| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 919165.3465 | 708940.2154 | 210225.1311 | 11019189.7812 | 2964651.6146 | 8054538.1666 |
| Total P&L (%) | 919.1653 | 708.9402 | 210.2251 | 11019.1898 | 2964.6516 | 8054.5382 |
| Avg Daily Profit (%) | 0.465 | 0.3586 | 0.1063 | 0.2386 | 0.1733 | 0.2229 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91755 | -98225 | -140646 | -5513262 | -6520685 | -1509990 |
| Profit Factor | 2.4182 | 3.0479 | 1.6962 | 1.5527 | 1.2018 | 2.535 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Profitability (%) | 53.5714 | 54.2857 | 52.8571 | 53.5714 | 54.2857 | 52.8571 |
| Ratio Avg Win / Avg Loss | 2.0958 | 2.5667 | 1.5129 | 1.3456 | 1.012 | 2.2609 |
| Largest Winning Trade | 222495 | 222495 | 80294 | 6704097 | 6704097 | 3604689 |
| Largest Losing Trade | -45434 | -45434 | -41683 | -3128096 | -3128096 | -845112 |
| Avg Bars in Trades | 54 | 38 | 71 | 54 | 38 | 71 |
| Avg Bars in Winners | 73 | 46 | 100 | 73 | 46 | 100 |
| Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
| Bars Traded | 7686 | 2679 | 5007 | 7686 | 2679 | 5007 |
| Profit Streak | 0 | 0 | 560.5247 | 0 | 0 | 560.5247 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 566766 | -78408 | -141019 | 389855 | -86331 | -80160 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759646132075,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 13,
"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": [
[
919165.346514492,
708940.2153676854,
210225.1311468066,
11019189.781175233,
2964651.6145879896,
8054538.166587246
],
[
919.165347,
708.940215,
210.225131,
11019.189781,
2964.651615,
8054.538167
],
[
0.464988,
0.358639,
0.106349,
0.238618,
0.173289,
0.222894
],
[
10,
10,
10,
10,
10,
10
],
[
-91755,
-98225,
-140646,
-5513262,
-6520685,
-1509990
],
[
2.418204,
3.047903,
1.696246,
1.55266,
1.201798,
2.534999
],
[
140,
70,
70,
140,
70,
70
],
[
75,
38,
37,
75,
38,
37
],
[
65,
32,
33,
65,
32,
33
],
[
53.571429,
54.285714,
52.857143,
53.571429,
54.285714,
52.857143
],
[
2.095776,
2.566655,
1.512868,
1.345639,
1.01204,
2.260945
],
[
222495,
222495,
80294,
6704097,
6704097,
3604689
],
[
-45434,
-45434,
-41683,
-3128096,
-3128096,
-845112
],
[
54,
38,
71,
54,
38,
71
],
[
73,
46,
100,
73,
46,
100
],
[
33,
28,
38,
33,
28,
38
],
[
7686,
2679,
5007,
7686,
2679,
5007
],
[
0,
0,
560.524677,
0,
0,
560.524677
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
566766,
-78408,
-141019,
389855,
-86331,
-80160
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1551484800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759646132075,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 13,
"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) |
|---|