Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780729.7358 | 612101.4614 | 168628.2744 | 3575622.3226 | 2632346.0344 | 943276.2882 |
Total P&L (%) | 780.7297 | 612.1015 | 168.6283 | 3575.6223 | 2632.346 | 943.2763 |
Avg Daily Profit (%) | 0.395 | 0.3097 | 0.0853 | 0.1825 | 0.1675 | 0.1187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145471 | -130211 | -93919 | -3795833 | -3100393 | -1845662 |
Profit Factor | 2.1983 | 2.7574 | 1.5561 | 1.2966 | 1.3948 | 1.1751 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 47.3214 | 44.6429 | 50 | 47.3214 | 44.6429 | 50 |
Ratio Avg Win / Avg Loss | 2.4472 | 3.4192 | 1.5561 | 1.4434 | 1.7296 | 1.1751 |
Largest Winning Trade | 209564 | 209564 | 70783 | 1931324 | 1931324 | 1917784 |
Largest Losing Trade | -65928 | -34022 | -65928 | -1574259 | -1574259 | -1288936 |
Avg Bars in Trades | 69 | 64 | 73 | 69 | 64 | 73 |
Avg Bars in Winners | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 7758 | 3627 | 4131 | 7758 | 3627 | 4131 |
Profit Streak | 0 | 0 | 557.8519 | 0 | 0 | 557.8519 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473145 | -167901 | -255776 | 259457 | -172604 | -241566 |
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{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 3.49692 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
{ "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": [ [ 780729.735830311, 612101.4613990614, 168628.2744312498, 3575622.3225646242, 2632346.0343975574, 943276.288167068 ], [ 780.729736, 612.101461, 168.628274, 3575.622323, 2632.346034, 943.276288 ], [ 0.394956, 0.30965, 0.085306, 0.182501, 0.167473, 0.118697 ], [ 10, 10, 10, 10, 10, 10 ], [ -145471, -130211, -93919, -3795833, -3100393, -1845662 ], [ 2.198326, 2.757422, 1.556122, 1.296596, 1.394831, 1.175054 ], [ 112, 56, 56, 112, 56, 56 ], [ 53, 25, 28, 53, 25, 28 ], [ 59, 31, 28, 59, 31, 28 ], [ 47.321429, 44.642857, 50, 47.321429, 44.642857, 50 ], [ 2.447194, 3.419204, 1.556122, 1.443381, 1.72959, 1.175054 ], [ 209564, 209564, 70783, 1931324, 1931324, 1917784 ], [ -65928, -34022, -65928, -1574259, -1574259, -1288936 ], [ 69, 64, 73, 69, 64, 73 ], [ 110, 106, 114, 110, 106, 114 ], [ 32, 31, 32, 32, 31, 32 ], [ 7758, 3627, 4131, 7758, 3627, 4131 ], [ 0, 0, 557.851931, 0, 0, 557.851931 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473145, -167901, -255776, 259457, -172604, -241566 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1549281600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759652806873, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 70, "offset": 0, "std": 3.49692 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
# | 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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