Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561152.6349 | 490993.5826 | 70159.0523 | 319071.2396 | 36458.7542 | 282612.4855 |
Total P&L (%) | 561.1526 | 490.9936 | 70.1591 | 319.0712 | 36.4588 | 282.6125 |
Avg Daily Profit (%) | 0.2838 | 0.2483 | 0.0355 | 0.0725 | 0.0157 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129785 | -122647 | -161833 | -371150 | -465179 | -211556 |
Profit Factor | 1.8316 | 2.1842 | 1.2696 | 1.1996 | 1.0324 | 1.5994 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.7735 | 4.2228 | 1.5235 | 1.8166 | 1.9959 | 1.9193 |
Largest Winning Trade | 194344 | 194344 | 68608 | 227560 | 218996 | 227560 |
Largest Losing Trade | -46186 | -45471 | -46186 | -254297 | -254297 | -74292 |
Avg Bars in Trades | 41 | 44 | 37 | 41 | 44 | 37 |
Avg Bars in Winners | 72 | 83 | 64 | 72 | 83 | 64 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 3650 | 1979 | 1671 | 3650 | 1979 | 1671 |
Profit Streak | 0 | 0 | 649.1007 | 0 | 0 | 649.1007 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305516 | 218200 | -145243 | -99731 | -364338 | -100027 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1559044800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112702435, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 211, "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": [ [ 561152.6349185626, 490993.58263907, 70159.0522794926, 319071.2396265742, 36458.7541511915, 282612.4854753825 ], [ 561.152635, 490.993583, 70.159052, 319.07124, 36.458754, 282.612485 ], [ 0.283769, 0.24829, 0.035479, 0.072485, 0.015721, 0.067879 ], [ 10, 10, 10, 10, 10, 10 ], [ -129785, -122647, -161833, -371150, -465179, -211556 ], [ 1.831552, 2.184225, 1.26962, 1.199624, 1.032353, 1.59942 ], [ 88, 44, 44, 88, 44, 44 ], [ 35, 15, 20, 35, 15, 20 ], [ 53, 29, 24, 53, 29, 24 ], [ 39.772727, 34.090909, 45.454545, 39.772727, 34.090909, 45.454545 ], [ 2.773493, 4.222836, 1.523544, 1.816573, 1.995883, 1.919304 ], [ 194344, 194344, 68608, 227560, 218996, 227560 ], [ -46186, -45471, -46186, -254297, -254297, -74292 ], [ 41, 44, 37, 41, 44, 37 ], [ 72, 83, 64, 72, 83, 64 ], [ 20, 24, 15, 20, 24, 15 ], [ 3650, 1979, 1671, 3650, 1979, 1671 ], [ 0, 0, 649.100722, 0, 0, 649.100723 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305516, 218200, -145243, -99731, -364338, -100027 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1559044800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112702435, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 211, "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) |
---|