Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241460.1418 | 329792.995 | -88332.8532 | -84986.0116 | 53682.8238 | -138668.8354 |
Total P&L (%) | 241.4601 | 329.793 | -88.3329 | -84.986 | 53.6828 | -138.6688 |
Avg Daily Profit (%) | 0.1221 | 0.1668 | -0.0447 | -0.0958 | 0.0217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96470 | -96470 | -151247 | -143096 | -113375 | -167420 |
Profit Factor | 1.6524 | 2.6271 | 0.4724 | 0.7838 | 1.2539 | 0.237 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Losing Trades | 19 | 4 | 15 | 19 | 4 | 15 |
Profitability (%) | 67.7966 | 86.2069 | 50 | 67.7966 | 86.2069 | 50 |
Ratio Avg Win / Avg Loss | 0.7849 | 0.4203 | 0.4724 | 0.3723 | 0.2006 | 0.237 |
Largest Winning Trade | 106209 | 106209 | 10791 | 60432 | 60432 | 7186 |
Largest Losing Trade | -96470 | -96470 | -69925 | -113375 | -113375 | -88275 |
Avg Bars in Trades | 61 | 120 | 4 | 61 | 120 | 4 |
Avg Bars in Winners | 33 | 51 | 3 | 33 | 51 | 3 |
Avg Bars in Losers | 120 | 548 | 5 | 120 | 548 | 5 |
Bars Traded | 3618 | 3487 | 131 | 3618 | 3487 | 131 |
Profit Streak | 694.7847 | 713.2847 | 694.7847 | 694.7847 | 713.2847 | 694.7847 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205462 | 554444 | -579216 | -756591 | -160949 | -579216 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1554033600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759733396255, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 146, "offset": 0, "std": 3.06391 } } }
{ "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": [ [ 241460.1417994459, 329792.9949645727, -88332.8531651269, -84986.0115650207, 53682.8238488449, -138668.8354138656 ], [ 241.460142, 329.792995, -88.332853, -84.986012, 53.682824, -138.668835 ], [ 0.122104, 0.166773, -0.044669, -0.095842, 0.021733, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -96470, -96470, -151247, -143096, -113375, -167420 ], [ 1.652393, 2.627082, 0.472402, 0.783847, 1.253907, 0.237029 ], [ 59, 29, 30, 59, 29, 30 ], [ 40, 25, 15, 40, 25, 15 ], [ 19, 4, 15, 19, 4, 15 ], [ 67.79661, 86.206897, 50, 67.79661, 86.206897, 50 ], [ 0.784887, 0.420333, 0.472402, 0.372327, 0.200625, 0.237029 ], [ 106209, 106209, 10791, 60432, 60432, 7186 ], [ -96470, -96470, -69925, -113375, -113375, -88275 ], [ 61, 120, 4, 61, 120, 4 ], [ 33, 51, 3, 33, 51, 3 ], [ 120, 548, 5, 120, 548, 5 ], [ 3618, 3487, 131, 3618, 3487, 131 ], [ 694.784679, 713.284679, 694.784679, 694.784679, 713.284679, 694.784679 ], [ 6, 7, 3, 6, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -205462, 554444, -579216, -756591, -160949, -579216 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1554033600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759733396255, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 146, "offset": 0, "std": 3.06391 } } }
# | 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) |
---|