Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508293.1288 | 424438.9747 | 83854.154 | 49363.828 | 1388296.8865 | -1338933.0585 |
Total P&L (%) | 508.2931 | 424.439 | 83.8542 | 49.3638 | 1388.2969 | -1338.9331 |
Avg Daily Profit (%) | 0.2572 | 0.2148 | 0.0424 | 0.0203 | 0.1367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181450 | -179865 | -135790 | -2166422 | -1199152 | -2303997 |
Profit Factor | 1.2267 | 1.3847 | 1.0736 | 1.0041 | 1.2487 | 0.7916 |
Total Trades | 674 | 337 | 337 | 674 | 337 | 337 |
Winning Trades | 356 | 175 | 181 | 356 | 175 | 181 |
Losing Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Profitability (%) | 52.819 | 51.9288 | 53.7092 | 52.819 | 51.9288 | 53.7092 |
Ratio Avg Win / Avg Loss | 1.0957 | 1.2818 | 0.9253 | 0.8969 | 1.156 | 0.6823 |
Largest Winning Trade | 87083 | 87083 | 35830 | 699955 | 699955 | 335039 |
Largest Losing Trade | -63110 | -48470 | -63110 | -1276782 | -422699 | -1276782 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 11795 | 5923 | 5872 | 11795 | 5923 | 5872 |
Profit Streak | 0 | 0 | 495.6392 | 0 | 0 | 495.6392 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443760 | 362996 | -274136 | -380629 | -8559 | -577459 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758943227521, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.37805 } } }
{ "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": [ [ 508293.1287852584, 424438.9747409455, 83854.1540443121, 49363.8280396654, 1388296.886492371, -1338933.0584527072 ], [ 508.293129, 424.438975, 83.854154, 49.363828, 1388.296886, -1338.933058 ], [ 0.257233, 0.214797, 0.042436, 0.020306, 0.136744, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -181450, -179865, -135790, -2166422, -1199152, -2303997 ], [ 1.22665, 1.384677, 1.073603, 1.004111, 1.248715, 0.791627 ], [ 674, 337, 337, 674, 337, 337 ], [ 356, 175, 181, 356, 175, 181 ], [ 318, 162, 156, 318, 162, 156 ], [ 52.818991, 51.928783, 53.709199, 52.818991, 51.928783, 53.709199 ], [ 1.095715, 1.281815, 0.925316, 0.896931, 1.155953, 0.682286 ], [ 87083, 87083, 35830, 699955, 699955, 335039 ], [ -63110, -48470, -63110, -1276782, -422699, -1276782 ], [ 17, 17, 17, 17, 17, 17 ], [ 17, 17, 17, 17, 17, 17 ], [ 17, 17, 17, 17, 17, 17 ], [ 11795, 5923, 5872, 11795, 5923, 5872 ], [ 0, 0, 495.639207, 0, 0, 495.639207 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 443760, 362996, -274136, -380629, -8559, -577459 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758943227521, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.37805 } } }
# | 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) |
---|