Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694522.783 | 608205.9311 | 86316.8519 | 1697509.7649 | 864484.1688 | 833025.5961 |
Total P&L (%) | 694.5228 | 608.2059 | 86.3169 | 1697.5098 | 864.4842 | 833.0256 |
Avg Daily Profit (%) | 0.4292 | 0.3759 | 0.0533 | 0.1787 | 0.1402 | 0.1381 |
Buy And Hold Return (%) | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 |
Max Trade Drawdown | -149297 | -199646 | -68055 | -5982033 | -6387302 | -1753585 |
Profit Factor | 1.5395 | 1.927 | 1.1367 | 1.0819 | 1.0747 | 1.0909 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 277 | 145 | 132 | 277 | 145 | 132 |
Losing Trades | 331 | 159 | 172 | 331 | 159 | 172 |
Profitability (%) | 45.5592 | 47.6974 | 43.4211 | 45.5592 | 47.6974 | 43.4211 |
Ratio Avg Win / Avg Loss | 1.8396 | 2.1131 | 1.4812 | 1.2928 | 1.1785 | 1.4215 |
Largest Winning Trade | 166905 | 166905 | 60716 | 3061035 | 3061035 | 2084273 |
Largest Losing Trade | -42554 | -39272 | -42554 | -2220041 | -2220041 | -1050919 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 19123 | 9655 | 9468 | 19123 | 9655 | 9468 |
Profit Streak | 0 | 0 | 496.2076 | 0 | 0 | 496.2076 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507787 | 480217 | -194619 | -121170 | -143720 | -128919 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579593600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759676335171, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 120 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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": [ [ 694522.7829898817, 608205.9310648306, 86316.8519250508, 1697509.7649148658, 864484.1687773656, 833025.5961375044 ], [ 694.522783, 608.205931, 86.316852, 1697.509765, 864.484169, 833.025596 ], [ 0.429248, 0.3759, 0.053348, 0.178712, 0.140174, 0.138121 ], [ 24.465009, 24.465009, 24.465009, 24.465009, 24.465009, 24.465009 ], [ -149297, -199646, -68055, -5982033, -6387302, -1753585 ], [ 1.539494, 1.926995, 1.136739, 1.081865, 1.07469, 1.090931 ], [ 608, 304, 304, 608, 304, 304 ], [ 277, 145, 132, 277, 145, 132 ], [ 331, 159, 172, 331, 159, 172 ], [ 45.559211, 47.697368, 43.421053, 45.559211, 47.697368, 43.421053 ], [ 1.839612, 2.11305, 1.481205, 1.292771, 1.178454, 1.421516 ], [ 166905, 166905, 60716, 3061035, 3061035, 2084273 ], [ -42554, -39272, -42554, -2220041, -2220041, -1050919 ], [ 31, 31, 31, 31, 31, 31 ], [ 41, 42, 40, 41, 42, 40 ], [ 22, 21, 23, 22, 21, 23 ], [ 19123, 9655, 9468, 19123, 9655, 9468 ], [ 0, 0, 496.207583, 0, 0, 496.207583 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507787, 480217, -194619, -121170, -143720, -128919 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579593600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759676335171, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 120 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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) |
---|