Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423131.3849 | 452575.5637 | -29444.1788 | -45273.5192 | 202924.3731 | -248197.8924 |
Total P&L (%) | 423.1314 | 452.5756 | -29.4442 | -45.2735 | 202.9244 | -248.1979 |
Avg Daily Profit (%) | 0.214 | 0.2289 | -0.0149 | -0.0305 | 0.0561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177015 | -170337 | -132241 | -1316146 | -940900 | -459548 |
Profit Factor | 1.4701 | 1.9167 | 0.9275 | 0.982 | 1.1319 | 0.7473 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 43.7126 | 46.4286 | 40.9639 | 43.7126 | 46.4286 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.893 | 2.2116 | 1.3367 | 1.2645 | 1.306 | 1.077 |
Largest Winning Trade | 276275 | 276275 | 54230 | 1006465 | 1006465 | 102420 |
Largest Losing Trade | -79218 | -79218 | -44922 | -745015 | -745015 | -430311 |
Avg Bars in Trades | 23 | 35 | 10 | 23 | 35 | 10 |
Avg Bars in Winners | 24 | 34 | 14 | 24 | 34 | 14 |
Avg Bars in Losers | 21 | 35 | 8 | 21 | 35 | 8 |
Bars Traded | 3857 | 2956 | 900 | 3857 | 2956 | 900 |
Profit Streak | 0 | 0 | 581.7174 | 0 | 0 | 581.7174 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312573 | 352402 | -582096 | -580403 | -195228 | -582096 |
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{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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": [ [ 423131.3848950425, 452575.5637089055, -29444.1788138634, -45273.5192468511, 202924.3731091394, -248197.8923559904 ], [ 423.131385, 452.575564, -29.444179, -45.273519, 202.924373, -248.197892 ], [ 0.213973, 0.228862, -0.01489, -0.030479, 0.056062, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177015, -170337, -132241, -1316146, -940900, -459548 ], [ 1.470121, 1.916687, 0.927538, 0.98204, 1.131885, 0.747297 ], [ 167, 84, 83, 167, 84, 83 ], [ 73, 39, 34, 73, 39, 34 ], [ 94, 45, 49, 94, 45, 49 ], [ 43.712575, 46.428571, 40.963855, 43.712575, 46.428571, 40.963855 ], [ 1.893033, 2.211562, 1.336746, 1.264545, 1.306021, 1.076986 ], [ 276275, 276275, 54230, 1006465, 1006465, 102420 ], [ -79218, -79218, -44922, -745015, -745015, -430311 ], [ 23, 35, 10, 23, 35, 10 ], [ 24, 34, 14, 24, 34, 14 ], [ 21, 35, 8, 21, 35, 8 ], [ 3857, 2956, 900, 3857, 2956, 900 ], [ 0, 0, 581.717428, 0, 0, 581.717428 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312573, 352402, -582096, -580403, -195228, -582096 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1550188800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758993185762, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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) |
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