Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215683.6285 | 127789.3553 | 87894.2732 | 280321.5777 | 91669.7123 | 188651.8654 |
Total P&L (%) | 215.6836 | 127.7894 | 87.8943 | 280.3216 | 91.6697 | 188.6519 |
Avg Daily Profit (%) | 0.3738 | 0.2214 | 0.1523 | 0.2318 | 0.1128 | 0.1839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66374 | -68855 | -43354 | -365273 | -389941 | -79037 |
Profit Factor | 1.5536 | 1.5334 | 1.5859 | 1.2587 | 1.1265 | 1.5257 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 54.8148 | 55.8824 | 53.7313 | 54.8148 | 55.8824 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.2807 | 1.2106 | 1.3656 | 1.0375 | 0.8893 | 1.3138 |
Largest Winning Trade | 78915 | 78915 | 29162 | 303414 | 303414 | 88530 |
Largest Losing Trade | -22562 | -22562 | -20005 | -132236 | -132236 | -49322 |
Avg Bars in Trades | 98 | 91 | 104 | 98 | 91 | 104 |
Avg Bars in Winners | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Losers | 113 | 102 | 123 | 113 | 102 | 123 |
Bars Traded | 13256 | 6251 | 7005 | 13256 | 6251 | 7005 |
Profit Streak | 0 | 0 | 510.7419 | 0 | 0 | 510.7419 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407933 | -99493 | -106206 | 299348 | -234295 | -106304 |
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669460400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760158103798, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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": [ [ 215683.6285399526, 127789.3553403142, 87894.2731996385, 280321.5776541773, 91669.7122633577, 188651.8653908195 ], [ 215.683629, 127.789355, 87.894273, 280.321578, 91.669712, 188.651865 ], [ 0.37375, 0.221441, 0.152309, 0.231752, 0.112804, 0.183861 ], [ 10, 10, 10, 10, 10, 10 ], [ -66374, -68855, -43354, -365273, -389941, -79037 ], [ 1.553635, 1.533447, 1.58587, 1.258666, 1.126461, 1.525732 ], [ 135, 68, 67, 135, 68, 67 ], [ 74, 38, 36, 74, 38, 36 ], [ 61, 30, 31, 61, 30, 31 ], [ 54.814815, 55.882353, 53.731343, 54.814815, 55.882353, 53.731343 ], [ 1.280699, 1.210616, 1.36561, 1.037549, 0.889311, 1.313825 ], [ 78915, 78915, 29162, 303414, 303414, 88530 ], [ -22562, -22562, -20005, -132236, -132236, -49322 ], [ 98, 91, 104, 98, 91, 104 ], [ 85, 83, 87, 85, 83, 87 ], [ 113, 102, 123, 113, 102, 123 ], [ 13256, 6251, 7005, 13256, 6251, 7005 ], [ 0, 0, 510.741942, 0, 0, 510.741942 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407933, -99493, -106206, 299348, -234295, -106304 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669460400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760158103798, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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) |
---|