| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292314.3933 | 388232.0553 | -95917.662 | -51230.0703 | 11343.1185 | -62573.1889 |
| Total P&L (%) | 292.3144 | 388.2321 | -95.9177 | -51.2301 | 11.3431 | -62.5732 |
| Avg Daily Profit (%) | 0.1807 | 0.2399 | -0.0593 | -0.0444 | 0.0066 | -0.0607 |
| Buy And Hold Return (%) | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 | 24.2064 |
| Max Trade Drawdown | -260151 | -182891 | -116857 | -1012811 | -768872 | -326016 |
| Profit Factor | 1.3092 | 1.7981 | 0.791 | 0.9821 | 1.0069 | 0.9491 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Losing Trades | 102 | 48 | 54 | 102 | 48 | 54 |
| Profitability (%) | 40.6977 | 44.186 | 37.2093 | 40.6977 | 44.186 | 37.2093 |
| Ratio Avg Win / Avg Loss | 1.9077 | 2.2713 | 1.3348 | 1.4311 | 1.2719 | 1.6016 |
| Largest Winning Trade | 154770 | 154770 | 62150 | 401264 | 357352 | 401264 |
| Largest Losing Trade | -50896 | -50896 | -40460 | -532835 | -532835 | -155690 |
| Avg Bars in Trades | 110 | 110 | 110 | 110 | 110 | 110 |
| Avg Bars in Winners | 166 | 170 | 161 | 166 | 170 | 161 |
| Avg Bars in Losers | 72 | 62 | 80 | 72 | 62 | 80 |
| Bars Traded | 18984 | 9465 | 9519 | 18984 | 9465 | 9519 |
| 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 | 215653 | 316370 | -584409 | -581827 | -565206 | -583298 |
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580097600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758882891782,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 28,
"offset": 163
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 58,
"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": [
[
292314.3932984081,
388232.055338391,
-95917.6620399829,
-51230.0703248355,
11343.1185280854,
-62573.1888529211
],
[
292.314393,
388.232055,
-95.917662,
-51.23007,
11.343119,
-62.573189
],
[
0.180664,
0.239946,
-0.059282,
-0.044369,
0.006641,
-0.060722
],
[
24.206395,
24.206395,
24.206395,
24.206395,
24.206395,
24.206395
],
[
-260151,
-182891,
-116857,
-1012811,
-768872,
-326016
],
[
1.309206,
1.798126,
0.791003,
0.982109,
1.006941,
0.949097
],
[
172,
86,
86,
172,
86,
86
],
[
70,
38,
32,
70,
38,
32
],
[
102,
48,
54,
102,
48,
54
],
[
40.697674,
44.186047,
37.209302,
40.697674,
44.186047,
37.209302
],
[
1.9077,
2.271318,
1.334817,
1.431073,
1.271926,
1.601601
],
[
154770,
154770,
62150,
401264,
357352,
401264
],
[
-50896,
-50896,
-40460,
-532835,
-532835,
-155690
],
[
110,
110,
110,
110,
110,
110
],
[
166,
170,
161,
166,
170,
161
],
[
72,
62,
80,
72,
62,
80
],
[
18984,
9465,
9519,
18984,
9465,
9519
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
215653,
316370,
-584409,
-581827,
-565206,
-583298
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580097600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758882891782,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 28,
"offset": 163
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 58,
"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) |
|---|