| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 398741.3907 | 495171.8689 | -96430.4782 | -45107.4249 | 5151637.9155 | -5196745.3404 |
| Total P&L (%) | 398.7414 | 495.1719 | -96.4305 | -45.1074 | 5151.6379 | -5196.7453 |
| Avg Daily Profit (%) | 0.2464 | 0.306 | -0.0596 | -0.0371 | 0.2451 | 0 |
| Buy And Hold Return (%) | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 |
| Max Trade Drawdown | -296560 | -195215 | -163953 | -10697966 | -3930717 | -7101255 |
| Profit Factor | 1.583 | 2.3158 | 0.6865 | 0.9972 | 1.6964 | 0.4083 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 53.4091 | 52.2727 | 54.5455 | 53.4091 | 52.2727 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.3809 | 2.1144 | 0.5721 | 0.8699 | 1.5489 | 0.3402 |
| Largest Winning Trade | 163253 | 163253 | 29386 | 5293344 | 5293344 | 919512 |
| Largest Losing Trade | -76745 | -76745 | -63712 | -4736120 | -2911015 | -4736120 |
| Avg Bars in Trades | 205 | 364 | 46 | 205 | 364 | 46 |
| Avg Bars in Winners | 155 | 270 | 44 | 155 | 270 | 44 |
| Avg Bars in Losers | 262 | 467 | 47 | 262 | 467 | 47 |
| Bars Traded | 18063 | 16037 | 2026 | 18063 | 16037 | 2026 |
| Profit Streak | 0 | 589.5703 | 0 | 0 | 589.5703 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378301 | 499445 | -580130 | -580101 | 452672 | -580130 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580169600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759196476994,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 72,
"offset": 0,
"std": 3.78134
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 201,
"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": [
[
398741.3907154055,
495171.8689122249,
-96430.4781968193,
-45107.4248562791,
5151637.915548704,
-5196745.340404984
],
[
398.741391,
495.171869,
-96.430478,
-45.107425,
5151.637916,
-5196.74534
],
[
0.246441,
0.306039,
-0.059599,
-0.037063,
0.245116,
0
],
[
22.87313,
22.87313,
22.87313,
22.87313,
22.87313,
22.87313
],
[
-296560,
-195215,
-163953,
-10697966,
-3930717,
-7101255
],
[
1.583033,
2.315787,
0.686484,
0.997212,
1.696449,
0.408295
],
[
88,
44,
44,
88,
44,
44
],
[
47,
23,
24,
47,
23,
24
],
[
41,
21,
20,
41,
21,
20
],
[
53.409091,
52.272727,
54.545455,
53.409091,
52.272727,
54.545455
],
[
1.380944,
2.114414,
0.57207,
0.869908,
1.548932,
0.340246
],
[
163253,
163253,
29386,
5293344,
5293344,
919512
],
[
-76745,
-76745,
-63712,
-4736120,
-2911015,
-4736120
],
[
205,
364,
46,
205,
364,
46
],
[
155,
270,
44,
155,
270,
44
],
[
262,
467,
47,
262,
467,
47
],
[
18063,
16037,
2026,
18063,
16037,
2026
],
[
0,
589.570336,
0,
0,
589.570336,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378301,
499445,
-580130,
-580101,
452672,
-580130
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580169600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759196476994,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 72,
"offset": 0,
"std": 3.78134
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 201,
"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) |
|---|