Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580745.2062 | 427367.5839 | 153377.6223 | 1922245.1124 | 579924.1472 | 1342320.9652 |
Total P&L (%) | 580.7452 | 427.3676 | 153.3776 | 1922.2451 | 579.9241 | 1342.321 |
Avg Daily Profit (%) | 0.2938 | 0.2162 | 0.0776 | 0.1522 | 0.097 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118838 | -50270 | -148622 | -566232 | -811432 | -417999 |
Profit Factor | 2.2222 | 2.6572 | 1.7058 | 1.7099 | 1.3072 | 2.6362 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64 | 63.1579 | 64.8649 | 64 | 63.1579 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.25 | 1.5501 | 0.924 | 0.9618 | 0.7626 | 1.428 |
Largest Winning Trade | 102110 | 102110 | 70947 | 786260 | 501269 | 786260 |
Largest Losing Trade | -50270 | -50270 | -46940 | -566232 | -566232 | -272764 |
Avg Bars in Trades | 76 | 52 | 100 | 76 | 52 | 100 |
Avg Bars in Winners | 86 | 45 | 127 | 86 | 45 | 127 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 5709 | 1990 | 3719 | 5709 | 1990 | 3719 |
Profit Streak | 0 | 0 | 581.9441 | 0 | 0 | 581.9441 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47228 | 523675 | -86019 | -51093 | -62872 | -5466 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 45, "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": [ [ 580745.2062032499, 427367.5838781429, 153377.622325107, 1922245.1123977867, 579924.1471620302, 1342320.9652357572 ], [ 580.745206, 427.367584, 153.377622, 1922.245112, 579.924147, 1342.320965 ], [ 0.293751, 0.21617, 0.077581, 0.152204, 0.097003, 0.135086 ], [ 10, 10, 10, 10, 10, 10 ], [ -118838, -50270, -148622, -566232, -811432, -417999 ], [ 2.222153, 2.657231, 1.705828, 1.709854, 1.307232, 2.636246 ], [ 75, 38, 37, 75, 38, 37 ], [ 48, 24, 24, 48, 24, 24 ], [ 27, 14, 13, 27, 14, 13 ], [ 64, 63.157895, 64.864865, 64, 63.157895, 64.864865 ], [ 1.249961, 1.550051, 0.92399, 0.961793, 0.762552, 1.427967 ], [ 102110, 102110, 70947, 786260, 501269, 786260 ], [ -50270, -50270, -46940, -566232, -566232, -272764 ], [ 76, 52, 100, 76, 52, 100 ], [ 86, 45, 127, 86, 45, 127 ], [ 57, 63, 51, 57, 63, 51 ], [ 5709, 1990, 3719, 5709, 1990, 3719 ], [ 0, 0, 581.944112, 0, 0, 581.944113 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47228, 523675, -86019, -51093, -62872, -5466 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1552521600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760049571325, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 45, "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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