Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422562.7955 | 1479059.9057 | -56497.1102 | -81869.3503 | 535061.4348 | -616930.7851 |
Total P&L (%) | 1422.5628 | 1479.0599 | -56.4971 | -81.8694 | 535.0614 | -616.9308 |
Avg Daily Profit (%) | 0.7194 | 0.7479 | -0.0286 | -0.0863 | 0.0935 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -379691 | -260227 | -140650 | -2397369 | -1553127 | -1263131 |
Profit Factor | 3.5226 | 4.9526 | 0.7022 | 0.9796 | 1.206 | 0.5662 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 49.3151 | 37.8378 | 61.1111 | 49.3151 | 37.8378 | 61.1111 |
Ratio Avg Win / Avg Loss | 3.6205 | 8.1364 | 0.4469 | 1.0068 | 1.9812 | 0.3603 |
Largest Winning Trade | 1752319 | 1752319 | 22493 | 2049469 | 2049469 | 294079 |
Largest Losing Trade | -58588 | -58588 | -53139 | -1139748 | -1139748 | -507153 |
Avg Bars in Trades | 50 | 83 | 17 | 50 | 83 | 17 |
Avg Bars in Winners | 57 | 121 | 17 | 57 | 121 | 17 |
Avg Bars in Losers | 44 | 60 | 18 | 44 | 60 | 18 |
Bars Traded | 3718 | 3076 | 642 | 3718 | 3076 | 642 |
Profit Streak | 0 | 0 | 825.3011 | 0 | 0 | 825.3011 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57355 | 567250 | -578479 | -655655 | -71796 | -578479 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758957213124, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 5 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1422562.7954665974, 1479059.9056767502, -56497.1102101529, -81869.3502725987, 535061.4348184569, -616930.7850910558 ], [ 1422.562795, 1479.059906, -56.49711, -81.86935, 535.061435, -616.930785 ], [ 0.719374, 0.747944, -0.02857, -0.086312, 0.093523, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -379691, -260227, -140650, -2397369, -1553127, -1263131 ], [ 3.52263, 4.952563, 0.702204, 0.979636, 1.205951, 0.566219 ], [ 73, 37, 36, 73, 37, 36 ], [ 36, 14, 22, 36, 14, 22 ], [ 37, 23, 14, 37, 23, 14 ], [ 49.315068, 37.837838, 61.111111, 49.315068, 37.837838, 61.111111 ], [ 3.620481, 8.136354, 0.446857, 1.006848, 1.981206, 0.360321 ], [ 1752319, 1752319, 22493, 2049469, 2049469, 294079 ], [ -58588, -58588, -53139, -1139748, -1139748, -507153 ], [ 50, 83, 17, 50, 83, 17 ], [ 57, 121, 17, 57, 121, 17 ], [ 44, 60, 18, 44, 60, 18 ], [ 3718, 3076, 642, 3718, 3076, 642 ], [ 0, 0, 825.301078, 0, 0, 825.301078 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57355, 567250, -578479, -655655, -71796, -578479 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758957213124, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 5 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|