Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843372.5916 | 631888.4821 | 211484.1095 | 5410864.1224 | 2984033.4917 | 2426830.6306 |
Total P&L (%) | 843.3726 | 631.8885 | 211.4841 | 5410.8641 | 2984.0335 | 2426.8306 |
Avg Daily Profit (%) | 0.4268 | 0.3198 | 0.107 | 0.2031 | 0.1737 | 0.1636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102523 | -102703 | -143976 | -3794824 | -4164965 | -2438987 |
Profit Factor | 1.9068 | 2.3331 | 1.4638 | 1.2513 | 1.2559 | 1.2459 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.8065 | 2.2103 | 1.3867 | 1.1855 | 1.1898 | 1.1803 |
Largest Winning Trade | 170005 | 170005 | 73737 | 2064312 | 2064312 | 1485695 |
Largest Losing Trade | -63605 | -44739 | -63605 | -2267090 | -2267090 | -1825270 |
Avg Bars in Trades | 52 | 35 | 68 | 52 | 35 | 68 |
Avg Bars in Winners | 68 | 45 | 90 | 68 | 45 | 90 |
Avg Bars in Losers | 35 | 25 | 45 | 35 | 25 | 45 |
Bars Traded | 11628 | 3970 | 7658 | 11628 | 3970 | 7658 |
Profit Streak | 0 | 0 | 498.6478 | 0 | 0 | 498.6478 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537615 | 483154 | -48519 | 330759 | 271572 | 287282 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549944000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759620765976, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 843372.5916341135, 631888.4821474184, 211484.1094866951, 5410864.12237639, 2984033.491747481, 2426830.630628906 ], [ 843.372592, 631.888482, 211.484109, 5410.864122, 2984.033492, 2426.830631 ], [ 0.426808, 0.319782, 0.107026, 0.203106, 0.173674, 0.163572 ], [ 10, 10, 10, 10, 10, 10 ], [ -102523, -102703, -143976, -3794824, -4164965, -2438987 ], [ 1.906841, 2.333136, 1.463755, 1.251332, 1.255949, 1.245878 ], [ 222, 111, 111, 222, 111, 111 ], [ 114, 57, 57, 114, 57, 57 ], [ 108, 54, 54, 108, 54, 54 ], [ 51.351351, 51.351351, 51.351351, 51.351351, 51.351351, 51.351351 ], [ 1.806481, 2.21034, 1.386715, 1.185472, 1.189846, 1.180306 ], [ 170005, 170005, 73737, 2064312, 2064312, 1485695 ], [ -63605, -44739, -63605, -2267090, -2267090, -1825270 ], [ 52, 35, 68, 52, 35, 68 ], [ 68, 45, 90, 68, 45, 90 ], [ 35, 25, 45, 35, 25, 45 ], [ 11628, 3970, 7658, 11628, 3970, 7658 ], [ 0, 0, 498.647754, 0, 0, 498.647754 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 537615, 483154, -48519, 330759, 271572, 287282 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549944000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759620765976, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|