Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460926.8455 | 355461.4249 | 105465.4206 | 862000.6429 | -18505.7458 | 880506.3887 |
Total P&L (%) | 460.9268 | 355.4614 | 105.4654 | 862.0006 | -18.5057 | 880.5064 |
Avg Daily Profit (%) | 0.2331 | 0.1798 | 0.0533 | 0.1146 | -0.0104 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86579 | -92239 | -125031 | -1279780 | -1239862 | -474175 |
Profit Factor | 1.8086 | 2.2121 | 1.381 | 1.2186 | 0.9921 | 1.5524 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 53.4884 | 50.7692 | 56.25 | 53.4884 | 50.7692 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5727 | 2.1451 | 1.0741 | 1.0597 | 0.9621 | 1.2074 |
Largest Winning Trade | 121991 | 121991 | 74704 | 812799 | 501993 | 812799 |
Largest Losing Trade | -32287 | -28752 | -32287 | -428205 | -365671 | -428205 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 5702 | 2579 | 3123 | 5702 | 2579 | 3123 |
Profit Streak | 0 | 0 | 590.9553 | 0 | 0 | 590.9553 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436657 | -119922 | -258135 | -39242 | -712358 | -173746 |
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1552780800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759906534384, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 174, "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": [ [ 460926.8455110439, 355461.4248658383, 105465.4206452061, 862000.6429295677, -18505.7457986461, 880506.3887282148 ], [ 460.926846, 355.461425, 105.465421, 862.000643, -18.505746, 880.506389 ], [ 0.233145, 0.179798, 0.053346, 0.114575, -0.01035, 0.11554 ], [ 10, 10, 10, 10, 10, 10 ], [ -86579, -92239, -125031, -1279780, -1239862, -474175 ], [ 1.808591, 2.212101, 1.381049, 1.218624, 0.992122, 1.552429 ], [ 129, 65, 64, 129, 65, 64 ], [ 69, 33, 36, 69, 33, 36 ], [ 60, 32, 28, 60, 32, 28 ], [ 53.488372, 50.769231, 56.25, 53.488372, 50.769231, 56.25 ], [ 1.572688, 2.145068, 1.074149, 1.059673, 0.962057, 1.207445 ], [ 121991, 121991, 74704, 812799, 501993, 812799 ], [ -32287, -28752, -32287, -428205, -365671, -428205 ], [ 44, 39, 48, 44, 39, 48 ], [ 54, 50, 57, 54, 50, 57 ], [ 32, 28, 37, 32, 28, 37 ], [ 5702, 2579, 3123, 5702, 2579, 3123 ], [ 0, 0, 590.955259, 0, 0, 590.955259 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436657, -119922, -258135, -39242, -712358, -173746 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1552780800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759906534384, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 174, "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) |
---|