Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941809.5354 | 775010.2919 | 166799.2434 | 6802741.3254 | 1975974.0597 | 4826767.2657 |
Total P&L (%) | 941.8095 | 775.0103 | 166.7992 | 6802.7413 | 1975.9741 | 4826.7673 |
Avg Daily Profit (%) | 0.5821 | 0.479 | 0.1031 | 0.2621 | 0.1876 | 0.2412 |
Buy And Hold Return (%) | 25.5836 | 25.5836 | 25.5836 | 25.5836 | 25.5836 | 25.5836 |
Max Trade Drawdown | -78289 | -129186 | -142504 | -1914835 | -1964016 | -659730 |
Profit Factor | 2.1915 | 2.8194 | 1.4576 | 1.7457 | 1.3251 | 2.5851 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 42.6396 | 42.4242 | 42.8571 | 42.6396 | 42.4242 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.948 | 3.8263 | 1.9435 | 2.3484 | 1.7984 | 3.4469 |
Largest Winning Trade | 343693 | 343693 | 67905 | 2089901 | 2089901 | 2034564 |
Largest Losing Trade | -51268 | -44846 | -51268 | -1914835 | -1914835 | -429751 |
Avg Bars in Trades | 96 | 79 | 113 | 96 | 79 | 113 |
Avg Bars in Winners | 156 | 132 | 181 | 156 | 132 | 181 |
Avg Bars in Losers | 52 | 41 | 63 | 52 | 41 | 63 |
Bars Traded | 19082 | 7919 | 11163 | 19082 | 7919 | 11163 |
Profit Streak | 0 | 0 | 506.2825 | 0 | 0 | 506.2825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491116 | 452429 | -55625 | 361677 | 217590 | 403503 |
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759618006390, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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": [ [ 941809.5353660283, 775010.2919417369, 166799.2434242917, 6802741.325360656, 1975974.0597051256, 4826767.265655531 ], [ 941.809535, 775.010292, 166.799243, 6802.741325, 1975.97406, 4826.767266 ], [ 0.582083, 0.478993, 0.10309, 0.262055, 0.18763, 0.24116 ], [ 25.583567, 25.583567, 25.583567, 25.583567, 25.583567, 25.583567 ], [ -78289, -129186, -142504, -1914835, -1964016, -659730 ], [ 2.191452, 2.819399, 1.457609, 1.745702, 1.325125, 2.585141 ], [ 197, 99, 98, 197, 99, 98 ], [ 84, 42, 42, 84, 42, 42 ], [ 113, 57, 56, 113, 57, 56 ], [ 42.639594, 42.424242, 42.857143, 42.639594, 42.424242, 42.857143 ], [ 2.948024, 3.826327, 1.943479, 2.348385, 1.798383, 3.446855 ], [ 343693, 343693, 67905, 2089901, 2089901, 2034564 ], [ -51268, -44846, -51268, -1914835, -1914835, -429751 ], [ 96, 79, 113, 96, 79, 113 ], [ 156, 132, 181, 156, 132, 181 ], [ 52, 41, 63, 52, 41, 63 ], [ 19082, 7919, 11163, 19082, 7919, 11163 ], [ 0, 0, 506.282481, 0, 0, 506.282481 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491116, 452429, -55625, 361677, 217590, 403503 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579975200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759618006390, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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) |
---|