| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 697788.0591 | 677701.8687 | 20086.1904 | 115069.023 | -140730.9412 | 255799.9642 |
| Total P&L (%) | 697.7881 | 677.7019 | 20.0862 | 115.069 | -140.7309 | 255.8 |
| Avg Daily Profit (%) | 0.4313 | 0.4189 | 0.0124 | 0.0473 | 0 | 0.0785 |
| Buy And Hold Return (%) | 23.1121 | 23.1121 | 23.1121 | 23.1121 | 23.1121 | 23.1121 |
| Max Trade Drawdown | -177948 | -194386 | -11274 | -2665264 | -2802833 | -138115 |
| Profit Factor | 2.8011 | 2.8847 | 1.7215 | 1.0319 | 0.9587 | 2.2421 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
| Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Profitability (%) | 44.0678 | 37.931 | 50 | 44.0678 | 37.931 | 50 |
| Ratio Avg Win / Avg Loss | 3.5552 | 4.7204 | 1.7215 | 1.3097 | 1.5687 | 2.2421 |
| Largest Winning Trade | 558185 | 558185 | 6347 | 1405792 | 1405792 | 146296 |
| Largest Losing Trade | -72320 | -72320 | -8332 | -2073797 | -2073797 | -138115 |
| Avg Bars in Trades | 309 | 623 | 7 | 309 | 623 | 7 |
| Avg Bars in Winners | 468 | 1094 | 9 | 468 | 1094 | 9 |
| Avg Bars in Losers | 184 | 334 | 4 | 184 | 334 | 4 |
| Bars Traded | 18286 | 18070 | 216 | 18286 | 18070 | 216 |
| Profit Streak | 476.2685 | 0 | 514.9352 | 476.2685 | 0 | 514.9352 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165861 | 384018 | -337954 | -497723 | -582748 | -83093 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758875202041,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 48,
"offset": 0,
"std": 3.35018
}
}
}
{
"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": [
[
697788.0590579376,
677701.8686823769,
20086.1903755609,
115069.0229936813,
-140730.9411998064,
255799.9641934874
],
[
697.788059,
677.701869,
20.08619,
115.069023,
-140.730941,
255.799964
],
[
0.431266,
0.418852,
0.012414,
0.047341,
0,
0.078473
],
[
23.112128,
23.112128,
23.112128,
23.112128,
23.112128,
23.112128
],
[
-177948,
-194386,
-11274,
-2665264,
-2802833,
-138115
],
[
2.801088,
2.884672,
1.72149,
1.031876,
0.958657,
2.242066
],
[
59,
29,
30,
59,
29,
30
],
[
26,
11,
15,
26,
11,
15
],
[
33,
18,
15,
33,
18,
15
],
[
44.067797,
37.931034,
50,
44.067797,
37.931034,
50
],
[
3.555227,
4.720373,
1.72149,
1.309689,
1.568711,
2.242066
],
[
558185,
558185,
6347,
1405792,
1405792,
146296
],
[
-72320,
-72320,
-8332,
-2073797,
-2073797,
-138115
],
[
309,
623,
7,
309,
623,
7
],
[
468,
1094,
9,
468,
1094,
9
],
[
184,
334,
4,
184,
334,
4
],
[
18286,
18070,
216,
18286,
18070,
216
],
[
476.268542,
0,
514.935209,
476.268542,
0,
514.935209
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165861,
384018,
-337954,
-497723,
-582748,
-83093
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579168800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758875202041,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 48,
"offset": 0,
"std": 3.35018
}
}
}
| # | 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) |
|---|