| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 358683.6673 | 320576.8924 | 38106.7749 | 59188.3941 | -179140.1488 | 238328.543 |
| Total P&L (%) | 358.6837 | 320.5769 | 38.1068 | 59.1884 | -179.1401 | 238.3285 |
| Avg Daily Profit (%) | 0.1815 | 0.1622 | 0.0193 | 0.0235 | 0 | 0.0617 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135368 | -127278 | -111327 | -820979 | -741093 | -248893 |
| Profit Factor | 1.6716 | 2.0009 | 1.1782 | 1.0338 | 0.8583 | 1.4876 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Profitability (%) | 50.8772 | 51.7241 | 50 | 50.8772 | 51.7241 | 50 |
| Ratio Avg Win / Avg Loss | 1.614 | 1.8675 | 1.1782 | 0.9981 | 0.8011 | 1.4876 |
| Largest Winning Trade | 126391 | 126391 | 62825 | 357314 | 317518 | 357314 |
| Largest Losing Trade | -52055 | -52055 | -50177 | -429687 | -429687 | -116167 |
| Avg Bars in Trades | 133 | 154 | 111 | 133 | 154 | 111 |
| Avg Bars in Winners | 167 | 170 | 164 | 167 | 170 | 164 |
| Avg Bars in Losers | 97 | 137 | 58 | 97 | 137 | 58 |
| Bars Traded | 7600 | 4482 | 3118 | 7600 | 4482 | 3118 |
| Profit Streak | 0 | 0 | 654.6784 | 0 | 0 | 654.6784 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168757 | 405655 | -214051 | -526608 | -580609 | -129436 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552586400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795412665,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 117,
"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": [
[
358683.6672882061,
320576.8923893904,
38106.7748988157,
59188.394117964,
-179140.1488429558,
238328.5429609196
],
[
358.683667,
320.576892,
38.106775,
59.188394,
-179.140149,
238.328543
],
[
0.181451,
0.162174,
0.019277,
0.023522,
0,
0.061678
],
[
10,
10,
10,
10,
10,
10
],
[
-135368,
-127278,
-111327,
-820979,
-741093,
-248893
],
[
1.671605,
2.000934,
1.178243,
1.03376,
0.858322,
1.487569
],
[
57,
29,
28,
57,
29,
28
],
[
29,
15,
14,
29,
15,
14
],
[
28,
14,
14,
28,
14,
14
],
[
50.877193,
51.724138,
50,
50.877193,
51.724138,
50
],
[
1.613964,
1.867539,
1.178243,
0.998113,
0.801101,
1.487569
],
[
126391,
126391,
62825,
357314,
317518,
357314
],
[
-52055,
-52055,
-50177,
-429687,
-429687,
-116167
],
[
133,
154,
111,
133,
154,
111
],
[
167,
170,
164,
167,
170,
164
],
[
97,
137,
58,
97,
137,
58
],
[
7600,
4482,
3118,
7600,
4482,
3118
],
[
0,
0,
654.678387,
0,
0,
654.678387
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168757,
405655,
-214051,
-526608,
-580609,
-129436
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552586400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795412665,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 117,
"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) |
|---|