Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739743.1425 | 627982.3541 | 111760.7884 | 3865938.3999 | 2708528.2794 | 1157410.1204 |
Total P&L (%) | 739.7431 | 627.9824 | 111.7608 | 3865.9384 | 2708.5283 | 1157.4101 |
Avg Daily Profit (%) | 0.4572 | 0.3881 | 0.0691 | 0.2277 | 0.2063 | 0.1566 |
Buy And Hold Return (%) | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 |
Max Trade Drawdown | -90708 | -87035 | -95604 | -2067730 | -1158101 | -1415955 |
Profit Factor | 2.058 | 2.6792 | 1.3437 | 1.4598 | 1.6199 | 1.2866 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 45.2381 | 41.2698 | 49.2063 | 45.2381 | 41.2698 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.4913 | 3.8127 | 1.387 | 1.7671 | 2.3052 | 1.3281 |
Largest Winning Trade | 143027 | 143027 | 69188 | 1871119 | 1871119 | 913458 |
Largest Losing Trade | -39763 | -29079 | -39763 | -1409390 | -658340 | -1409390 |
Avg Bars in Trades | 150 | 148 | 152 | 150 | 148 | 152 |
Avg Bars in Winners | 248 | 264 | 235 | 248 | 264 | 235 |
Avg Bars in Losers | 69 | 67 | 72 | 69 | 67 | 72 |
Bars Traded | 19005 | 9375 | 9630 | 19005 | 9375 | 9630 |
Profit Streak | 505.2545 | 510.0045 | 0 | 505.2545 | 510.0045 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475728 | -135012 | -249064 | 342457 | -138610 | -139320 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579658400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759529189139, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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": [ [ 739743.1425123778, 627982.3540718239, 111760.7884405541, 3865938.399869896, 2708528.2794344365, 1157410.1204354595 ], [ 739.743143, 627.982354, 111.760788, 3865.9384, 2708.528279, 1157.41012 ], [ 0.457196, 0.388123, 0.069073, 0.22772, 0.206346, 0.15659 ], [ 24.465009, 24.465009, 24.465009, 24.465009, 24.465009, 24.465009 ], [ -90708, -87035, -95604, -2067730, -1158101, -1415955 ], [ 2.058023, 2.679217, 1.343666, 1.459811, 1.619895, 1.286606 ], [ 126, 63, 63, 126, 63, 63 ], [ 57, 26, 31, 57, 26, 31 ], [ 69, 37, 32, 69, 37, 32 ], [ 45.238095, 41.269841, 49.206349, 45.238095, 41.269841, 49.206349 ], [ 2.491292, 3.812732, 1.387011, 1.767139, 2.305235, 1.328109 ], [ 143027, 143027, 69188, 1871119, 1871119, 913458 ], [ -39763, -29079, -39763, -1409390, -658340, -1409390 ], [ 150, 148, 152, 150, 148, 152 ], [ 248, 264, 235, 248, 264, 235 ], [ 69, 67, 72, 69, 67, 72 ], [ 19005, 9375, 9630, 19005, 9375, 9630 ], [ 505.254504, 510.004504, 0, 505.254504, 510.004504, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475728, -135012, -249064, 342457, -138610, -139320 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579658400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759529189139, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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) |
---|