Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672549.2058 | 567310.9999 | 105238.206 | 2004370.8016 | 949931.2907 | 1054439.5108 |
Total P&L (%) | 672.5492 | 567.311 | 105.2382 | 2004.3708 | 949.9313 | 1054.4395 |
Avg Daily Profit (%) | 0.3402 | 0.287 | 0.0532 | 0.1542 | 0.119 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109074 | -56677 | -78706 | -1365175 | -1127676 | -781984 |
Profit Factor | 2.2948 | 3.0455 | 1.4347 | 1.3433 | 1.2736 | 1.4456 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 51.5152 | 50 | 53.0303 | 51.5152 | 50 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.1598 | 3.0455 | 1.2707 | 1.2643 | 1.2736 | 1.2804 |
Largest Winning Trade | 287029 | 287029 | 85739 | 1279623 | 1279623 | 1274116 |
Largest Losing Trade | -32634 | -32634 | -31561 | -559386 | -559386 | -480597 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 83 | 79 | 86 | 83 | 79 | 86 |
Avg Bars in Losers | 27 | 21 | 34 | 27 | 21 | 34 |
Bars Traded | 7449 | 3355 | 4094 | 7449 | 3355 | 4094 |
Profit Streak | 545.6945 | 545.6945 | 595.6945 | 545.6945 | 545.6945 | 595.6945 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543990 | -108997 | -243744 | 342031 | -157371 | -149145 |
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1553126400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760222405597, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 672549.2058227907, 567310.9998628341, 105238.2059599569, 2004370.8015928362, 949931.2907486735, 1054439.510844162 ], [ 672.549206, 567.311, 105.238206, 2004.370802, 949.931291, 1054.439511 ], [ 0.34023, 0.286992, 0.053238, 0.154241, 0.119019, 0.123825 ], [ 10, 10, 10, 10, 10, 10 ], [ -109074, -56677, -78706, -1365175, -1127676, -781984 ], [ 2.294769, 3.045471, 1.434714, 1.343344, 1.273648, 1.445581 ], [ 132, 66, 66, 132, 66, 66 ], [ 68, 33, 35, 68, 33, 35 ], [ 64, 33, 31, 64, 33, 31 ], [ 51.515152, 50, 53.030303, 51.515152, 50, 53.030303 ], [ 2.159783, 3.045471, 1.270747, 1.264323, 1.273648, 1.280371 ], [ 287029, 287029, 85739, 1279623, 1279623, 1274116 ], [ -32634, -32634, -31561, -559386, -559386, -480597 ], [ 56, 50, 62, 56, 50, 62 ], [ 83, 79, 86, 83, 79, 86 ], [ 27, 21, 34, 27, 21, 34 ], [ 7449, 3355, 4094, 7449, 3355, 4094 ], [ 545.694509, 545.694509, 595.694509, 545.694509, 545.694509, 595.694509 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 543990, -108997, -243744, 342031, -157371, -149145 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1553126400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760222405597, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|