Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231636.7832 | 168555.9807 | 63080.8024 | 458012.1989 | 254425.2856 | 203586.9133 |
Total P&L (%) | 231.6368 | 168.556 | 63.0808 | 458.0122 | 254.4253 | 203.5869 |
Avg Daily Profit (%) | 0.4014 | 0.2921 | 0.1093 | 0.2984 | 0.2195 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41273 | -44031 | -19803 | -328688 | -353857 | -56492 |
Profit Factor | 2.2196 | 2.1808 | 2.337 | 1.6256 | 1.4209 | 2.5949 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 62.3188 | 64.7059 | 60 | 62.3188 | 64.7059 | 60 |
Ratio Avg Win / Avg Loss | 1.3421 | 1.1896 | 1.558 | 0.9829 | 0.7751 | 1.73 |
Largest Winning Trade | 58648 | 58648 | 10583 | 236712 | 236712 | 44215 |
Largest Losing Trade | -36742 | -36742 | -19803 | -293623 | -293623 | -54584 |
Avg Bars in Trades | 173 | 315 | 35 | 173 | 315 | 35 |
Avg Bars in Winners | 103 | 172 | 31 | 103 | 172 | 31 |
Avg Bars in Losers | 288 | 579 | 39 | 288 | 579 | 39 |
Bars Traded | 11968 | 10742 | 1226 | 11968 | 10742 | 1226 |
Profit Streak | 511.5399 | 512.3315 | 511.5399 | 511.5399 | 512.3315 | 511.5399 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90984 | 500579 | -41214 | -94678 | 338499 | 517057 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669302000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760126245603, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 231636.7831620879, 168555.9807353902, 63080.8024266975, 458012.198911684, 254425.2855754404, 203586.9133362437 ], [ 231.636783, 168.555981, 63.080802, 458.012199, 254.425286, 203.586913 ], [ 0.401395, 0.292084, 0.10931, 0.29836, 0.219504, 0.192619 ], [ 10, 10, 10, 10, 10, 10 ], [ -41273, -44031, -19803, -328688, -353857, -56492 ], [ 2.219635, 2.180845, 2.336991, 1.62563, 1.42093, 2.594939 ], [ 69, 34, 35, 69, 34, 35 ], [ 43, 22, 21, 43, 22, 21 ], [ 26, 12, 14, 26, 12, 14 ], [ 62.318841, 64.705882, 60, 62.318841, 64.705882, 60 ], [ 1.342105, 1.189552, 1.557994, 0.982939, 0.775053, 1.729959 ], [ 58648, 58648, 10583, 236712, 236712, 44215 ], [ -36742, -36742, -19803, -293623, -293623, -54584 ], [ 173, 315, 35, 173, 315, 35 ], [ 103, 172, 31, 103, 172, 31 ], [ 288, 579, 39, 288, 579, 39 ], [ 11968, 10742, 1226, 11968, 10742, 1226 ], [ 511.53988, 512.331546, 511.53988, 511.53988, 512.331546, 511.53988 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90984, 500579, -41214, -94678, 338499, 517057 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669302000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760126245603, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "offset": 0, "scalar": 3 } } }
# | 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) |
---|