Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140501.3517 | 97813.0826 | 42688.2691 | 153089.2312 | 149898.471 | 3190.7602 |
Total P&L (%) | 140.5014 | 97.8131 | 42.6883 | 153.0892 | 149.8985 | 3.1908 |
Avg Daily Profit (%) | 0.2435 | 0.1695 | 0.074 | 0.161 | 0.1588 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66927 | -53113 | -33954 | -271622 | -212548 | -113119 |
Profit Factor | 1.52 | 1.6129 | 1.3859 | 1.1984 | 1.3298 | 1.0101 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 49.6063 | 46.875 | 52.381 | 49.6063 | 46.875 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5441 | 1.828 | 1.26 | 1.2175 | 1.5071 | 0.9182 |
Largest Winning Trade | 48353 | 48353 | 24147 | 128976 | 128976 | 48276 |
Largest Losing Trade | -24845 | -24845 | -12826 | -105461 | -105461 | -49259 |
Avg Bars in Trades | 104 | 107 | 100 | 104 | 107 | 100 |
Avg Bars in Winners | 139 | 149 | 130 | 139 | 149 | 130 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 13223 | 6903 | 6320 | 13223 | 6903 | 6320 |
Profit Streak | 0 | 0 | 514.4902 | 0 | 0 | 514.4902 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371718 | -130372 | -241351 | 173937 | -132139 | -708249 |
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{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.88712 } } }
{ "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": [ [ 140501.3517327731, 97813.0826199122, 42688.2691128608, 153089.2311790352, 149898.4710242001, 3190.7601548352 ], [ 140.501352, 97.813083, 42.688269, 153.089231, 149.898471, 3.19076 ], [ 0.243469, 0.169497, 0.073973, 0.161038, 0.158836, 0.005443 ], [ 10, 10, 10, 10, 10, 10 ], [ -66927, -53113, -33954, -271622, -212548, -113119 ], [ 1.520014, 1.612938, 1.385947, 1.198434, 1.329779, 1.010067 ], [ 127, 64, 63, 127, 64, 63 ], [ 63, 30, 33, 63, 30, 33 ], [ 64, 34, 30, 64, 34, 30 ], [ 49.606299, 46.875, 52.380952, 49.606299, 46.875, 52.380952 ], [ 1.544142, 1.827996, 1.259952, 1.217456, 1.507083, 0.918243 ], [ 48353, 48353, 24147, 128976, 128976, 48276 ], [ -24845, -24845, -12826, -105461, -105461, -49259 ], [ 104, 107, 100, 104, 107, 100 ], [ 139, 149, 130, 139, 149, 130 ], [ 69, 71, 67, 69, 71, 67 ], [ 13223, 6903, 6320, 13223, 6903, 6320 ], [ 0, 0, 514.490207, 0, 0, 514.490207 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371718, -130372, -241351, 173937, -132139, -708249 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "1h", "packets": 25000, "actual_packets": 13850, "evaluation_days": 577.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669248000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760312753900, "expiration_time": 1722179520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 2.88712 } } }
# | 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) |
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