Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2189416.894 | 2260175.8839 | -70758.9899 | -87008.9138 | 305475.2754 | -392484.1892 |
Total P&L (%) | 2189.4169 | 2260.1759 | -70.759 | -87.0089 | 305.4753 | -392.4842 |
Avg Daily Profit (%) | 1.1072 | 1.1429 | -0.0358 | -0.1032 | 0.0708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -392889 | -236228 | -160774 | -2268547 | -999566 | -1359145 |
Profit Factor | 4.0176 | 5.797 | 0.7218 | 0.9755 | 1.1823 | 0.7909 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 40.2439 | 34.1463 | 46.3415 | 40.2439 | 34.1463 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.9655 | 11.1799 | 0.8358 | 1.4485 | 2.2801 | 0.9158 |
Largest Winning Trade | 2527340 | 2527340 | 64518 | 976218 | 976218 | 859583 |
Largest Losing Trade | -56168 | -55029 | -56168 | -1209472 | -391306 | -1209472 |
Avg Bars in Trades | 45 | 78 | 12 | 45 | 78 | 12 |
Avg Bars in Winners | 76 | 158 | 15 | 76 | 158 | 15 |
Avg Bars in Losers | 24 | 36 | 10 | 24 | 36 | 10 |
Bars Traded | 3733 | 3210 | 523 | 3733 | 3210 | 523 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285679 | 565685 | -581887 | -591682 | -123440 | -581887 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551139200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760337677944, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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": [ [ 2189416.89398254, 2260175.8838960016, -70758.9899134618, -87008.9138038143, 305475.2753577307, -392484.1891615456 ], [ 2189.416894, 2260.175884, -70.75899, -87.008914, 305.475275, -392.484189 ], [ 1.107164, 1.142946, -0.035782, -0.103153, 0.070816, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -392889, -236228, -160774, -2268547, -999566, -1359145 ], [ 4.017595, 5.796967, 0.72184, 0.975514, 1.182264, 0.790939 ], [ 82, 41, 41, 82, 41, 41 ], [ 33, 14, 19, 33, 14, 19 ], [ 49, 27, 22, 49, 27, 22 ], [ 40.243902, 34.146341, 46.341463, 40.243902, 34.146341, 46.341463 ], [ 5.96552, 11.179866, 0.835815, 1.44849, 2.28008, 0.915824 ], [ 2527340, 2527340, 64518, 976218, 976218, 859583 ], [ -56168, -55029, -56168, -1209472, -391306, -1209472 ], [ 45, 78, 12, 45, 78, 12 ], [ 76, 158, 15, 76, 158, 15 ], [ 24, 36, 10, 24, 36, 10 ], [ 3733, 3210, 523, 3733, 3210, 523 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 285679, 565685, -581887, -591682, -123440, -581887 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1551139200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760337677944, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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) |
---|