Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311114.7965 | 379755.73 | -68640.9334 | -19915.2073 | 7637.6146 | -27552.822 |
Total P&L (%) | 311.1148 | 379.7557 | -68.6409 | -19.9152 | 7.6376 | -27.5528 |
Avg Daily Profit (%) | 0.1923 | 0.2347 | -0.0424 | -0.0137 | 0.0045 | -0.0199 |
Buy And Hold Return (%) | 23.2814 | 23.2814 | 23.2814 | 23.2814 | 23.2814 | 23.2814 |
Max Trade Drawdown | -128872 | -126561 | -167066 | -214372 | -184195 | -105232 |
Profit Factor | 1.4699 | 2.1726 | 0.797 | 0.97 | 1.0204 | 0.9044 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 45.679 | 51.2195 | 40 | 45.679 | 51.2195 | 40 |
Ratio Avg Win / Avg Loss | 1.748 | 2.0691 | 1.1955 | 1.1535 | 0.9718 | 1.3566 |
Largest Winning Trade | 160745 | 160745 | 61870 | 97612 | 78880 | 97612 |
Largest Losing Trade | -53900 | -52180 | -53900 | -101570 | -101570 | -59390 |
Avg Bars in Trades | 233 | 223 | 244 | 233 | 223 | 244 |
Avg Bars in Winners | 359 | 330 | 397 | 359 | 330 | 397 |
Avg Bars in Losers | 128 | 111 | 142 | 128 | 111 | 142 |
Bars Traded | 18938 | 9155 | 9783 | 18938 | 9155 | 9783 |
Profit Streak | 542.171 | 542.171 | 550.5043 | 542.171 | 542.171 | 550.5043 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7210 | 461830 | -582388 | -596109 | -551518 | -582388 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580119200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759111571349, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 194, "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": [ [ 311114.7965347311, 379755.7299832898, -68640.9334485588, -19915.2073334144, 7637.6146374998, -27552.8219709143 ], [ 311.114797, 379.75573, -68.640933, -19.915207, 7.637615, -27.552822 ], [ 0.192284, 0.234707, -0.042423, -0.013725, 0.004549, -0.019918 ], [ 23.281393, 23.281393, 23.281393, 23.281393, 23.281393, 23.281393 ], [ -128872, -126561, -167066, -214372, -184195, -105232 ], [ 1.469936, 2.172572, 0.797023, 0.969961, 1.020379, 0.9044 ], [ 81, 41, 40, 81, 41, 40 ], [ 37, 21, 16, 37, 21, 16 ], [ 44, 20, 24, 44, 20, 24 ], [ 45.679012, 51.219512, 40, 45.679012, 51.219512, 40 ], [ 1.748031, 2.069116, 1.195535, 1.153467, 0.97179, 1.3566 ], [ 160745, 160745, 61870, 97612, 78880, 97612 ], [ -53900, -52180, -53900, -101570, -101570, -59390 ], [ 233, 223, 244, 233, 223, 244 ], [ 359, 330, 397, 359, 330, 397 ], [ 128, 111, 142, 128, 111, 142 ], [ 18938, 9155, 9783, 18938, 9155, 9783 ], [ 542.170965, 542.170965, 550.504298, 542.170965, 542.170965, 550.504298 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7210, 461830, -582388, -596109, -551518, -582388 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580119200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759111571349, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 194, "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) |
---|