Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622579.027 | 509496.0189 | 113083.0081 | 1395756.4561 | 642154.9041 | 753601.552 |
Total P&L (%) | 622.579 | 509.496 | 113.083 | 1395.7565 | 642.1549 | 753.6016 |
Avg Daily Profit (%) | 0.3149 | 0.2577 | 0.0572 | 0.1369 | 0.1014 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90487 | -104951 | -100124 | -1566486 | -1639253 | -651405 |
Profit Factor | 2.0608 | 2.6996 | 1.3939 | 1.2469 | 1.1925 | 1.3254 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 38.1443 | 34.6939 | 41.6667 | 38.1443 | 34.6939 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.3419 | 5.0816 | 1.9514 | 2.022 | 2.2446 | 1.8556 |
Largest Winning Trade | 188647 | 188647 | 64804 | 866438 | 811536 | 866438 |
Largest Losing Trade | -44189 | -44189 | -28197 | -977660 | -977660 | -322275 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 114 | 105 | 120 | 114 | 105 | 120 |
Avg Bars in Losers | 25 | 23 | 29 | 25 | 23 | 29 |
Bars Traded | 5777 | 2548 | 3229 | 5777 | 2548 | 3229 |
Profit Streak | 0 | 0 | 680.9278 | 0 | 0 | 680.9278 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309075 | 281708 | -116967 | -13300 | -70715 | -48539 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550361600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760278560924, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 1.79477 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "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": [ [ 622579.0270383043, 509496.0189114567, 113083.0081268478, 1395756.4560864412, 642154.904124643, 753601.5519617975 ], [ 622.579027, 509.496019, 113.083008, 1395.756456, 642.154904, 753.601552 ], [ 0.314911, 0.257712, 0.057199, 0.136928, 0.101437, 0.108521 ], [ 10, 10, 10, 10, 10, 10 ], [ -90487, -104951, -100124, -1566486, -1639253, -651405 ], [ 2.060839, 2.699615, 1.393877, 1.246923, 1.192452, 1.325404 ], [ 97, 49, 48, 97, 49, 48 ], [ 37, 17, 20, 37, 17, 20 ], [ 60, 32, 28, 60, 32, 28 ], [ 38.14433, 34.693878, 41.666667, 38.14433, 34.693878, 41.666667 ], [ 3.341902, 5.081628, 1.951427, 2.022038, 2.244616, 1.855566 ], [ 188647, 188647, 64804, 866438, 811536, 866438 ], [ -44189, -44189, -28197, -977660, -977660, -322275 ], [ 59, 52, 67, 59, 52, 67 ], [ 114, 105, 120, 114, 105, 120 ], [ 25, 23, 29, 25, 23, 29 ], [ 5777, 2548, 3229, 5777, 2548, 3229 ], [ 0, 0, 680.927788, 0, 0, 680.927788 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309075, 281708, -116967, -13300, -70715, -48539 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550361600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760278560924, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 161, "offset": 0, "std": 1.79477 } }, "second_band": { "type": "midpoint", "factors": { "length": 9, "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) |
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