Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609232.9089 | 505179.7598 | 104053.1491 | 2215702.1012 | 1274388.965 | 941313.1362 |
Total P&L (%) | 609.2329 | 505.1798 | 104.0531 | 2215.7021 | 1274.389 | 941.3131 |
Avg Daily Profit (%) | 0.3083 | 0.2557 | 0.0527 | 0.1592 | 0.1327 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61007 | -64862 | -165932 | -994351 | -1048013 | -821245 |
Profit Factor | 2.0852 | 3.1429 | 1.3195 | 1.4997 | 1.6164 | 1.3978 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 43.0233 | 44.186 | 41.8605 | 43.0233 | 44.186 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.7614 | 3.9699 | 1.8326 | 1.9861 | 2.0417 | 1.9414 |
Largest Winning Trade | 118563 | 118563 | 78282 | 846769 | 525141 | 846769 |
Largest Losing Trade | -42442 | -28319 | -42442 | -469635 | -249116 | -469635 |
Avg Bars in Trades | 133 | 99 | 168 | 133 | 99 | 168 |
Avg Bars in Winners | 228 | 160 | 301 | 228 | 160 | 301 |
Avg Bars in Losers | 61 | 50 | 72 | 61 | 50 | 72 |
Bars Traded | 11488 | 4257 | 7231 | 11488 | 4257 | 7231 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376008 | 443127 | -124395 | 274347 | -14594 | -35515 |
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551240000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759494181244, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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": [ [ 609232.9088983812, 505179.7598406828, 104053.1490576985, 2215702.1012156834, 1274388.9650323617, 941313.1361833228 ], [ 609.232909, 505.17976, 104.053149, 2215.702101, 1274.388965, 941.313136 ], [ 0.308316, 0.255658, 0.052658, 0.15915, 0.132709, 0.118647 ], [ 10, 10, 10, 10, 10, 10 ], [ -61007, -64862, -165932, -994351, -1048013, -821245 ], [ 2.085164, 3.142858, 1.319505, 1.499739, 1.616375, 1.397823 ], [ 86, 43, 43, 86, 43, 43 ], [ 37, 19, 18, 37, 19, 18 ], [ 49, 24, 25, 49, 24, 25 ], [ 43.023256, 44.186047, 41.860465, 43.023256, 44.186047, 41.860465 ], [ 2.761434, 3.969926, 1.832646, 1.986141, 2.041737, 1.94142 ], [ 118563, 118563, 78282, 846769, 525141, 846769 ], [ -42442, -28319, -42442, -469635, -249116, -469635 ], [ 133, 99, 168, 133, 99, 168 ], [ 228, 160, 301, 228, 160, 301 ], [ 61, 50, 72, 61, 50, 72 ], [ 11488, 4257, 7231, 11488, 4257, 7231 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376008, 443127, -124395, 274347, -14594, -35515 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1551240000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759494181244, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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) |
---|