Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309982.8416 | 399726.6652 | -89743.8236 | -16132.1527 | 331686.598 | -347818.7507 |
Total P&L (%) | 309.9828 | 399.7267 | -89.7438 | -16.1322 | 331.6866 | -347.8188 |
Avg Daily Profit (%) | 0.1568 | 0.2022 | -0.0454 | -0.0089 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155725 | -43638 | -281450 | -528350 | -191473 | -623635 |
Profit Factor | 1.5217 | 2.7791 | 0.7571 | 0.9857 | 1.8453 | 0.5256 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 51.5625 | 56.25 | 46.875 | 51.5625 | 56.25 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4295 | 2.1615 | 0.8581 | 0.9259 | 1.4353 | 0.5957 |
Largest Winning Trade | 149853 | 149853 | 92818 | 242897 | 242897 | 119804 |
Largest Losing Trade | -65210 | -43638 | -65210 | -251330 | -110695 | -251330 |
Avg Bars in Trades | 85 | 50 | 121 | 85 | 50 | 121 |
Avg Bars in Winners | 94 | 61 | 135 | 94 | 61 | 135 |
Avg Bars in Losers | 75 | 35 | 108 | 75 | 35 | 108 |
Bars Traded | 5486 | 1601 | 3885 | 5486 | 1601 | 3885 |
Profit Streak | 0 | 0 | 574.7968 | 0 | 0 | 574.7968 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134606 | 493970 | -581442 | -724075 | -90964 | -581442 |
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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": [ [ 309982.8416369433, 399726.6652446346, -89743.8236076912, -16132.1527065791, 331686.5979780596, -347818.7506846387 ], [ 309.982842, 399.726665, -89.743824, -16.132153, 331.686598, -347.818751 ], [ 0.156795, 0.202189, -0.045394, -0.008898, 0.074005, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -155725, -43638, -281450, -528350, -191473, -623635 ], [ 1.521721, 2.779122, 0.757107, 0.985667, 1.845328, 0.525602 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 18, 15, 33, 18, 15 ], [ 31, 14, 17, 31, 14, 17 ], [ 51.5625, 56.25, 46.875, 51.5625, 56.25, 46.875 ], [ 1.429495, 2.161539, 0.858054, 0.92593, 1.435255, 0.595683 ], [ 149853, 149853, 92818, 242897, 242897, 119804 ], [ -65210, -43638, -65210, -251330, -110695, -251330 ], [ 85, 50, 121, 85, 50, 121 ], [ 94, 61, 135, 94, 61, 135 ], [ 75, 35, 108, 75, 35, 108 ], [ 5486, 1601, 3885, 5486, 1601, 3885 ], [ 0, 0, 574.796802, 0, 0, 574.796802 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -134606, 493970, -581442, -724075, -90964, -581442 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1554364800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759806443735, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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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