| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 304574.9125 | 422193.6211 | -117618.7086 | -510743.2276 | 2587091.418 | -3097834.6456 |
| Total P&L (%) | 304.5749 | 422.1936 | -117.6187 | -510.7432 | 2587.0914 | -3097.8346 |
| Avg Daily Profit (%) | 0.1882 | 0.2609 | -0.0727 | 0 | 0.2036 | 0 |
| Buy And Hold Return (%) | 25.1017 | 25.1017 | 25.1017 | 25.1017 | 25.1017 | 25.1017 |
| Max Trade Drawdown | -309579 | -123794 | -327022 | -3045725 | -700542 | -3814151 |
| Profit Factor | 1.2615 | 1.9028 | 0.8313 | 0.9401 | 1.9932 | 0.4766 |
| Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
| Winning Trades | 75 | 38 | 37 | 79 | 44 | 35 |
| Losing Trades | 90 | 44 | 46 | 86 | 38 | 48 |
| Profitability (%) | 45.4545 | 46.3415 | 44.5783 | 47.8788 | 53.6585 | 42.1687 |
| Ratio Avg Win / Avg Loss | 1.5138 | 2.2032 | 1.0335 | 1.0234 | 1.7214 | 0.6537 |
| Largest Winning Trade | 126456 | 126456 | 53658 | 636942 | 636942 | 361263 |
| Largest Losing Trade | -209060 | -65550 | -209060 | -1220244 | -362095 | -1220244 |
| Avg Bars in Trades | 116 | 129 | 103 | 116 | 129 | 103 |
| Avg Bars in Winners | 134 | 143 | 124 | 110 | 118 | 100 |
| Avg Bars in Losers | 101 | 117 | 86 | 121 | 141 | 105 |
| Bars Traded | 19200 | 10603 | 8597 | 19200 | 10603 | 8597 |
| Profit Streak | 506.2711 | 508.8544 | 506.2711 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307332 | 232479 | -580967 | -579071 | 283385 | -584155 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579629600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759516222194,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 1.43179
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 76,
"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": [
[
304574.9125010473,
422193.6210511469,
-117618.7085500998,
-510743.2275861694,
2587091.4179840917,
-3097834.64557026
],
[
304.574913,
422.193621,
-117.618709,
-510.743228,
2587.091418,
-3097.834646
],
[
0.188242,
0.260935,
-0.072694,
0,
0.203609,
0
],
[
25.101732,
25.101732,
25.101732,
25.101732,
25.101732,
25.101732
],
[
-309579,
-123794,
-327022,
-3045725,
-700542,
-3814151
],
[
1.26149,
1.902775,
0.831275,
0.940081,
1.993206,
0.476643
],
[
165,
82,
83,
165,
82,
83
],
[
75,
38,
37,
79,
44,
35
],
[
90,
44,
46,
86,
38,
48
],
[
45.454545,
46.341463,
44.578313,
47.878788,
53.658537,
42.168675
],
[
1.513789,
2.203213,
1.033477,
1.02338,
1.721405,
0.653682
],
[
126456,
126456,
53658,
636942,
636942,
361263
],
[
-209060,
-65550,
-209060,
-1220244,
-362095,
-1220244
],
[
116,
129,
103,
116,
129,
103
],
[
134,
143,
124,
110,
118,
100
],
[
101,
117,
86,
121,
141,
105
],
[
19200,
10603,
8597,
19200,
10603,
8597
],
[
506.27109,
508.854423,
506.27109,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307332,
232479,
-580967,
-579071,
283385,
-584155
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579629600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759516222194,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 170,
"offset": 0,
"std": 1.43179
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 76,
"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) |
|---|