Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674088.1361 | 628100.265 | 45987.8711 | 155655.4769 | 1238894.2612 | -1083238.7842 |
Total P&L (%) | 674.0881 | 628.1003 | 45.9879 | 155.6555 | 1238.8943 | -1083.2388 |
Avg Daily Profit (%) | 0.4166 | 0.3882 | 0.0284 | 0.058 | 0.1605 | 0 |
Buy And Hold Return (%) | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 |
Max Trade Drawdown | -287890 | -265134 | -118747 | -10002447 | -7047880 | -3879175 |
Profit Factor | 1.6785 | 1.8446 | 1.1841 | 1.0078 | 1.0862 | 0.81 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 100 | 42 | 58 | 100 | 42 | 58 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 62.8931 | 53.1646 | 72.5 | 62.8931 | 53.1646 | 72.5 |
Ratio Avg Win / Avg Loss | 0.9903 | 1.625 | 0.4491 | 0.5946 | 0.9569 | 0.3073 |
Largest Winning Trade | 166704 | 166704 | 18749 | 4865071 | 4865071 | 866733 |
Largest Losing Trade | -58432 | -57894 | -58432 | -5457223 | -5457223 | -2393954 |
Avg Bars in Trades | 121 | 213 | 29 | 121 | 213 | 29 |
Avg Bars in Winners | 99 | 205 | 22 | 99 | 205 | 22 |
Avg Bars in Losers | 157 | 222 | 48 | 157 | 222 | 48 |
Bars Traded | 19279 | 16885 | 2394 | 19279 | 16885 | 2394 |
Profit Streak | 477.8058 | 0 | 498.8891 | 477.8058 | 0 | 498.8891 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481686 | -13401 | -196401 | -326010 | -146249 | -596179 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579269600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759195221598, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 163, "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": [ [ 674088.1360608948, 628100.2649674558, 45987.87109344, 155655.4769399156, 1238894.2611650613, -1083238.7842251477 ], [ 674.088136, 628.100265, 45.987871, 155.655477, 1238.894261, -1083.238784 ], [ 0.416618, 0.388195, 0.028423, 0.05803, 0.160477, 0 ], [ 22.175542, 22.175542, 22.175542, 22.175542, 22.175542, 22.175542 ], [ -287890, -265134, -118747, -10002447, -7047880, -3879175 ], [ 1.678542, 1.844646, 1.184091, 1.007752, 1.086175, 0.810047 ], [ 159, 79, 80, 159, 79, 80 ], [ 100, 42, 58, 100, 42, 58 ], [ 59, 37, 22, 59, 37, 22 ], [ 62.893082, 53.164557, 72.5, 62.893082, 53.164557, 72.5 ], [ 0.99034, 1.625045, 0.449138, 0.594574, 0.956869, 0.307259 ], [ 166704, 166704, 18749, 4865071, 4865071, 866733 ], [ -58432, -57894, -58432, -5457223, -5457223, -2393954 ], [ 121, 213, 29, 121, 213, 29 ], [ 99, 205, 22, 99, 205, 22 ], [ 157, 222, 48, 157, 222, 48 ], [ 19279, 16885, 2394, 19279, 16885, 2394 ], [ 477.805805, 0, 498.889139, 477.805805, 0, 498.889139 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481686, -13401, -196401, -326010, -146249, -596179 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579269600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759195221598, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 163, "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) |
---|