Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779047.2767 | 625020.4298 | 154026.8469 | 2727369.3162 | 1446093.522 | 1281275.7941 |
Total P&L (%) | 779.0473 | 625.0204 | 154.0268 | 2727.3693 | 1446.0935 | 1281.2758 |
Avg Daily Profit (%) | 0.3943 | 0.3163 | 0.0779 | 0.1693 | 0.1387 | 0.133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143494 | -123185 | -68528 | -6830644 | -5264333 | -1860232 |
Profit Factor | 2.3326 | 3.0168 | 1.5607 | 1.1912 | 1.1817 | 1.2031 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 48.1928 | 42.8571 | 53.6585 | 48.1928 | 42.8571 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.5076 | 4.0224 | 1.3479 | 1.2805 | 1.5756 | 1.039 |
Largest Winning Trade | 209819 | 209819 | 68267 | 3156220 | 2811285 | 3156220 |
Largest Losing Trade | -50595 | -46995 | -50595 | -3655999 | -3655999 | -1562601 |
Avg Bars in Trades | 139 | 128 | 151 | 139 | 128 | 151 |
Avg Bars in Winners | 216 | 216 | 217 | 216 | 216 | 217 |
Avg Bars in Losers | 68 | 62 | 75 | 68 | 62 | 75 |
Bars Traded | 11605 | 5388 | 6216 | 11605 | 5388 | 6216 |
Profit Streak | 0 | 0 | 667.5241 | 0 | 0 | 667.5241 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437753 | 434152 | -85729 | -4442 | -29738 | -14147 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549065600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759437283915, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 47, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 89, "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": [ [ 779047.2767189563, 625020.4298051203, 154026.8469138357, 2727369.3161898656, 1446093.5220417387, 1281275.794148127 ], [ 779.047277, 625.02043, 154.026847, 2727.369316, 1446.093522, 1281.275794 ], [ 0.394255, 0.316306, 0.077949, 0.169269, 0.138675, 0.132962 ], [ 10, 10, 10, 10, 10, 10 ], [ -143494, -123185, -68528, -6830644, -5264333, -1860232 ], [ 2.332635, 3.0168, 1.560741, 1.191173, 1.181729, 1.203083 ], [ 83, 42, 41, 83, 42, 41 ], [ 40, 18, 22, 40, 18, 22 ], [ 43, 24, 19, 43, 24, 19 ], [ 48.192771, 42.857143, 53.658537, 48.192771, 42.857143, 53.658537 ], [ 2.507583, 4.0224, 1.347912, 1.280511, 1.575639, 1.039026 ], [ 209819, 209819, 68267, 3156220, 2811285, 3156220 ], [ -50595, -46995, -50595, -3655999, -3655999, -1562601 ], [ 139, 128, 151, 139, 128, 151 ], [ 216, 216, 217, 216, 216, 217 ], [ 68, 62, 75, 68, 62, 75 ], [ 11605, 5388, 6216, 11605, 5388, 6216 ], [ 0, 0, 667.524119, 0, 0, 667.524119 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437753, 434152, -85729, -4442, -29738, -14147 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549065600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759437283915, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 47, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 89, "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) |
---|