Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155878.9078 | 316773.2663 | -160894.3585 | -564260.7071 | 183053.1828 | -747313.8899 |
Total P&L (%) | 155.8789 | 316.7733 | -160.8944 | -564.2607 | 183.0532 | -747.3139 |
Avg Daily Profit (%) | 0.0788 | 0.1602 | -0.0814 | 0 | 0.0526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258015 | -50115 | -343090 | -836387 | -328766 | -818878 |
Profit Factor | 1.2636 | 2.9887 | 0.6276 | 0.5959 | 1.401 | 0.205 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 24 | 19 | 31 | 18 | 13 |
Losing Trades | 21 | 8 | 13 | 33 | 14 | 19 |
Profitability (%) | 67.1875 | 75 | 59.375 | 48.4375 | 56.25 | 40.625 |
Ratio Avg Win / Avg Loss | 0.6171 | 0.9962 | 0.4294 | 0.6344 | 1.0896 | 0.2995 |
Largest Winning Trade | 94944 | 56311 | 94944 | 117326 | 117326 | 55718 |
Largest Losing Trade | -203908 | -50115 | -203908 | -204787 | -100070 | -204787 |
Avg Bars in Trades | 58 | 30 | 86 | 58 | 30 | 86 |
Avg Bars in Winners | 64 | 22 | 118 | 44 | 28 | 65 |
Avg Bars in Losers | 44 | 52 | 39 | 71 | 31 | 100 |
Bars Traded | 3719 | 960 | 2759 | 3719 | 960 | 2759 |
Profit Streak | 546.888 | 0 | 579.388 | 0 | 576.888 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230198 | 483110 | -578261 | -724885 | -120572 | -584456 |
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555502400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760131118906, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 180, "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": [ [ 155878.9077665874, 316773.2662880571, -160894.3585214697, -564260.7071111279, 183053.1827650547, -747313.8898761827 ], [ 155.878908, 316.773266, -160.894359, -564.260707, 183.053183, -747.31389 ], [ 0.078826, 0.160189, -0.081363, 0, 0.052629, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -258015, -50115, -343090, -836387, -328766, -818878 ], [ 1.263591, 2.988742, 0.627631, 0.595943, 1.400971, 0.204953 ], [ 64, 32, 32, 64, 32, 32 ], [ 43, 24, 19, 31, 18, 13 ], [ 21, 8, 13, 33, 14, 19 ], [ 67.1875, 75, 59.375, 48.4375, 56.25, 40.625 ], [ 0.617103, 0.996247, 0.429431, 0.634391, 1.089644, 0.299547 ], [ 94944, 56311, 94944, 117326, 117326, 55718 ], [ -203908, -50115, -203908, -204787, -100070, -204787 ], [ 58, 30, 86, 58, 30, 86 ], [ 64, 22, 118, 44, 28, 65 ], [ 44, 52, 39, 71, 31, 100 ], [ 3719, 960, 2759, 3719, 960, 2759 ], [ 546.88795, 0, 579.38795, 0, 576.88795, 0 ], [ 1, 0, 3, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -230198, 483110, -578261, -724885, -120572, -584456 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1555502400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760131118906, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 180, "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) |
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