Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226040.5506 | 122914.9193 | 103125.6313 | 407378.174 | 205816.5839 | 201561.5901 |
Total P&L (%) | 226.0406 | 122.9149 | 103.1256 | 407.3782 | 205.8166 | 201.5616 |
Avg Daily Profit (%) | 0.3917 | 0.213 | 0.1787 | 0.2818 | 0.1939 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46264 | -38287 | -23649 | -216365 | -168236 | -112574 |
Profit Factor | 2.0841 | 1.9746 | 2.2518 | 1.6115 | 1.5326 | 1.7206 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.3967 | 2.4942 | 2.359 | 1.8533 | 1.9359 | 1.8025 |
Largest Winning Trade | 69025 | 69025 | 49471 | 168266 | 168216 | 168266 |
Largest Losing Trade | -15571 | -15571 | -14858 | -80640 | -73130 | -80640 |
Avg Bars in Trades | 154 | 155 | 153 | 154 | 155 | 153 |
Avg Bars in Winners | 213 | 228 | 200 | 213 | 228 | 200 |
Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
Bars Traded | 13290 | 6680 | 6610 | 13290 | 6680 | 6610 |
Profit Streak | 0 | 0 | 506.7653 | 0 | 0 | 506.7653 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421380 | 319788 | 428172 | 354742 | 273059 | 395194 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1670004000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759810921931, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 184 } }, "second_band": { "type": "sma", "factors": { "length": 171, "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": [ [ 226040.5506025227, 122914.9192767378, 103125.631325785, 407378.1740127849, 205816.5838923588, 201561.590120426 ], [ 226.040551, 122.914919, 103.125631, 407.378174, 205.816584, 201.56159 ], [ 0.391697, 0.212995, 0.178702, 0.281828, 0.19389, 0.191457 ], [ 10, 10, 10, 10, 10, 10 ], [ -46264, -38287, -23649, -216365, -168236, -112574 ], [ 2.084119, 1.974593, 2.251791, 1.611543, 1.532603, 1.720603 ], [ 86, 43, 43, 86, 43, 43 ], [ 40, 19, 21, 40, 19, 21 ], [ 46, 24, 22, 46, 24, 22 ], [ 46.511628, 44.186047, 48.837209, 46.511628, 44.186047, 48.837209 ], [ 2.396737, 2.494223, 2.359019, 1.853275, 1.935919, 1.802537 ], [ 69025, 69025, 49471, 168266, 168216, 168266 ], [ -15571, -15571, -14858, -80640, -73130, -80640 ], [ 154, 155, 153, 154, 155, 153 ], [ 213, 228, 200, 213, 228, 200 ], [ 102, 97, 108, 102, 97, 108 ], [ 13290, 6680, 6610, 13290, 6680, 6610 ], [ 0, 0, 506.7653, 0, 0, 506.7653 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421380, 319788, 428172, 354742, 273059, 395194 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1670004000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759810921931, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 184 } }, "second_band": { "type": "sma", "factors": { "length": 171, "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) |
---|