Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213072.1553 | 135786.3923 | 77285.763 | 278539.7717 | 168176.091 | 110363.6806 |
Total P&L (%) | 213.0722 | 135.7864 | 77.2858 | 278.5398 | 168.1761 | 110.3637 |
Avg Daily Profit (%) | 0.3692 | 0.2353 | 0.1339 | 0.2309 | 0.1711 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61796 | -55182 | -42102 | -183862 | -177348 | -138986 |
Profit Factor | 1.3217 | 1.3801 | 1.2534 | 1.1539 | 1.1689 | 1.1356 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 222 | 113 | 109 | 222 | 113 | 109 |
Losing Trades | 236 | 116 | 120 | 236 | 116 | 120 |
Profitability (%) | 48.4716 | 49.345 | 47.5983 | 48.4716 | 49.345 | 47.5983 |
Ratio Avg Win / Avg Loss | 1.4051 | 1.4167 | 1.3798 | 1.2267 | 1.1999 | 1.2502 |
Largest Winning Trade | 59482 | 59482 | 30582 | 104506 | 94069 | 104506 |
Largest Losing Trade | -20057 | -20057 | -13968 | -71854 | -71854 | -44122 |
Avg Bars in Trades | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Winners | 31 | 23 | 39 | 31 | 23 | 39 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 13307 | 5587 | 7720 | 13307 | 5587 | 7720 |
Profit Streak | 0 | 0 | 486.7202 | 0 | 0 | 486.7202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394950 | 315785 | -14536 | -41615 | -27078 | -92297 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669478400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759256224817, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 209, "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": [ [ 213072.1553001262, 135786.3922647452, 77285.7630353806, 278539.7716529207, 168176.0910427187, 110363.6806102022 ], [ 213.072155, 135.786392, 77.285763, 278.539772, 168.176091, 110.363681 ], [ 0.369225, 0.235299, 0.133926, 0.230936, 0.171088, 0.12895 ], [ 10, 10, 10, 10, 10, 10 ], [ -61796, -55182, -42102, -183862, -177348, -138986 ], [ 1.321716, 1.380096, 1.25335, 1.153945, 1.168908, 1.135636 ], [ 458, 229, 229, 458, 229, 229 ], [ 222, 113, 109, 222, 113, 109 ], [ 236, 116, 120, 236, 116, 120 ], [ 48.471616, 49.344978, 47.598253, 48.471616, 49.344978, 47.598253 ], [ 1.405068, 1.416736, 1.379835, 1.226717, 1.199941, 1.250241 ], [ 59482, 59482, 30582, 104506, 94069, 104506 ], [ -20057, -20057, -13968, -71854, -71854, -44122 ], [ 29, 24, 33, 29, 24, 33 ], [ 31, 23, 39, 31, 23, 39 ], [ 27, 25, 28, 27, 25, 28 ], [ 13307, 5587, 7720, 13307, 5587, 7720 ], [ 0, 0, 486.720194, 0, 0, 486.720195 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394950, 315785, -14536, -41615, -27078, -92297 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669478400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759256224817, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 209, "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) |
---|