Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756855.1722 | 636437.1317 | 120418.0404 | 5151730.824 | 2578888.1355 | 2572842.6885 |
Total P&L (%) | 756.8552 | 636.4371 | 120.418 | 5151.7308 | 2578.8881 | 2572.8427 |
Avg Daily Profit (%) | 0.3827 | 0.3218 | 0.0609 | 0.2005 | 0.1664 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66065 | -74948 | -90433 | -6776310 | -7634227 | -5412223 |
Profit Factor | 2.7984 | 4.5728 | 1.4961 | 1.2328 | 1.2031 | 1.2728 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 37.6812 | 42.8571 | 32.3529 | 37.6812 | 42.8571 | 32.3529 |
Ratio Avg Win / Avg Loss | 4.6281 | 6.0971 | 3.1283 | 2.0389 | 1.6041 | 2.6614 |
Largest Winning Trade | 197158 | 197158 | 81360 | 5395929 | 4400272 | 5395929 |
Largest Losing Trade | -38949 | -37825 | -38949 | -4549715 | -4549715 | -2100230 |
Avg Bars in Trades | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Winners | 100 | 78 | 131 | 100 | 78 | 131 |
Avg Bars in Losers | 22 | 17 | 25 | 22 | 17 | 25 |
Bars Traded | 3569 | 1527 | 2042 | 3569 | 1527 | 2042 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96127 | 495840 | -116100 | -102241 | 200371 | 68348 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1557446400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759011212918, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 100, "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": [ [ 756855.1721533631, 636437.1317327563, 120418.0404206071, 5151730.823969969, 2578888.135470145, 2572842.688499824 ], [ 756.855172, 636.437132, 120.41804, 5151.730824, 2578.888135, 2572.842688 ], [ 0.382733, 0.321839, 0.060894, 0.200511, 0.166408, 0.166294 ], [ 10, 10, 10, 10, 10, 10 ], [ -66065, -74948, -90433, -6776310, -7634227, -5412223 ], [ 2.798384, 4.572801, 1.496121, 1.232801, 1.203081, 1.272823 ], [ 69, 35, 34, 69, 35, 34 ], [ 26, 15, 11, 26, 15, 11 ], [ 43, 20, 23, 43, 20, 23 ], [ 37.681159, 42.857143, 32.352941, 37.681159, 42.857143, 32.352941 ], [ 4.628097, 6.097068, 3.128254, 2.038864, 1.604108, 2.661357 ], [ 197158, 197158, 81360, 5395929, 4400272, 5395929 ], [ -38949, -37825, -38949, -4549715, -4549715, -2100230 ], [ 51, 43, 60, 51, 43, 60 ], [ 100, 78, 131, 100, 78, 131 ], [ 22, 17, 25, 22, 17, 25 ], [ 3569, 1527, 2042, 3569, 1527, 2042 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96127, 495840, -116100, -102241, 200371, 68348 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1557446400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759011212918, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 100, "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) |
---|