| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 649418.5627 | 556969.8136 | 92448.7491 | 3536673.1479 | 2348865.3203 | 1187807.8276 |
| Total P&L (%) | 649.4186 | 556.9698 | 92.4487 | 3536.6731 | 2348.8653 | 1187.8078 |
| Avg Daily Profit (%) | 0.3285 | 0.2818 | 0.0468 | 0.182 | 0.1619 | 0.1294 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88537 | -44518 | -77717 | -399339 | -361017 | -245323 |
| Profit Factor | 3.449 | 6.0863 | 1.5938 | 4.056 | 5.0635 | 3.0506 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 42.4242 | 45.4545 | 39.3939 | 42.4242 | 45.4545 | 39.3939 |
| Ratio Avg Win / Avg Loss | 4.6807 | 7.3035 | 2.4521 | 5.5046 | 6.0762 | 4.6933 |
| Largest Winning Trade | 185306 | 185306 | 91483 | 1037654 | 910489 | 1037654 |
| Largest Losing Trade | -43725 | -27705 | -43725 | -165754 | -165754 | -156446 |
| Avg Bars in Trades | 111 | 100 | 121 | 111 | 100 | 121 |
| Avg Bars in Winners | 221 | 185 | 262 | 221 | 185 | 262 |
| Avg Bars in Losers | 30 | 29 | 30 | 30 | 29 | 30 |
| Bars Traded | 7344 | 3323 | 4021 | 7344 | 3323 | 4021 |
| Profit Streak | 590.7011 | 591.4511 | 0 | 590.7011 | 591.4511 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115407 | 578007 | -131607 | -116154 | 516410 | -18227 |
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759726174697,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 236,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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": [
[
649418.5627109032,
556969.8136051332,
92448.7491057701,
3536673.1478830213,
2348865.320272793,
1187807.8276102296
],
[
649.418563,
556.969814,
92.448749,
3536.673148,
2348.86532,
1187.807828
],
[
0.328528,
0.28176,
0.046768,
0.181961,
0.161922,
0.129363
],
[
10,
10,
10,
10,
10,
10
],
[
-88537,
-44518,
-77717,
-399339,
-361017,
-245323
],
[
3.448953,
6.086257,
1.593849,
4.056032,
5.063535,
3.050627
],
[
66,
33,
33,
66,
33,
33
],
[
28,
15,
13,
28,
15,
13
],
[
38,
18,
20,
38,
18,
20
],
[
42.424242,
45.454545,
39.393939,
42.424242,
45.454545,
39.393939
],
[
4.680722,
7.303508,
2.452075,
5.504615,
6.076242,
4.693273
],
[
185306,
185306,
91483,
1037654,
910489,
1037654
],
[
-43725,
-27705,
-43725,
-165754,
-165754,
-156446
],
[
111,
100,
121,
111,
100,
121
],
[
221,
185,
262,
221,
185,
262
],
[
30,
29,
30,
30,
29,
30
],
[
7344,
3323,
4021,
7344,
3323,
4021
],
[
590.701096,
591.451096,
0,
590.701096,
591.451096,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115407,
578007,
-131607,
-116154,
516410,
-18227
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7907,
"evaluation_days": 1976.75,
"actual_first_datapoint_time": 1547791200000,
"first_datapoint_time": 1552867200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759726174697,
"expiration_time": 1723706136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 236,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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) |
|---|