Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148807.0098 | 99111.2177 | 49695.7921 | 112084.2285 | 101623.5432 | 10460.6853 |
Total P&L (%) | 148.807 | 99.1112 | 49.6958 | 112.0842 | 101.6235 | 10.4607 |
Avg Daily Profit (%) | 0.2579 | 0.1717 | 0.0861 | 0.1304 | 0.1216 | 0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74012 | -61069 | -69615 | -168420 | -105543 | -156439 |
Profit Factor | 1.2074 | 1.2756 | 1.1388 | 1.0811 | 1.1473 | 1.0151 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 246 | 125 | 121 | 246 | 125 | 121 |
Losing Trades | 240 | 118 | 122 | 240 | 118 | 122 |
Profitability (%) | 50.6173 | 51.4403 | 49.7942 | 50.6173 | 51.4403 | 49.7942 |
Ratio Avg Win / Avg Loss | 1.1779 | 1.2042 | 1.1482 | 1.0547 | 1.0831 | 1.0235 |
Largest Winning Trade | 38611 | 38611 | 24753 | 64214 | 64214 | 39024 |
Largest Losing Trade | -24594 | -20057 | -24594 | -54094 | -45508 | -54094 |
Avg Bars in Trades | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Winners | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 13344 | 5780 | 7564 | 13344 | 5780 | 7564 |
Profit Streak | 0 | 0 | 497.5999 | 0 | 0 | 497.5999 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365063 | 291766 | -146364 | -147825 | -88358 | -524348 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669345200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760196232984, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 172, "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": [ [ 148807.009802665, 99111.2177251926, 49695.792077472, 112084.2285438925, 101623.5432090572, 10460.6853348355 ], [ 148.80701, 99.111218, 49.695792, 112.084229, 101.623543, 10.460685 ], [ 0.257862, 0.171746, 0.086116, 0.130364, 0.121588, 0.017242 ], [ 10, 10, 10, 10, 10, 10 ], [ -74012, -61069, -69615, -168420, -105543, -156439 ], [ 1.207354, 1.275613, 1.138798, 1.081075, 1.147334, 1.015101 ], [ 486, 243, 243, 486, 243, 243 ], [ 246, 125, 121, 246, 125, 121 ], [ 240, 118, 122, 240, 118, 122 ], [ 50.617284, 51.440329, 49.794239, 50.617284, 51.440329, 49.794239 ], [ 1.177906, 1.204178, 1.14821, 1.054707, 1.083083, 1.02349 ], [ 38611, 38611, 24753, 64214, 64214, 39024 ], [ -24594, -20057, -24594, -54094, -45508, -54094 ], [ 27, 23, 31, 27, 23, 31 ], [ 29, 22, 36, 29, 22, 36 ], [ 25, 25, 25, 25, 25, 25 ], [ 13344, 5780, 7564, 13344, 5780, 7564 ], [ 0, 0, 497.599919, 0, 0, 497.599919 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365063, 291766, -146364, -147825, -88358, -524348 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669345200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760196232984, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 172, "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) |
---|