 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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