| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 157254.5357 | 273429.8826 | -116175.3469 | -80033.5135 | 612296.7934 | -692330.3068 |
| Total P&L (%) | 157.2545 | 273.4299 | -116.1753 | -80.0335 | 612.2968 | -692.3303 |
| Avg Daily Profit (%) | 0.0972 | 0.169 | -0.0718 | -0.0995 | 0.1214 | 0 |
| Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
| Max Trade Drawdown | -272252 | -185072 | -162286 | -732578 | -285923 | -827505 |
| Profit Factor | 1.2129 | 1.8578 | 0.7234 | 0.9525 | 2.2599 | 0.4233 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 46.5909 | 50 | 43.1818 | 46.5909 | 50 | 43.1818 |
| Ratio Avg Win / Avg Loss | 1.3904 | 1.8578 | 0.9518 | 1.0919 | 2.2599 | 0.5569 |
| Largest Winning Trade | 94814 | 94814 | 54544 | 310115 | 310115 | 129857 |
| Largest Losing Trade | -69896 | -56087 | -69896 | -519923 | -206366 | -519923 |
| Avg Bars in Trades | 215 | 213 | 218 | 215 | 213 | 218 |
| Avg Bars in Winners | 318 | 291 | 349 | 318 | 291 | 349 |
| Avg Bars in Losers | 126 | 135 | 118 | 126 | 135 | 118 |
| Bars Traded | 18999 | 9394 | 9605 | 18999 | 9394 | 9605 |
| 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 | -65226 | 393850 | -583371 | -580202 | -26141 | -583371 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580349600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758979668625,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 159,
"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": [
[
157254.5356546311,
273429.882593242,
-116175.3469386108,
-80033.5134741866,
612296.7933600274,
-692330.3068342136
],
[
157.254536,
273.429883,
-116.175347,
-80.033513,
612.296793,
-692.330307
],
[
0.097191,
0.168993,
-0.071802,
-0.099525,
0.121416,
0
],
[
24.970964,
24.970964,
24.970964,
24.970964,
24.970964,
24.970964
],
[
-272252,
-185072,
-162286,
-732578,
-285923,
-827505
],
[
1.212865,
1.857791,
0.723387,
0.952543,
2.259866,
0.423263
],
[
88,
44,
44,
88,
44,
44
],
[
41,
22,
19,
41,
22,
19
],
[
47,
22,
25,
47,
22,
25
],
[
46.590909,
50,
43.181818,
46.590909,
50,
43.181818
],
[
1.390357,
1.857791,
0.951824,
1.091939,
2.259866,
0.556925
],
[
94814,
94814,
54544,
310115,
310115,
129857
],
[
-69896,
-56087,
-69896,
-519923,
-206366,
-519923
],
[
215,
213,
218,
215,
213,
218
],
[
318,
291,
349,
318,
291,
349
],
[
126,
135,
118,
126,
135,
118
],
[
18999,
9394,
9605,
18999,
9394,
9605
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65226,
393850,
-583371,
-580202,
-26141,
-583371
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580349600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758979668625,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 159,
"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) |
|---|