Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877292.7626 | 676351.1341 | 200941.6285 | 4282518.1396 | 6493420.0474 | -2210901.9078 |
Total P&L (%) | 877.2928 | 676.3511 | 200.9416 | 4282.5181 | 6493.42 | -2210.9019 |
Avg Daily Profit (%) | 0.4436 | 0.342 | 0.1016 | 0.1913 | 0.212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125268 | -130308 | -93745 | -8740081 | -4494790 | -5460118 |
Profit Factor | 2.4666 | 3.5024 | 1.6128 | 1.2611 | 1.971 | 0.7724 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 56.044 | 51.1111 | 60.8696 | 56.044 | 51.1111 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.9346 | 3.3501 | 1.0368 | 0.9891 | 1.8853 | 0.4965 |
Largest Winning Trade | 194673 | 194673 | 61151 | 6616914 | 6616914 | 1451211 |
Largest Losing Trade | -70754 | -70754 | -54514 | -5460118 | -3223405 | -5460118 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 3749 | 1914 | 1835 | 3749 | 1914 | 1835 |
Profit Streak | 506.2388 | 0 | 508.7388 | 506.2388 | 0 | 508.7388 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591522 | 581700 | -53312 | 279137 | 435418 | -578711 |
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{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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": [ [ 877292.7625747384, 676351.1340979249, 200941.6284768137, 4282518.139585536, 6493420.047403404, -2210901.9078178676 ], [ 877.292763, 676.351134, 200.941628, 4282.51814, 6493.420047, -2210.901908 ], [ 0.443637, 0.342023, 0.101614, 0.191344, 0.21204, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125268, -130308, -93745, -8740081, -4494790, -5460118 ], [ 2.466554, 3.502388, 1.61278, 1.261121, 1.971018, 0.772384 ], [ 91, 45, 46, 91, 45, 46 ], [ 51, 23, 28, 51, 23, 28 ], [ 40, 22, 18, 40, 22, 18 ], [ 56.043956, 51.111111, 60.869565, 56.043956, 51.111111, 60.869565 ], [ 1.934552, 3.35011, 1.036787, 0.989115, 1.885321, 0.496532 ], [ 194673, 194673, 61151, 6616914, 6616914, 1451211 ], [ -70754, -70754, -54514, -5460118, -3223405, -5460118 ], [ 41, 42, 39, 41, 42, 39 ], [ 51, 56, 47, 51, 56, 47 ], [ 27, 28, 27, 27, 28, 27 ], [ 3749, 1914, 1835, 3749, 1914, 1835 ], [ 506.238813, 0, 508.738813, 506.238813, 0, 508.738813 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 591522, 581700, -53312, 279137, 435418, -578711 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555891200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760377433464, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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) |
---|