Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549540.2659 | 423022.3107 | 126517.9552 | 1765665.4257 | 775119.1667 | 990546.259 |
Total P&L (%) | 549.5403 | 423.0223 | 126.518 | 1765.6654 | 775.1192 | 990.5463 |
Avg Daily Profit (%) | 0.2779 | 0.2139 | 0.064 | 0.1481 | 0.1098 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66844 | -34722 | -109096 | -1020740 | -992382 | -726589 |
Profit Factor | 2.3192 | 4.297 | 1.4389 | 1.4294 | 1.4122 | 1.4439 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 55.5556 | 59.375 | 51.6129 | 55.5556 | 59.375 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8554 | 2.94 | 1.349 | 1.1435 | 0.9662 | 1.3536 |
Largest Winning Trade | 132800 | 132800 | 76873 | 669754 | 669754 | 549200 |
Largest Losing Trade | -54326 | -34722 | -54326 | -992382 | -992382 | -715554 |
Avg Bars in Trades | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Winners | 83 | 68 | 100 | 83 | 68 | 100 |
Avg Bars in Losers | 31 | 23 | 38 | 31 | 23 | 38 |
Bars Traded | 3794 | 1603 | 2191 | 3794 | 1603 | 2191 |
Profit Streak | 0 | 0 | 713.7242 | 0 | 0 | 713.7242 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137159 | 583285 | -105442 | -144349 | -45765 | -29107 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552953600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759987373750, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 549540.2658609623, 423022.3107039949, 126517.9551569674, 1765665.4257059367, 775119.1666586027, 990546.2590473338 ], [ 549.540266, 423.022311, 126.517955, 1765.665426, 775.119167, 990.546259 ], [ 0.277896, 0.213918, 0.063979, 0.148084, 0.109754, 0.120895 ], [ 10, 10, 10, 10, 10, 10 ], [ -66844, -34722, -109096, -1020740, -992382, -726589 ], [ 2.319235, 4.296992, 1.438911, 1.429389, 1.412191, 1.443882 ], [ 63, 32, 31, 63, 32, 31 ], [ 35, 19, 16, 35, 19, 16 ], [ 28, 13, 15, 28, 13, 15 ], [ 55.555556, 59.375, 51.612903, 55.555556, 59.375, 51.612903 ], [ 1.855388, 2.940047, 1.348979, 1.143512, 0.966236, 1.353639 ], [ 132800, 132800, 76873, 669754, 669754, 549200 ], [ -54326, -34722, -54326, -992382, -992382, -715554 ], [ 60, 50, 70, 60, 50, 70 ], [ 83, 68, 100, 83, 68, 100 ], [ 31, 23, 38, 31, 23, 38 ], [ 3794, 1603, 2191, 3794, 1603, 2191 ], [ 0, 0, 713.724233, 0, 0, 713.724233 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137159, 583285, -105442, -144349, -45765, -29107 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1552953600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759987373750, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|