Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205685.904 | 126919.6686 | 78766.2354 | 238782.6083 | 160022.864 | 78759.7442 |
Total P&L (%) | 205.6859 | 126.9197 | 78.7662 | 238.7826 | 160.0229 | 78.7597 |
Avg Daily Profit (%) | 0.3564 | 0.2199 | 0.1365 | 0.2117 | 0.1657 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93343 | -54076 | -69944 | -330126 | -179259 | -261066 |
Profit Factor | 1.5238 | 1.586 | 1.4473 | 1.2084 | 1.2552 | 1.1518 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 46.8085 | 43.662 | 50 | 46.8085 | 43.662 | 50 |
Ratio Avg Win / Avg Loss | 1.7316 | 2.0464 | 1.4473 | 1.3732 | 1.6197 | 1.1518 |
Largest Winning Trade | 89570 | 89570 | 27180 | 188331 | 188331 | 63665 |
Largest Losing Trade | -22655 | -18095 | -22655 | -117477 | -68745 | -117477 |
Avg Bars in Trades | 94 | 79 | 108 | 94 | 79 | 108 |
Avg Bars in Winners | 114 | 97 | 129 | 114 | 97 | 129 |
Avg Bars in Losers | 76 | 65 | 88 | 76 | 65 | 88 |
Bars Traded | 13295 | 5669 | 7625 | 13295 | 5669 | 7625 |
Profit Streak | 479.9642 | 479.9642 | 498.7976 | 479.9642 | 479.9642 | 498.7976 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404031 | -78494 | -103346 | 250105 | -80979 | -205601 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669572000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758910108626, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 159, "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": [ [ 205685.9040014473, 126919.6686072459, 78766.2353942012, 238782.6082620714, 160022.8640317395, 78759.7442303319 ], [ 205.685904, 126.919669, 78.766235, 238.782608, 160.022864, 78.759744 ], [ 0.356425, 0.219934, 0.136491, 0.211666, 0.165729, 0.100708 ], [ 10, 10, 10, 10, 10, 10 ], [ -93343, -54076, -69944, -330126, -179259, -261066 ], [ 1.523775, 1.585956, 1.447291, 1.20839, 1.255234, 1.151788 ], [ 141, 71, 70, 141, 71, 70 ], [ 66, 31, 35, 66, 31, 35 ], [ 75, 40, 35, 75, 40, 35 ], [ 46.808511, 43.661972, 50, 46.808511, 43.661972, 50 ], [ 1.731563, 2.046395, 1.447291, 1.37317, 1.619656, 1.151788 ], [ 89570, 89570, 27180, 188331, 188331, 63665 ], [ -22655, -18095, -22655, -117477, -68745, -117477 ], [ 94, 79, 108, 94, 79, 108 ], [ 114, 97, 129, 114, 97, 129 ], [ 76, 65, 88, 76, 65, 88 ], [ 13295, 5669, 7625, 13295, 5669, 7625 ], [ 479.96422, 479.96422, 498.797553, 479.96422, 479.96422, 498.797554 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404031, -78494, -103346, 250105, -80979, -205601 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669572000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758910108626, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 159, "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) |
---|