| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307608.091 | 335384.3776 | -27776.2866 | 6009.0274 | 121741.6437 | -115732.6163 |
| Total P&L (%) | 307.6081 | 335.3844 | -27.7763 | 6.009 | 121.7416 | -115.7326 |
| Avg Daily Profit (%) | 0.1556 | 0.1696 | -0.0141 | 0.003 | 0.0403 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178312 | -135082 | -170428 | -528448 | -436465 | -409470 |
| Profit Factor | 1.5413 | 2.4001 | 0.9155 | 1.0044 | 1.2011 | 0.8494 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Profitability (%) | 40.2597 | 41.0256 | 39.4737 | 40.2597 | 41.0256 | 39.4737 |
| Ratio Avg Win / Avg Loss | 2.2871 | 3.4501 | 1.4038 | 1.4904 | 1.7266 | 1.3024 |
| Largest Winning Trade | 207322 | 207322 | 75472 | 258511 | 181191 | 258511 |
| Largest Losing Trade | -58207 | -33529 | -58207 | -153332 | -131638 | -153332 |
| Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
| Avg Bars in Winners | 123 | 116 | 131 | 123 | 116 | 131 |
| Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
| Bars Traded | 5557 | 2581 | 2976 | 5557 | 2581 | 2976 |
| Profit Streak | 587.4477 | 611.781 | 0 | 587.4477 | 611.781 | 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 | -39571 | 325716 | -583191 | -619845 | -141384 | -583191 |
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1552060800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758883479342,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 149,
"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": [
[
307608.091018778,
335384.3776261241,
-27776.2866073461,
6009.0273848179,
121741.6436991226,
-115732.6163143048
],
[
307.608091,
335.384378,
-27.776287,
6.009027,
121.741644,
-115.732616
],
[
0.155593,
0.169643,
-0.01405,
0.002952,
0.040288,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-178312,
-135082,
-170428,
-528448,
-436465,
-409470
],
[
1.541281,
2.400064,
0.915509,
1.004374,
1.201118,
0.849403
],
[
77,
39,
38,
77,
39,
38
],
[
31,
16,
15,
31,
16,
15
],
[
46,
23,
23,
46,
23,
23
],
[
40.25974,
41.025641,
39.473684,
40.25974,
41.025641,
39.473684
],
[
2.287062,
3.450092,
1.40378,
1.490361,
1.726607,
1.302418
],
[
207322,
207322,
75472,
258511,
181191,
258511
],
[
-58207,
-33529,
-58207,
-153332,
-131638,
-153332
],
[
72,
66,
78,
72,
66,
78
],
[
123,
116,
131,
123,
116,
131
],
[
37,
31,
43,
37,
31,
43
],
[
5557,
2581,
2976,
5557,
2581,
2976
],
[
587.447677,
611.781011,
0,
587.447678,
611.781011,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39571,
325716,
-583191,
-619845,
-141384,
-583191
]
]
}
{
"trading_pair": "WAVES_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1977,
"actual_first_datapoint_time": 1547798400000,
"first_datapoint_time": 1552060800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758883479342,
"expiration_time": 1723706784000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 149,
"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) |
|---|