Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696955.9224 | 550243.2253 | 146712.697 | 1433003.8472 | 71945.482 | 1361058.3652 |
Total P&L (%) | 696.9559 | 550.2432 | 146.7127 | 1433.0038 | 71.9455 | 1361.0584 |
Avg Daily Profit (%) | 0.3527 | 0.2785 | 0.0742 | 0.1382 | 0.0274 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119900 | -135393 | -96818 | -1137190 | -1831283 | -806269 |
Profit Factor | 1.4482 | 1.6749 | 1.1984 | 1.1238 | 1.0111 | 1.2659 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Losing Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Profitability (%) | 48.0315 | 50.7853 | 45.2632 | 48.0315 | 50.7853 | 45.2632 |
Ratio Avg Win / Avg Loss | 1.567 | 1.6231 | 1.4492 | 1.2159 | 0.9799 | 1.5308 |
Largest Winning Trade | 157736 | 157736 | 68232 | 621276 | 621276 | 581505 |
Largest Losing Trade | -39383 | -39383 | -24785 | -553716 | -553716 | -268081 |
Avg Bars in Trades | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Winners | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Losers | 27 | 22 | 31 | 27 | 22 | 31 |
Bars Traded | 11706 | 4599 | 7107 | 11706 | 4599 | 7107 |
Profit Streak | 0 | 0 | 500.9551 | 0 | 0 | 500.9551 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456123 | 457392 | -96935 | -91182 | -365339 | -11144 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549008000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759071320561, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.21453 } } }
{ "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": [ [ 696955.9223561401, 550243.2253152672, 146712.6970408729, 1433003.847156625, 71945.4819827895, 1361058.3651738372 ], [ 696.955922, 550.243225, 146.712697, 1433.003847, 71.945482, 1361.058365 ], [ 0.35271, 0.278463, 0.074247, 0.138244, 0.027433, 0.135808 ], [ 10, 10, 10, 10, 10, 10 ], [ -119900, -135393, -96818, -1137190, -1831283, -806269 ], [ 1.448249, 1.674899, 1.198382, 1.123803, 1.011145, 1.265859 ], [ 381, 191, 190, 381, 191, 190 ], [ 183, 97, 86, 183, 97, 86 ], [ 198, 94, 104, 198, 94, 104 ], [ 48.031496, 50.78534, 45.263158, 48.031496, 50.78534, 45.263158 ], [ 1.566958, 1.623098, 1.449207, 1.215918, 0.979873, 1.530806 ], [ 157736, 157736, 68232, 621276, 621276, 581505 ], [ -39383, -39383, -24785, -553716, -553716, -268081 ], [ 30, 24, 37, 30, 24, 37 ], [ 34, 25, 44, 34, 25, 44 ], [ 27, 22, 31, 27, 22, 31 ], [ 11706, 4599, 7107, 11706, 4599, 7107 ], [ 0, 0, 500.955099, 0, 0, 500.955099 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456123, 457392, -96935, -91182, -365339, -11144 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549008000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759071320561, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.21453 } } }
# | 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) |
---|