Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203390.0894 | 307736.728 | -104346.6386 | -85529.7102 | 9734.0981 | -95263.8083 |
Total P&L (%) | 203.3901 | 307.7367 | -104.3466 | -85.5297 | 9.7341 | -95.2638 |
Avg Daily Profit (%) | 0.1029 | 0.1557 | -0.0528 | -0.0977 | 0.0047 | -0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214560 | -186347 | -118649 | -249363 | -182939 | -97814 |
Profit Factor | 1.3307 | 1.73 | 0.4606 | 0.8331 | 1.0268 | 0.3623 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 65.0602 | 73.1707 | 57.1429 | 65.0602 | 73.1707 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.7146 | 0.6343 | 0.3455 | 0.4474 | 0.3765 | 0.2718 |
Largest Winning Trade | 100295 | 100295 | 13202 | 97364 | 97364 | 11322 |
Largest Losing Trade | -84609 | -84609 | -56741 | -160206 | -160206 | -64839 |
Avg Bars in Trades | 65 | 128 | 3 | 65 | 128 | 3 |
Avg Bars in Winners | 28 | 49 | 2 | 28 | 49 | 2 |
Avg Bars in Losers | 133 | 343 | 4 | 133 | 343 | 4 |
Bars Traded | 5422 | 5280 | 142 | 5422 | 5280 | 142 |
Profit Streak | 670.4278 | 761.4278 | 670.4278 | 670.4278 | 761.4278 | 670.4278 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54730 | 437195 | -578573 | -578477 | -540612 | -578573 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548662400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760033758687, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 203390.0894044989, 307736.727997768, -104346.6385932693, -85529.7101694976, 9734.0980842383, -95263.808253736 ], [ 203.390089, 307.736728, -104.346639, -85.52971, 9.734098, -95.263808 ], [ 0.102878, 0.155658, -0.05278, -0.09773, 0.004699, -0.154152 ], [ 10, 10, 10, 10, 10, 10 ], [ -214560, -186347, -118649, -249363, -182939, -97814 ], [ 1.330705, 1.729985, 0.460611, 0.83307, 1.026818, 0.362334 ], [ 83, 41, 42, 83, 41, 42 ], [ 54, 30, 24, 54, 30, 24 ], [ 29, 11, 18, 29, 11, 18 ], [ 65.060241, 73.170732, 57.142857, 65.060241, 73.170732, 57.142857 ], [ 0.714638, 0.634328, 0.345458, 0.447389, 0.3765, 0.271751 ], [ 100295, 100295, 13202, 97364, 97364, 11322 ], [ -84609, -84609, -56741, -160206, -160206, -64839 ], [ 65, 128, 3, 65, 128, 3 ], [ 28, 49, 2, 28, 49, 2 ], [ 133, 343, 4, 133, 343, 4 ], [ 5422, 5280, 142, 5422, 5280, 142 ], [ 670.427762, 761.427762, 670.427762, 670.427763, 761.427763, 670.427763 ], [ 4, 5, 2, 4, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54730, 437195, -578573, -578477, -540612, -578573 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548662400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760033758687, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 31, "offset": 0, "scalar": 3 } } }
# | 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) |
---|