Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172215.0541 | 112178.0988 | 60036.9553 | 116165.4861 | 81590.2205 | 34575.2656 |
Total P&L (%) | 172.2151 | 112.1781 | 60.037 | 116.1655 | 81.5902 | 34.5753 |
Avg Daily Profit (%) | 0.2984 | 0.1944 | 0.104 | 0.1337 | 0.1034 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111903 | -45675 | -87796 | -286481 | -109279 | -244076 |
Profit Factor | 1.4407 | 1.5244 | 1.3394 | 1.117 | 1.1578 | 1.0726 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 45.8333 | 38.8889 | 52.7778 | 45.8333 | 38.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.7026 | 2.3955 | 1.1984 | 1.32 | 1.8194 | 0.9597 |
Largest Winning Trade | 103350 | 103350 | 24657 | 126560 | 126560 | 49183 |
Largest Losing Trade | -22057 | -19261 | -22057 | -88007 | -53353 | -88007 |
Avg Bars in Trades | 92 | 79 | 105 | 92 | 79 | 105 |
Avg Bars in Winners | 104 | 94 | 110 | 104 | 94 | 110 |
Avg Bars in Losers | 82 | 69 | 99 | 82 | 69 | 99 |
Bars Traded | 13308 | 5709 | 7599 | 13308 | 5709 | 7599 |
Profit Streak | 0 | 0 | 501.8687 | 0 | 0 | 501.8687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319944 | -74029 | -133057 | -108084 | -184884 | -347844 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669532400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760205059590, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 224, "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": [ [ 172215.0541286434, 112178.0988387253, 60036.9552899181, 116165.4861108421, 81590.2205428538, 34575.2655679882 ], [ 172.215054, 112.178099, 60.036955, 116.165486, 81.590221, 34.575266 ], [ 0.298425, 0.194389, 0.104036, 0.133671, 0.103433, 0.051471 ], [ 10, 10, 10, 10, 10, 10 ], [ -111903, -45675, -87796, -286481, -109279, -244076 ], [ 1.440653, 1.524411, 1.339373, 1.116955, 1.157815, 1.072599 ], [ 144, 72, 72, 144, 72, 72 ], [ 66, 28, 38, 66, 28, 38 ], [ 78, 44, 34, 78, 44, 34 ], [ 45.833333, 38.888889, 52.777778, 45.833333, 38.888889, 52.777778 ], [ 1.702589, 2.395503, 1.198386, 1.320037, 1.819424, 0.959693 ], [ 103350, 103350, 24657, 126560, 126560, 49183 ], [ -22057, -19261, -22057, -88007, -53353, -88007 ], [ 92, 79, 105, 92, 79, 105 ], [ 104, 94, 110, 104, 94, 110 ], [ 82, 69, 99, 82, 69, 99 ], [ 13308, 5709, 7599, 13308, 5709, 7599 ], [ 0, 0, 501.868745, 0, 0, 501.868745 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319944, -74029, -133057, -108084, -184884, -347844 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669532400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760205059590, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 224, "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) |
---|