Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487693.2966 | 438807.6831 | 48885.6135 | 339150.8203 | -158648.9395 | 497799.7598 |
Total P&L (%) | 487.6933 | 438.8077 | 48.8856 | 339.1508 | -158.6489 | 497.7998 |
Avg Daily Profit (%) | 0.2466 | 0.2219 | 0.0247 | 0.0749 | 0 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174165 | -134099 | -115745 | -2406845 | -1884005 | -656519 |
Profit Factor | 1.7495 | 2.2543 | 1.1625 | 1.0757 | 0.9384 | 1.2617 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 55.6701 | 52.0833 | 59.1837 | 55.6701 | 52.0833 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.3931 | 2.074 | 0.8017 | 0.8566 | 0.8633 | 0.8702 |
Largest Winning Trade | 126730 | 126730 | 74389 | 988685 | 600563 | 988685 |
Largest Losing Trade | -54938 | -54938 | -48938 | -555300 | -546758 | -555300 |
Avg Bars in Trades | 37 | 48 | 27 | 37 | 48 | 27 |
Avg Bars in Winners | 45 | 62 | 31 | 45 | 62 | 31 |
Avg Bars in Losers | 28 | 34 | 21 | 28 | 34 | 21 |
Bars Traded | 3684 | 2339 | 1346 | 3684 | 2339 | 1346 |
Profit Streak | 492.6231 | 0 | 493.1231 | 492.6231 | 0 | 493.1231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424906 | 448488 | -202595 | -230309 | -580419 | -71858 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551009600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758855439014, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 1.30699 } } }
{ "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": [ [ 487693.2965871997, 438807.6830558149, 48885.6135313846, 339150.8203089688, -158648.9394503106, 497799.7597592799 ], [ 487.693297, 438.807683, 48.885614, 339.15082, -158.648939, 497.79976 ], [ 0.246621, 0.2219, 0.024721, 0.074853, 0, 0.090462 ], [ 10, 10, 10, 10, 10, 10 ], [ -174165, -134099, -115745, -2406845, -1884005, -656519 ], [ 1.749472, 2.254304, 1.162479, 1.075735, 0.938419, 1.26174 ], [ 97, 48, 49, 97, 48, 49 ], [ 54, 25, 29, 54, 25, 29 ], [ 43, 23, 20, 43, 23, 20 ], [ 55.670103, 52.083333, 59.183673, 55.670103, 52.083333, 59.183673 ], [ 1.393098, 2.073959, 0.801709, 0.856603, 0.863346, 0.870166 ], [ 126730, 126730, 74389, 988685, 600563, 988685 ], [ -54938, -54938, -48938, -555300, -546758, -555300 ], [ 37, 48, 27, 37, 48, 27 ], [ 45, 62, 31, 45, 62, 31 ], [ 28, 34, 21, 28, 34, 21 ], [ 3684, 2339, 1346, 3684, 2339, 1346 ], [ 492.623137, 0, 493.123137, 492.623137, 0, 493.123137 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424906, 448488, -202595, -230309, -580419, -71858 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551009600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758855439014, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 1.30699 } } }
# | 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) |
---|